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The degrees of freedom of the weighted, unbiased sample variance vary accordingly from N − 1 down to 0. The standard deviation is simply the square root of the variance above. As a side note, other approaches have been described to compute the weighted sample variance. [7]
[1] [2] It requires knowledge of the value of the portfolio at the start and end of the period of time under measurement, together with the external flows of value into and out of the portfolio at various times within the time period. For the time-weighted method, it is also necessary to know the value of the portfolio when these flows occur (i ...
The weighted average return on assets, or WARA, is the collective rates of return on the various types of tangible and intangible assets of a company.. The presumption of a WARA is that each class of a company's asset base (such as manufacturing equipment, contracts, software, brand names, etc.) carries its own rate of return, each unique to the asset's underlying operational risk as well as ...
In statistics, inverse-variance weighting is a method of aggregating two or more random variables to minimize the variance of the weighted average. Each random variable is weighted in inverse proportion to its variance (i.e., proportional to its precision). Given a sequence of independent observations y i with variances σ i 2, the inverse ...
The mathematics of the distribution resulted from the authors' desire to make the standard deviation equal to about 1/6 of the range. [2] [3] The PERT distribution is widely used in risk analysis [4] to represent the uncertainty of the value of some quantity where one is relying on subjective estimates, because the three parameters defining the ...
[1] The average cost is computed by dividing the total cost of goods available for sale by the total units available for sale. This gives a weighted-average unit cost that is applied to the units in the ending inventory. There are two commonly used average cost methods: Simple weighted-average cost method and perpetual weighted-average cost ...
The annual, time-weighted return on this investment would be 10%, meaning that any investor who placed $1 in this stock on Jan. 1 would have $1.10 by December 31.
The key is in the repetition of x (2) and x (9): the extras substitute for the original values x (1) and x (10) which have been discarded and replaced. This is equivalent to a weighted average of 0.1 times the 5th percentile ( x (2) ), 0.8 times the 10% trimmed mean , and 0.1 times the 95th percentile ( x (9) ).