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
Huber M-estimation (CCF for EAD):
Huber M-estimation is a robust regression technique used to address the influence of outliers on model parameters. It is used to calculate...
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Excel (Macro enable workbook) and VBA code: https://drive.google.com/drive/folders/18tIKLLg8MfJ2MYDjLPAWHspEbApVIpGz?usp=sharing PCA: Eige...
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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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