Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 27, No. 1 (1978), pp. 76-77 (2 pages) This note proposes an approximation to the cumulative normal distribution and its ...
If a relation between stimulus and response is quantal and the response curve is the cumulative of a normal distribution, then the mean of the underlying distribution can be estimated by performing ...
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 ...
Kristina Zucchi is an investment analyst and financial writer with 15+ years of experience managing portfolios and conducting equity research. Gordon Scott has been an active investor and technical ...
Everyone agrees the normal distribution isn't a great statistical model for stock market returns, but no generally accepted alternative has emerged. A bottom-up simulation points to the Laplace ...
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