F− 1(α) is the α-quantile of the empirical distribution of R and sH(0.25) = sB for any sample. The particular choice of α is quite uneasy that explains why this formula has not much echo in practice. However, [GRO 84] integrates the sH(α) formula along α to recover a ...
Just as with variance, standard deviation, and skewness, the above is the final computation of kurtosis if you have data for the whole population. But if you have data for only a sample, you have to compute the sample excess kurtosis using this formula, which comes from Joanes and Gill:...
Seier and Bonett (2003) discussed formulae that allow the user to vary the relative influence of deviations in the tails and the peak of a distribution, but these are not commonly used. The transformation described by Anscombe and Glynn (1983) can also be used. A function is described in ...
The present paper is an extension of this theory to the case of Fickian convection-dispersion for solute transport in the direction of flow orthogonal to a sharp interface. Just as in the case of parallel interface, this is significant in that it leads to an explicit formula for the ...
Modeling such dynamics of irrational randomness in stock prices dates back to Press (1967) and Merton (1976), who propose a model for the distribution of changes in stock prices and derive an option pricing formula for the more general case with the underlying security returns, respectively; ...
Modeling such dynamics of irrational randomness in stock prices dates back to Press (1967) and Merton (1976), who propose a model for the distribution of changes in stock prices and derive an option pricing formula for the more general case with the underlying security returns, respectively; ...