We have previously discussed the importance of estimating uncertainty in our measurements and incorporating it into data analysis 1. To know the extent to which we can generalize our observations, we ...
This paper presents the results of a limited investigation which brings into focus the difficulties encountered in developing exact distribution-free methods for stratified simple random sampling. It ...
Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
We examine autoregressive time series models that are subject to regime switching. These shifts are determined by the outcome of an unobserved two-state indicator variable that follows a Markov ...
Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
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