Showing 1 - 10 of 419
Persistent link: https://www.econbiz.de/10005395860
, the hypergeometric, negative hypergeometric, logarithmic series, generalized Waring, Polya and inverse Polya distributions …
Persistent link: https://www.econbiz.de/10005787191
Given a finite population consisting of N elements, it is desired to obtain confidence intervals for (t/N)th quantile x(t) of the population based on the randomized nomination sampling (RNS) design. Three without replacement sampling protocols are described and procedures for constructing...
Persistent link: https://www.econbiz.de/10010871392
. First, by suggesting the use of the hypergeometric distribution to calculate the parameters of sampling plans avoiding the … unnecessary use of approximations such as the binomial or Poisson distributions. We show that, under usual conditions …, discrepancies can be large. The conclusion is that the hypergeometric distribution, ubiquitously available in commonly used software …
Persistent link: https://www.econbiz.de/10011995844
Persistent link: https://www.econbiz.de/10010510764
Persistent link: https://www.econbiz.de/10009730906
. First, by suggesting the use of the hypergeometric distribution to calculate the parameters of sampling plans avoiding the … unnecessary use of approximations such as the binomial or Poisson distributions. We show that, under usual conditions …, discrepancies can be large. The conclusion is that the hypergeometric distribution, ubiquitously available in commonly used software …
Persistent link: https://www.econbiz.de/10011871320
for the number of connections among each country-pair, based on hypergeometric distribution. Original data are filtered so …
Persistent link: https://www.econbiz.de/10010848369
common null model for the number of connections among each country-pair, based on the hypergeometric distribution. Original …
Persistent link: https://www.econbiz.de/10009319141
This paper develops bridge sampling path integral algorithms for pricing path-dependent options under a new class of nonlinear state dependent volatility models. Path-dependent option pricing is considered within a new (dual) Bessel family of semimartingale diffusion models, as well as the...
Persistent link: https://www.econbiz.de/10004971811