The maximum correlation coefficient between partial sums of independent and identically distributed random variables with finite second moment equals the classical (Pearson) correlation coefficient ...

An expression for the joint distribution of serial correlation coefficients, circularly defined, has been derived. It has been shown that this distribution possesses properties similar to those ...

The Python statistics module is a built-in module for performing simple statistical calculations. Since it's part of the standard Python library, it's available in every Python installation. To access ...

Prof MG Chandrakanth, Retired Director, ISEC, Bengaluru, did doctoral studies in Agricultural Economics from the University of Agricultural Sciences, Bangalore and post doctoral studies in ...

Provides a one-semester course in probability and statistics with applications in the engineering sciences. Probability of events, discrete and continuous random variables cumulative distribution, ...

In this paper, we propose Vasicek-type models for estimating portfolio-level probability of default (PD). With these Vasicek models, asset correlation and long-run PD (LRPD) for a risk-homogeneous ...

Sean Ross is a strategic adviser at 1031x.com, Investopedia contributor, and the founder and manager of Free Lances Ltd. Thomas J Catalano is a CFP and Registered Investment Adviser with the state of ...

The asymptotic single risk factor (ASRF) approach is a simplified framework for determining regulatory capital charges for credit risk and has become an integral part of how credit risk capital ...