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The 5% Value at Risk of a hypothetical profit-and-loss probability density function. Value at risk (VaR) is a measure of the risk of loss of investment/capital.It estimates how much a set of investments might lose (with a given probability), given normal market conditions, in a set time period such as a day.
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SVAR may refer to: Vector autoregression#Structural vs. reduced form; National Archives of Sweden This page was last edited on 30 December 2019, at 06:08 (UTC) ...
A VAR with p lags can always be equivalently rewritten as a VAR with only one lag by appropriately redefining the dependent variable. The transformation amounts to stacking the lags of the VAR(p) variable in the new VAR(1) dependent variable and appending identities to complete the precise number of equations.
Two-alternative forced choice (2AFC) is a method for measuring the sensitivity of a person or animal to some particular sensory input, stimulus, through that observer's pattern of choices and response times to two versions of the sensory input.
In the mathematical subject of geometric group theory, the Švarc–Milnor lemma (sometimes also called Milnor–Švarc lemma, with both variants also sometimes spelling Švarc as Schwarz) is a statement which says that a group , equipped with a "nice" discrete isometric action on a metric space, is quasi-isometric to .
We set up the following probability model underlying Fisher’s exact test. Suppose we have a + b {\textstyle a+b} blue balls, and c + d {\textstyle c+d} red balls. We throw them together into a black box, shake well, then remove them one by one until we have pulled out exactly a + c {\textstyle a+c} balls.
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