Search Results for ""

V_t=e^(-ytau)S_tN(d_1)-e^(-rtau)KN(d_2), where N is the cumulative normal distribution and d_1,d_2=(log((S_t)/K)+(r-y+/-1/2sigma^2)tau)/(sigmasqrt(tau)). If y=0, this is the ...

A goodness-of-fit test for any statistical distribution. The test relies on the fact that the value of the sample cumulative density function is asymptotically normally ...

In this work, the name Pythagoras's constant will be given to the square root of 2, sqrt(2)=1.4142135623... (1) (OEIS A002193), which the Pythagoreans proved to be ...

Let a distribution to be approximated be the distribution F_n of standardized sums Y_n=(sum_(i=1)^(n)(X_i-X^_))/(sqrt(sum_(i=1)^(n)sigma_X^2)). (1) In the Charlier series, ...

If F(x) is a probability distribution with zero mean and rho=int_(-infty)^infty|x|^3dF(x)<infty, (1) where the above integral is a stieltjes integral, then for all x and n, ...

The plane spanned by the three points x(t), x(t+h_1), and x(t+h_2) on a curve as h_1,h_2->0. Let z be a point on the osculating plane, then [(z-x),x^',x^('')]=0, where ...

Arnauld's paradox states that if negative numbers exist, then (-1)/1 must equal 1/(-1), which asserts that the ratio of a smaller to a larger quantity equals the ratio of the ...

A one-dimensional map whose increments are distributed according to a normal distribution. Let y(t-Deltat) and y(t+Deltat) be values, then their correlation is given by the ...

The golden gnomon is the obtuse isosceles triangle whose ratio of side to base lengths is given by 1/phi=phi-1, where phi is the golden ratio. Such a triangle has angles of ...

A theorem proved by Doob (1942) which states that any random process which is both normal and Markov has the following forms for its correlation function C_y(tau), spectral ...