variance-to-mean ratio
Optinalytic (Statistical) Mirroring: A New Novel Approach of Measure of Dispersion
... (e.g: variance, standard deviation, coefficient of variation, variance-to-mean ratio) was established to assess the suitability of the new proposal as an alternative measure of dispersion ...
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Mean and variance of ratios of proportions from categories of a multinomial distribution
... A ratio between two or more random variables that jointly have a multinomial distri- bution also arises in the trending field of the non-invasive prenatal testing of common fetal aneuploidies such as trisomy of ...
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Modification of Ratio Estimator for Population Mean
... population mean or total under ...a ratio estimator for population ...the ratio type estimator provides better efficiency in comparison to simple mean estimator provided the study and ...
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Fundamental Indexes As Proxies For Mean-Variance Efficient Portfolios
... Mar et al. (2009) state that underlying the success of value strategies is the inability of the market to correctly estimate the future return potential of value stocks relative to growth stocks. Jun and Malkiel (2007) ...
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Theoretical and empirical estimates of mean-variance portfolio sensitivity
... The robustness of the analysis presented in the previous subsections is verified in two directions: the extension (doubling) of the estimation period to January 1999 – June 2007 and the decrease of the sampling frequency ...
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Process improvement to the anodize line through design of experiments
... Analysis of Variance 18 ANOVA of Freedom Degrees Sum of Squares Model, Error, Total Model, Error, Total Model Mean Square Error Mean Square F Ratio Prob>F "The analysis of variance obser[r] ...
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Estimation of finite population variance using auxiliary information in sample surveys
... population variance which are based on arithmetic mean, geometric mean and harmonic mean of the usual unbiased, usual ratio and (Singh et ...and mean squared error of proposed ...
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Normal variance-mean mixtures (I) an inequality between skewness and kurtosis
... normal variance-mean (NVM) mixture model, which has even been proposed as theoretical foundation for a semi-parametric approach to financial modelling ...the variance-gamma (VG) and the hyperbolic ...
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Estimation OfHedging Effectiveness Of SGARCH Model
... hedge ratio are calculated within 95% confidence interval and parameters like mean, variance, semi variance, hedge ratio, hedging effectiveness, interquartile range are calculated and ...
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Impact of Investor sentiment on Mean-Variance Tradeoff in Pakistan
... serve as an index of sentiment and is considered as symptom of overvaluation (Baker and Stein, 2004). As market of IPO is considered as being sentiment. First day higher and low unsystematic returns of IPO are normally ...
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Dynamic Programming and Mean-Variance Hedging in Discrete Time
... the variance-optimal measure coincides with the so-called minimal martingale measure of Föllmer and Schweizer ...the variance-optimal measure in stochastic volatility ...
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Expected and realized stock returns: Evidence from India
... In the present study, 30 companies listed on the Bombay Stock Exchange of India (BSE Sensex top 30) have been studied. The nine years period of study from 2006-07 to 2014-15 has been considered for this study. The beta ...
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Do MENA stock market returns follow a random walk process? Pages 165-172 Download PDF
... As show in Table 2, the random walk hypothesis (RWH) is rejected at the 5% significance level for Jordan using all tests for k=2,4,8, but not for k=16. In addition, only the ranks score joint test rejects the null ...
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The effect of stable stratification on vortex stretching in open channel flow
... The present study shows that the stable stratification has significant effect on vortex dynamics, decreasing the ratio of magnitudes of mean positive and negative vortex stretching. That could be the ...
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Market value margin via mean-variance hedging
... use mean-variance hedging in discrete time in order to value an insurance ...the mean-variance framework improves upon the regulatory approach by allowing for potential calibration to observed ...
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A Comparative Study of Mean Variance and Mean Gini Portfolio Selection Using VaR and CVaR
... The restrictive character of variance as a risk parameter, led us to choose the MG strategy as an alternative to the MV strategy. The MG strategy uses Gini as a parameter of risk instead of variance. The ...
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Index System of the Identification of Electricity Stealing and Leakage Research
... Coefficient variance t of monthly electricity consuming Coefficient variance ratio of users and industry power consumption monthly Coefficient variance of the difference ratio of daily p[r] ...
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DOUBLED HAPLOIDS FOR ESTIMATING MEAN AND VARIANCE OF RECOMBINATION VALUES
... The purpose of this paper is to extend the diallel cross analysis involving doubled haploid lines so as to (1) obtain the estimates of additive and additive X additive geneti[r] ...
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A Comparison Of Mean-Variance And Mean-Semivariance Optimisation On The JSE
... i.e. mean and ...of variance and standard ...result, mean-variance optimisation, while theoretically sound, may not account fully for the empirically-observed behaviour of return ...
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Partitioning species and environmental diversity in fragmented landscapes: do the alpha, beta and gamma components match?
... gamma-to-alpha ratio (in the multiplicative approach, Jost 2007, 2010) or the gamma-to-alpha delta (in the additive approach, Crist and Veech 2006; Lande ...
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