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gregorygundersen.com | ||
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statisticaloddsandends.wordpress.com
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| | | | | In this previous post, we defined Value at Risk (VaR): given a time horizon $latex T$ and a level $latex \alpha$, the VaR of an investment at level $latex \alpha$ over time horizon $latex T$ is a number or percentage X such that Over the time horizon $latex T$, the probability that the loss on... | |
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extremal010101.wordpress.com
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| | | | | Suppose we want to understand under what conditions on $latex B$ we have $latex \begin{aligned} \mathbb{E} B(f(X), g(Y))\leq B(\mathbb{E}f(X), \mathbb{E} g(Y)) \end{aligned}$holds for all test functions, say real valued $latex f,g$, where $latex X, Y$ are some random variables (not necessarily all possible random variables!). If $latex X=Y$, i.e., $latex X$ and $latex Y$ are... | |
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ivyfanchiang.ca
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| | | | | [AI summary] The author provides a comprehensive mathematical derivation of the normal distribution using multi-variable calculus and the Herschel-Maxwell theorem. | |
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lea.codes
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| | | A short tutorial on WebGL and Shaders | ||
