expected value model
101Pearson's chi-squared test — (χ2) is the best known of several chi squared tests – statistical procedures whose results are evaluated by reference to the chi squared distribution. Its properties were first investigated by Karl Pearson in 1900.[1] In contexts where it is… …
102Credit rationing — refers to the situation where lenders limit the supply of additional credit to borrowers who demand funds, even if the latter are willing to pay higher interest rates. It is an example of market imperfection, or market failure, as the price… …
103Cross-validation (statistics) — Cross validation, sometimes called rotation estimation,[1][2][3] is a technique for assessing how the results of a statistical analysis will generalize to an independent data set. It is mainly used in settings where the goal is prediction, and… …
104Regression toward the mean — In statistics, regression toward the mean (also known as regression to the mean) is the phenomenon that if a variable is extreme on its first measurement, it will tend to be closer to the average on a second measurement, and a fact that may… …
105Risk-neutral measure — In mathematical finance, a risk neutral measure, is a prototypical case of an equivalent martingale measure. It is heavily used in the pricing of financial derivatives due to the fundamental theorem of asset pricing, which implies that in a… …
106Stock — For capital stock in the sense of the fixed input of a production function, see Physical capital. For other uses, see Stock (disambiguation). Financial markets Public market Exchange Securities …
107Rounding — This article is about numerical rounding. For lip rounding in phonetics, see Labialisation. For other uses, see Rounding (disambiguation). Rounding a numerical value means replacing it by another value that is approximately equal but has a… …
108Convexity (finance) — In mathematical finance, convexity refers to non linearities in a financial model. In other words, if the price of an underlying variable changes, the price of an output does not change linearly, but depends on the second derivative (or, loosely… …
109Kalman filter — Roles of the variables in the Kalman filter. (Larger image here) In statistics, the Kalman filter is a mathematical method named after Rudolf E. Kálmán. Its purpose is to use measurements observed over time, containing noise (random variations)… …
110Mean — This article is about the statistical concept. For other uses, see Mean (disambiguation). In statistics, mean has two related meanings: the arithmetic mean (and is distinguished from the geometric mean or harmonic mean). the expected value of a… …
