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81 - 90 of 145 for Markowitz Portfolio VarianceSearch Results
Apply Markov's inequality with a=k^2 to obtain P[(x-mu)^2>=k^2]<=(<(x-mu)^2>)/(k^2)=(sigma^2)/(k^2). (1) Therefore, if a random variable x has a finite mean mu and finite ...
The chi distribution with n degrees of freedom is the distribution followed by the square root of a chi-squared random variable. For n=1, the chi distribution is a ...
The mean triangle area of a triangle picked at random inside a unit cube is A^_=0.15107+/-0.00003, with variance var(A)=0.008426+/-0.000004. The distribution of areas, ...
The discrete uniform distribution is also known as the "equally likely outcomes" distribution. Letting a set S have N elements, each of them having the same probability, then ...
Given a sequence of independent random variates X_1, X_2, ..., if sigma_k^2=var(X_k) and rho_n^2=max_(k<=n)((sigma_k^2)/(s_n^2)), then lim_(n->infty)rho_n^2=0. This means ...
Fischer's z-distribution is the general distribution defined by g(z)=(2n_1^(n_1/2)n_2^(n_2/2))/(B((n_1)/2,(n_2)/2))(e^(n_1z))/((n_1e^(2z)+n_2)^((n_1+n_2)/2)) (1) (Kenney and ...
Gibrat's distribution is a continuous distribution in which the logarithm of a variable x has a normal distribution, P(x)=1/(xsqrt(2pi))e^(-(lnx)^2/2), (1) defined over the ...
The half-normal distribution is a normal distribution with mean 0 and parameter theta limited to the domain x in [0,infty). It has probability and distribution functions ...
The inverse Gaussian distribution, also known as the Wald distribution, is the distribution over [0,infty) with probability density function and distribution function given ...
The Laplace distribution, also called the double exponential distribution, is the distribution of differences between two independent variates with identical exponential ...
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