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by Siberian
April 28th, 2008, 12:18 pm
Forum: Brainteaser Forum
Topic: two problems from probability exam
Replies: 20
Views: 66923

two problems from probability exam

I thought the distribution was discrete and not conts? I do apologize if i misunderstood.
by Siberian
April 22nd, 2008, 8:32 pm
Forum: Brainteaser Forum
Topic: two problems from probability exam
Replies: 20
Views: 66923

two problems from probability exam

<t>QuoteOriginally posted by: ChicagoGuyFor question one: Whatever it is, it cant be a uniform.If X is Unif[a, b] then E[X]=(b+a)/2 and Var[X]=(b-a)^2/12If we match, Let X=1/sqrt(3) * Y. Then Y, if it is a unif. [a, b] would have Var[Y]=(a-b)^2/4. What you have but if it really is a uniform, then it...
by Siberian
April 22nd, 2008, 8:30 pm
Forum: Brainteaser Forum
Topic: two problems from probability exam
Replies: 20
Views: 66923

two problems from probability exam

dbl post
by Siberian
April 16th, 2008, 12:45 am
Forum: General Forum
Topic: Higher moment portfolio optimization
Replies: 12
Views: 56836

Higher moment portfolio optimization

i am not sure i understand, what is the difference between market portf in the mean-variance case and your case? I did not think market portf varies depending on the optimization objective functions, but i am willing to learn
by Siberian
April 16th, 2008, 12:14 am
Forum: General Forum
Topic: How good at Maths do you need to be in order to be a successful quant?
Replies: 60
Views: 61656

How good at Maths do you need to be in order to be a successful quant?

QuoteOriginally posted by: jawabeanI must say that one cant understand IRR (internal rate of return) concept without thorough deep understanding of Ricci flowsyou are kidding right?
by Siberian
April 16th, 2008, 12:02 am
Forum: General Forum
Topic: How good at Maths do you need to be in order to be a successful quant?
Replies: 60
Views: 61656

How good at Maths do you need to be in order to be a successful quant?

QuoteOriginally posted by: jawabeanSibreian, I'm glad that u agreed with me wholeheartedly on Borellol! i do without it i find it is impossible to talk about stoc processes on any intelligent level, but that just could be my AdvancedProb prof talking
by Siberian
April 15th, 2008, 11:52 pm
Forum: General Forum
Topic: Bayesian in markov switching model
Replies: 3
Views: 56349

Bayesian in markov switching model

why don't you want to use MLE?you have a prior on the transition mtx?
by Siberian
April 15th, 2008, 11:17 pm
Forum: General Forum
Topic: How good at Maths do you need to be in order to be a successful quant?
Replies: 60
Views: 61656

How good at Maths do you need to be in order to be a successful quant?

<t>QuoteI think this board is unfairly biased towards Banach in expense of Borel and Ricci. that's unfortunateis someone seriosly using Ricci flows in finance? wow! i don't think i have seen any of that in any of the grad courses in math (but then again i did not take advanced algeb top), the only r...
by Siberian
April 15th, 2008, 9:40 pm
Forum: General Forum
Topic: How good at Maths do you need to be in order to be a successful quant?
Replies: 60
Views: 61656

How good at Maths do you need to be in order to be a successful quant?

QuoteOriginally posted by: CuchulainnQuoteOne can imagine that the ultimate mathematician is one who can see analogies between analogies. Stefan BanachThat's pretty good Cuch!
by Siberian
April 10th, 2008, 9:07 pm
Forum: General Forum
Topic: standard error of ratio of mean to standard deviation
Replies: 12
Views: 56333

standard error of ratio of mean to standard deviation

<t>t-distrib is standard normal divided by the square-root of the chi-squared rv over its degrees of freedom: t=Z/sqrt(chi^2(df)/df)as such, the addition or the subtraction, and ratio as well are not t-distributed. you can doublecheck it via mgf. if you want you can pm me more details i will try to ...
by Siberian
April 10th, 2008, 7:03 pm
Forum: General Forum
Topic: standard error of ratio of mean to standard deviation
Replies: 12
Views: 56333

standard error of ratio of mean to standard deviation

<t>i am confused by the use of the word "parameter". Let's use random variable instead, if it has a distributiuon, then it's a random variable. So if you observe 2 random variables, you either estimate the correlation between them empirically, or assume a correlation between them for whatever furthe...
by Siberian
April 10th, 2008, 6:34 pm
Forum: General Forum
Topic: How good at Maths do you need to be in order to be a successful quant?
Replies: 60
Views: 61656

How good at Maths do you need to be in order to be a successful quant?

<t>QuoteOriginally posted by: INFIDELQuoteSiberian: "Those who know how will always answer to those who know why"-don't remember who said it but i tend to agreeDo you tend to agree because you want things to be like this, or because this is typical of what you've seen in the house you're working at?...
by Siberian
April 10th, 2008, 6:13 pm
Forum: General Forum
Topic: How good at Maths do you need to be in order to be a successful quant?
Replies: 60
Views: 61656

How good at Maths do you need to be in order to be a successful quant?

<t>QuoteOriginally posted by: INFIDELQuoteSiberian: "Those who know how will always answer to those who know why"-don't remember who said it but i tend to agreeDo you tend to agree because you want things to be like this, or because this is typical of what you've seen in the house you're working at?...
by Siberian
April 10th, 2008, 6:05 pm
Forum: General Forum
Topic: standard error of ratio of mean to standard deviation
Replies: 12
Views: 56333

standard error of ratio of mean to standard deviation

come one dude, stats 101 google it
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