Beta Distribution: the probability of success on any single trial as the random variable, and the number of trials n and the total number of successes in n trials as constants.
For the Binomial Distribution the number of successes X is a random variable and the number of trials N and the probability of success p on any single trial are parameters (i.e. constants).
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R3 chase - Pursuit
Change Point Detection Time Series
Change Point Detection Methods Kernel Change Point Detection: Kernel change point detection method detects changes in the distribution of ...
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Modeling Low Default Portfolio (Independent Default Events): Pluto and Tasche method for calculating probability of default for portfolios...
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Modeling Low Default Portfolio Dependent Case: VASCIEK MODEL: Dependence between the default is explained by by Vasicek model. By using co...
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