Neeraj Nagarkatti wrote:
>
> Question:
>
> Let X_1,...,X_n be a random sample from the Uniform U[0,t] distribution,
> i.e. with pdf:
>
> f(x|t) = 1/t (0 < x < t).
>
> Obtain the maximum likelihood estimator of t.
>
> Now the model solution says:
>
> Because it's a non-regular case, you c
There is a huge literature on the behavior of stock returns that you should
look at before trying to fit models. A good place to start is chapter 2 of
The Econometrics of Financial Markets by Campbell, Lo and Mackinnlay
(Princeton University Press). Another good source is Modeling Financial Time
S
The cumsum test (cumulative sum) is designed for this purpose.
"Marcelo Menezes Reis" <[EMAIL PROTECTED]> wrote in message
Pine.GSO.4.10.10012291500190.20811-10@venus">news:Pine.GSO.4.10.10012291500190.20811-10@venus...
> Greetings
>
> Does anybody know an algorithm, or a "statistical rule
Re the discussion of statistical issues in the election on EdStat-L:
I saved all the ones that I thought has some statistical merit to a
single file. If anyone wants it I could insert the whole thing into
one email message. (I thought I might use this in my Math. for
Humanities class but it was
At 10:41 AM 1/2/01 +, Bokhorst, Frank wrote:
>Bob Hayden asked:
>
> > Anybody have anything to say about statistical education???
>
>I would like to turn the question round, and ask if it might be
>possible to summarize relevant material from the recent discussion
>on the forum about the US el
Try fractionally integrated ARMA, ARFIMA. ARFIMA is said to
be "long memory" process.
Also note that financial time series are extremely
conditionally heteroskedastic. This is captured by ARCH
models (autoregressive conditional heteroskedasticity). Also
innovations have fat tailed distribution ev
Happy New Year --
Perhaps Laurie Snell will make a good start through the future
CHANCE issues.
-- Joe
Joe Ward
167 East Arrowhead Dr.
San Antonio, TX 78228-2402
Home phone: 210-433-6575
Home fax: 210-433-2828
Email: [EMAIL PROTECTED]
http://www.ijoa.org/joewar
Bob Hayden asked:
> Anybody have anything to say about statistical education???
I would like to turn the question round, and ask if it might be
possible to summarize relevant material from the recent discussion
on the forum about the US election saga into a form suitable for
teaching purposes
