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

I thought the distribution was discrete and not conts? I do apologize if i misunderstood.

- April 22nd, 2008, 8:32 pm
- Forum: Brainteaser Forum
- Topic: two problems from probability exam
- Replies:
**20** - Views:
**66923**

<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...

- April 22nd, 2008, 8:30 pm
- Forum: Brainteaser Forum
- Topic: two problems from probability exam
- Replies:
**20** - Views:
**66923**

dbl post

- April 16th, 2008, 12:45 am
- Forum: General Forum
- Topic: Higher moment portfolio optimization
- Replies:
**12** - Views:
**56836**

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

- April 16th, 2008, 12:20 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**

good point I should have seen it myself

- 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**

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?

- 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**

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

- April 15th, 2008, 11:52 pm
- Forum: General Forum
- Topic: Bayesian in markov switching model
- Replies:
**3** - Views:
**56349**

why don't you want to use MLE?you have a prior on the transition mtx?

- 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**

<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...

- 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**

QuoteOriginally posted by: CuchulainnQuoteOne can imagine that the ultimate mathematician is one who can see analogies between analogies. Stefan BanachThat's pretty good Cuch!

- April 10th, 2008, 9:07 pm
- Forum: General Forum
- Topic: standard error of ratio of mean to standard deviation
- Replies:
**12** - Views:
**56333**

<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 ...

- April 10th, 2008, 7:03 pm
- Forum: General Forum
- Topic: standard error of ratio of mean to standard deviation
- Replies:
**12** - Views:
**56333**

<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...

- 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**

<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?...

- 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**

<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?...

- April 10th, 2008, 6:05 pm
- Forum: General Forum
- Topic: standard error of ratio of mean to standard deviation
- Replies:
**12** - Views:
**56333**

come one dude, stats 101 google it

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