Search results for "Normal Distribution"
showing 5 items of 135 documents
TESTING THE HYPOTHESIS OF AN EFFICIENT MARKET IN TERMS OF INFORMATION – THE CASE OF THE CAPITAL MARKET IN ROMANIA DURING RECESSION
2010
This paper is trying to test the hypothesis of efficient market (EMH Efficient Market Hypothesis), the case of capital market in Romania during the economic financial crisis. According to the purpose in view our research is aiming at testing the hypothesis of random walk of stock exchange indexes BET, BET-C, BET_FI of Bucharest Stock Exchange. In this respect we will enforce statistic tests to see if the capital market in Romania is efficient in a weak form during this period.
Do overactive bladder symptoms and their treatment-associated changes exhibit a normal distribution? Implications for analysis and reporting
2020
Aims: To explore the use of means vs medians (assuming or not the presence of normal distribution) in studies reporting overactive bladder syndrome symptoms and to test for normal distribution of basal values and treatment-associated changes thereof in two large noninterventional studies. Methods: Systematic review of all original studies reporting on at least one overactive bladder syndrome symptom published in four leading urology journals in 2016 to 2017. Testing of the normal distribution of urgency, incontinence, frequency, and nocturia in two large noninterventional studies (n = 1335 and 745). Results: Among 48 eligible articles, 86% reported means (assuming a normal distribution), 6%…
A multivariate powered half-normal distribution
2008
The half-normal distribution has applications in various contexts, particularly in economic analysis (to describe, for example, inefficiency variables), reliability analysis and quality control. However, it seems that, still in the recent literature, interest in forms of multivariate distribution with half-normal marginals is remained at a low level. This problem arises, for example, in the context of economic analysis when it needs to examine inefficiency variables simultaneously. Furthermore, from a robustness perspective, the distributional assumption of half-normality may show itself too strong (or the model too rigorous) and to be inconsistent with the real data, thus motivating the ne…
Representation of Stationary Multivariate Gaussian Processes Fractional Differential Approach
2011
In this paper, the fractional spectral moments method (H-FSM) is used to generate stationary Gaussian multivariate processes with assigned power spectral density matrix. To this aim, firstly the N-variate process is expressed as sum of N fully coherent normal random vectors, and then, the representation in terms of HFSM is used.
MODELING OF VOLATILITY IN THE ROMANIAN CAPITAL MARKET
2012
This paper aims to analyze the volatility of capital market in Romania by selecting a portfolio of representative indices (BET BET_FI and RASDAQ_C). In this respect, we want to identify the most appropriate model to estimate volatility by using modern econometric tools and useful GARCH models respectively. The study results highlight that EGARCH(1,1) model has managed to eliminate all traces of statistically significant autocorrelation and ARCH effects from the residuals from daily series, giving an accurate image of the Romanian capital market volatility.