TAILIEUCHUNG - Lecture Quantitative investment analysis: Chapter 5 – CFA Institute

Chapter 5 – Common probability distributions. This chapter define and explain a probability distribution; distinguish between and give examples of discrete and continuous random variables; define a probability function, state its two key properties, and determine whether a given function satisfies those properties;. | Common Probability distributions 1 Probability distribution The set of probabilities for the possible outcomes of a random variable is called a “probability distribution.” The underlying foundation of most inferential statistical analysis is the concept of a probability distribution. The focus in the investments arena is on four probability distributions. Uniform Binomial Normal Lognormal An understanding of probability distributions is critical to using such quantitative methods as hypothesis testing, regression, and time-series analysis. 2 LOS: Define and explain a probability distribution. Page 171 An understanding of basic probability distribution is critical to the next four chapters, so time spent here is well spent. Inferential statistical analysis that has a prespecified (assumed) or derived known statistical distribution as its foundation is known as parametric statistical analysis, although we often omit the term “parametric.” 2 Discrete and continuous random variables A .

• Quản trị kinh doanh
• Quantitative Investment Analysis
• Investment process
• Quantitative methods
• Cash flow
• Probability distributions
• Random variable
• Time series analysis
• Trend analysis
• Multiple regression
• Regression analysis
• Mean variance analysis
• Efficient portfolios
• Interest rates
• Annuity due values
• Discounted cash flow applications
• Net present value
• Statistical concepts
• Market returns
• Candom variable
• Probability concepts
• Simple random sampling
• Point estimate
• Hypothesis testing
• Test statistic
• Sample covariance
• Correlation coefficient
• Quantitative investment analysis workbook
• The time value of money
• Portfolio concepts
• Industrial park
• Investor satisfaction
• Foreign direct investment
• Exploratory factor analysis
• Quantitative model
• Trichothecene Groups
• Other Applications
• GC MS Analysis
• Secondary Metabolites
• Qualitative and Quantitative
• Determinations
• Collateral Constraints
• Debt Management
• Investment Incentives
• Programming Marketing
• Earnings Management
• Tax System