Time series, Advanced Statistics

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stationary time series

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O''brien''s two-sample tests, O'Brien's two-sample tests are the extension...

O'Brien's two-sample tests are the extensions of the conventional tests for assessing the differences between treatment groups which take account of the possible heterogeneous nat

Time series, relevancy of time series in business management

relevancy of time series in business management

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An investor with a stock portfolio sued his broker, claiming that a lack of diversification in his portfolio had led to poor performance. The data, shown below, are the rates of re

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Complier average causal effect (CACE): The treatment effect amid true compliers in the clinical trial. For the suitable response variable, the CACE is given by the difference in o

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Behrens Fisher problem : The difficulty of testing for the equality of the means of the two normal distributions which do not have the equal variance. Various test statistics have

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1) Let N1(t) and N2(t) be independent Poisson processes with rates, ?1 and ?2, respectively. Let N (t) = N1(t) + N2(t). a) What is the distribution of the time till the next epoch

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Mean-range plot, Mean-range plot   is the graphical tool or device usefu...

Mean-range plot   is the graphical tool or device useful in selecting a transformation in the time series analysis. The range is plotted against the mean for each of the seasona

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Personal probabilities : A radically special approach for allocating probabilities to events than, for instance, the commonly used long-term relative frequency approach. In this ty

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Chi-squared distribution : It is the probability distribution, f (x), of the random variable de?ned as the sum of squares of the number (v) of independent standard normal variables

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