Mathematical finance | Auction theory | Probability distributions

Regular distribution (economics)

Regularity, sometimes called Myerson's regularity, is a property of probability distributions used in auction theory and revenue management. Examples of distributions that satisfy this condition include Gaussian, uniform, and exponential; some power law distributions also satisfy regularity.Distributions that satisfy the regularity condition are often referred to as "regular distributions". (Wikipedia).

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The Normal Distribution (1 of 3: Introductory definition)

More resources available at www.misterwootube.com

From playlist The Normal Distribution

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A Gentle Introduction to the Normal Probability Distribution (10-4)

A normal distribution models…pretty much everything! The Normal Curve is the idealized distribution, a smooth, continuous, symmetrical line. The normal curve is used with interval and ratio scales, continuous data. The most frequent score is the middle score, less frequent scores above and

From playlist Continuous Probability Distributions in Statistics (WK 10 - QBA 237)

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Uniform Probability Distribution Examples

Overview and definition of a uniform probability distribution. Worked examples of how to find probabilities.

From playlist Probability Distributions

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Normal Distribution Definition and Properties

What is a normal distribution? Properties of a normal distribution, including the empirical rule.

From playlist Probability Distributions

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FRM: Normal probability distribution

This video is a review of the normal density function and its key properties. Subscribe to our channel or visit our website for more financial risk videos! http://www.bionicturtle.com

From playlist Statistics: Distributions

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What is a Sampling Distribution?

Intro to sampling distributions. What is a sampling distribution? What is the mean of the sampling distribution of the mean? Check out my e-book, Sampling in Statistics, which covers everything you need to know to find samples with more than 20 different techniques: https://prof-essa.creat

From playlist Probability Distributions

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Continuous Probability Distributions - Basic Introduction

This statistics video tutorial provides a basic introduction into continuous probability distributions. It discusses the normal distribution, uniform distribution, and the exponential distribution. The probability is equal to the area under the curve and the total area under the curve is

From playlist Statistics

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Using normal distribution to find the probability

👉 Learn how to find probability from a normal distribution curve. A set of data are said to be normally distributed if the set of data is symmetrical about the mean. The shape of a normal distribution curve is bell-shaped. The normal distribution curve is such that the mean is at the cente

From playlist Statistics

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Predicting and Understanding Human Choices using PCMC-Net with an application to Airline Itineraries

Speaker(s): Alix Lheritier Facilitator(s): Omar Nada Find the recording, slides, and more info at https://ai.science/e/predicting-and-understanding-human-choices-using-pcmc-net-with-an-application-to-airline-itineraries--T7VHeDI6OAv0cXM7HWYT Motivation / Abstract The work focuses on pred

From playlist Recommender Systems

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Jean-Pierre Florens: Inverse problems in econometrics - Lecture 1/4

Recording during the thematic month on statistics - Week 2 : "Mathematical statistics and inverse problems" the 9 February, 2016 at the Centre International de Rencontres Mathématiques (Marseille, France) Filmmaker: Guillaume Hennenfent Find this video and other talks given by worldwide

From playlist Probability and Statistics

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Causal Behavioral Modeling Framework - Discrete Choice Modeling of Consumer Demand

There are increasing demands for "causal ML models" of the agent behaviors, which enable us to unbox the complex black-box models and make inferences or do proper counterfactual simulations. Many applications (especially in Marketing) intrinsically call for measurement of the causal impact

From playlist Fundamentals of Machine Learning

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Decision Making and Inference Under Model Misspecification by Jose Blanchet

PROGRAM: ADVANCES IN APPLIED PROBABILITY ORGANIZERS: Vivek Borkar, Sandeep Juneja, Kavita Ramanan, Devavrat Shah, and Piyush Srivastava DATE & TIME: 05 August 2019 to 17 August 2019 VENUE: Ramanujan Lecture Hall, ICTS Bangalore Applied probability has seen a revolutionary growth in resear

From playlist Advances in Applied Probability 2019

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Pierre Degond: On the interplay between kinetic theory and game theory

Abstract: We propose a mean field kinetic model for systems of rational agents interacting in a game theoretical framework. This model is inspired from non-cooperative anonymous games with a continuum of players and Mean-Field Games. The large time behavior of the system is given by a macr

From playlist Mathematics in Science & Technology

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Invariance in heterogeneous, large-scale and high-dimensional data – Peter Bühlmann – ICM2018

Probability and Statistics Invited Lecture 12.17 Invariance in heterogeneous, large-scale and high-dimensional data Peter BĂĽhlmann Abstract: Statistical inference from large-scale data can benefit from sources of heterogeneity. We discuss recent progress of the mathematical formalization

From playlist Probability and Statistics

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Statistical Rethinking 2023 - 15 - Social Networks

Course: https://github.com/rmcelreath/stat_rethinking_2023 Music: https://www.youtube.com/watch?v=0iVdR2rtD90 Pause: https://www.youtube.com/watch?v=a6QqkEsGxNY Outline 00:00 Introduction 02:25 Sample and causal model 12:18 Generative model 1 17:39 Statistical model 1 27:42 Pause 28:18 G

From playlist Statistical Rethinking 2023

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Normal Distribution and Empirical Rule With Examples Lesson

This video provides a lesson on the standard normal distribution and the Empirical Rule. http://mathispower4u.com

From playlist The Normal Distribution

Related pages

Concave function | Virtual valuation | Prior probability | Probability density function | Vickrey auction | Mechanism design | English auction | Auction theory | Cumulative distribution function | Normal distribution | Exponential distribution