TAILIEUCHUNG - Lecture Quantitative investment analysis: Chapter 6 – CFA Institute

Chapter 6 – Sampling and estimation. This chapter include objectives: Define simple random sampling, define and interpret sampling error, distinguish between time-series and cross-sectional data; state the central limit theorem and describe its importance, distinguish between a point estimate and a confidence interval estimate of a population parameter,. | Sampling and estimation Parameters and statistics A parameter is a quantity used to describe a population, and a statistic is a quantity computed from a sample and is used to estimate a population parameter and describe the sample. We typically use statistics to estimate parameters because It isn’t possible to examine the entire population. It isn’t feasible to examine the entire population (., too expensive). In order for a calculated statistic to convey information about the related population parameter, certain conditions must be met; those conditions are generally satisfied if the sample used to calculate the statistics is random. 2 Pages 215–216 Although it is not in the LOS, a reminder of the relationship between statistics and parameters as the basic foundation for sampling processes motivates the discussion of samples, sampling error, sampling biases, etc. 2 Random samples A simple random sample is a subset of the population drawn in such a way that each element of the .

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• Quantitative Investment Analysis
• Investment process
• Quantitative methods
• Cash flow
• Simple random sampling
• Point estimate
• 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
• Probability distributions
• Random variable
• 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
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• Tax System