Power laws | Probability distributions with non-finite variance | Continuous distributions
In statistics, the generalized Pareto distribution (GPD) is a family of continuous probability distributions. It is often used to model the tails of another distribution. It is specified by three parameters: location , scale , and shape . Sometimes it is specified by only scale and shape and sometimes only by its shape parameter. Some references give the shape parameter as . (Wikipedia).
The Normal Distribution (1 of 3: Introductory definition)
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From playlist The Normal Distribution
Unit 5 - practice problem 1 question
From playlist Courses and Series
Introduction to the Standard Normal Distribution
This video introduces the standard normal distribution http://mathispower4u.com
From playlist The Normal Distribution
Normal Distribution: Find Probability Given Z-scores Using a Free Online Calculator (MOER/MathAS)
This video explains how to determine normal distribution probabilities given z-scores using a free online calculator. https://oervm.s3-us-west-2.amazonaws.com/stats/probs.html
From playlist The Normal Distribution
Order Graphs of a Normal Distribution by Standard Deviation
This video explains how to order graph from least to greatest based up the standard deviation.
From playlist The Normal Distribution
Unit 5 - pareto optimal allocations part 3
From playlist Courses and Series
Please Subscribe here, thank you!!! https://goo.gl/JQ8Nys Using a Pareto Chart Example
From playlist Statistics
This lesson explains how to determine a z-score and how to find a z-score for a given data value. The percent of data above and below a data value and z-score is also found. Site: http://mathispower4u.com
From playlist The Normal Distribution
QRM 4-2: The Fisher-Tippett and the Pickands-Balkema-de Haan Theorems
Welcome to Quantitative Risk Management (QRM). It is time to discuss the two fundamental theorems of EVT. We will give the necessary information, for their interpretation and use, but we will skip the proofs. Most of all, we will try to connect the two theorems, which give us extremely st
From playlist Quantitative Risk Management
QRM 4-4: Tails in Data - Zipf Plot and Meplot
Welcome to Quantitative Risk Management (QRM). We close Lesson 4 by introducing some first tools for the graphical analysis of tails. We will deal with the exponential QQ-plot, the Zipf plot, the Fractality plot and the Meplot. More details will then follow in Lesson 5. Topics: 00:00 Int
From playlist Quantitative Risk Management
Welcome to Quantitative Risk Management (QRM). There is so much confusion about tails, that it is time to clarify what we are speaking about. Heavy tails, long tails and fat tails are not the same thing from a statistical and probabilistic point of view. In mathematics we need to be preci
From playlist Quantitative Risk Management
MIT 14.04 Intermediate Microeconomic Theory, Fall 2020 Instructor: Prof. Robert Townsend View the complete course: https://ocw.mit.edu/courses/14-04-intermediate-microeconomic-theory-fall-2020/ YouTube Playlist: https://www.youtube.com/watch?v=XSTSfCs74bg&list=PLUl4u3cNGP63wnrKge9vllow3Y2
From playlist MIT 14.04 Intermediate Microeconomic Theory, Fall 2020
QRM 5-1: Tails in Data - MS Plot and Concentration Profile
Welcome to Quantitative Risk Management (QRM). Let us continue our discussion about the graphical tools we can use to study tails. We will consider the very useful Max-to-Sum (MS) plot, able to tell us something about the existence of moments, and the Concentration Profile, another way of
From playlist Quantitative Risk Management
MIT 14.04 Intermediate Microeconomic Theory, Fall 2020 Instructor: Prof. Robert Townsend View the complete course: https://ocw.mit.edu/courses/14-04-intermediate-microeconomic-theory-fall-2020/ YouTube Playlist: https://www.youtube.com/watch?v=XSTSfCs74bg&list=PLUl4u3cNGP63wnrKge9vllow3Y2
From playlist MIT 14.04 Intermediate Microeconomic Theory, Fall 2020
Distribution, Mean, Median, Mode, Range and Standard Deviation Lesson
This is part 1 of a lesson on describing data.
From playlist The Normal Distribution
Extreme Value Statistics: Peak over Threshold methods
From playlist Extreme Value Statistics
Simplified Machine Learning Workflows with Anton Antonov, Session #8: Semantic Analysis (Part 3)
Anton Antonov, a senior mathematical programmer with a PhD in applied mathematics, live-demos key Wolfram Language features that are very useful in machine learning. This session will be the part 3 where he discusses the Latent Semantic Analysis Workflows. Notebook materials are available
From playlist Simplified Machine Learning Workflows with Anton Antonov
Seminar about distortion functions and Lorenz curves in finance.
From playlist Talks and Interviews
Lecture 16: Fundamental Welfare Theorems
MIT 14.04 Intermediate Microeconomic Theory, Fall 2020 Instructor: Prof. Robert Townsend View the complete course: https://ocw.mit.edu/courses/14-04-intermediate-microeconomic-theory-fall-2020/ YouTube Playlist: https://www.youtube.com/watch?v=XSTSfCs74bg&list=PLUl4u3cNGP63wnrKge9vllow3Y2
From playlist MIT 14.04 Intermediate Microeconomic Theory, Fall 2020
Multivariate Gaussian distributions
Properties of the multivariate Gaussian probability distribution
From playlist cs273a