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  1. A

    Chapter 8 - Statistical Correlation models

    Hi I had certain queries related to the following 1.Pearson's correlation with expected values Consider sample data set Probability Returns ( X) Returns (Y) O.1 15 % 8% 0.2 - 10 % -5 % 0.3 10 % 7% 0.4...
  2. Nicole Seaman

    P2.T5.704. Cardinal and ordinal (rank) correlation measures

    Concept: These on-line quiz questions are not specifically linked to learning objectives, but are instead based on recent sample questions. The difficulty level is a notch, or two notches, easier than bionicturtle.com's typical question such that the intended difficulty level is nearer to an...
  3. David Harper CFA FRM

    Potential error in P2.T5. MR-9: 3.2.3. Kendall's tau and concordant/discordant pairs

    I wrote to Meissner (I don't see an errata yet for his new book, which is excellent) that I think the example for (3.2.3) Kendall's tau is incorrect. He shows five (x,y) pairs. Five (X,Y) sets implies 10 pairs (of X,Y pairs). 10 is the "triangle number" for 4 = (n-5), see...