<t>sorry Traden4Alpha I did not notice your question: What do you mean by "representative number of successes"? I should ask my question probably a bit differently: if we take a sample of size n and there are no errors in this sample, which n should I choose in order to say with the 95% certainty th...

and if I say that I accept some level of descrepancy (mainly I say 95% is good enough), can I then find minimum n?

<t>Hi,Can one remind me on basic statistics:I was wondering how to determine n (n is the minimum sample size) for a population with 10 000 observations. I know that the observations are independent. Confidence level is 95%. Observations are Binomially distributed.I want to be 95% confident that my s...

thnx Panang!Though some details:is mod(z) modulus(z)?and what if muX and muY are not equal to zero?

hi guys,hoe can help me to remember some basic statistics?if x is ~N(0,sigma1), y is ~N(0,sigma2),which distribution does x*y have?

hi guys,hoe can help me to remember some basic statistics?if x is ~N(0,sigma1), y is ~N(0,sigma2),which distribution does x*y have?

Owen,this paper is not available for free on the Internet.I guess I will have to look for something else.But thanks anyway

<t>say we have N firms and their firm value processes are given by correlated Geometric Brownian motionsd V_i_t = V_i_t * (/miu_i) * dt + V_i_t * sum_ j=1:M [/sigma_ij*dW_ j_t ], for i=1:N.I am looking for some REFERENSE which explains how to calculate the parameters of the correlated Geometric Brow...

<t>well, maybe the extreme value distribution which is in Matlab, is indeed the generalised Pareto distribution, but written in different way that I have seen in literature. Normally one has a shape parameter /ksi which controles the shape of the distribution. I wonder then what in the parameter /ks...

<t>I would think so too. but when you read a description of which extreme value distribution is available in Matlab, then I guess you would probably think differently.I know, that the generalised Pareto distribution includes Weibull, Gumbel and Frechet, but the one available in Matlab (extreme value...

<t>I want to fit a Frechet distribution to the tail of the empirical loss distribution using Matlab. However Matlab does not have Frechet distribution. The more general distribution which includes also Frechet is the generalized Pareto distribution, but Matlab does not have this one eather. It has o...

<t>If I have the asset correlation matrix between industry groups, is this the asset correlation matrix, which I can use in my model?don't I have to adjust these entries in the correlation matrix, because the returns of the obligors are not for 100 percent explained by the industy returns?I think pa...

Mike,I'm very grateful for your explanations!I indeed now see, what is really happening, when I try to generate standard normal asset values. It is not fun to work with something when you don't understant things in full, even if you get sensible results.many thanks

<t>I want to simulate loss distribution for portfolio of loans.Why? I want to calculate in the end economic capital for, say 99,99% confidence level.I want to fit some specific distribution into the tail region (first I want to try beta distribution, but I already know, that this will give underesti...

<t>I have found out that in the method I consider, they indeed set profits equal to zero.And I have figured out in which units the loss is measured:thus, if one follows the method for determining the loss distribution through first determining EL and UL and then assuming which distribution the portf...