Other Continuous Distributions and Moments for Distributions

Cheng-Few Lee, John C. Lee and Alice C. Lee
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Cheng-Few Lee: Rutgers University Business School, Department of Finance and Economics
John C. Lee: Center for PBBEF Research

Chapter Chapter 9 in Statistics for Business and Financial Economics, 2013, pp 381-422 from Springer

Abstract: Abstract Two very useful continuous distributions, the normal and lognormal distributions, were discussed in Chap. 7 . Because many random variables have distributions that are not normal, in this chapter, we explore five other important continuous distributions and their applications. These five distributions are the uniform distribution, Student’s t distribution, the chi-square distribution, the F distribution, and the exponential distribution. All are directly or indirectly used in analyzing business and economic data. The relationship between moments and distributions is also discussed in this chapter. Finally, we explore business applications of statistical distributions in terms of the first four moments for stock rates of return.

Keywords: Probability Density Function; Exponential Distribution; Sample Variance; Population Variance; Standard Normal Distribution (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4614-5897-5_9

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DOI: 10.1007/978-1-4614-5897-5_9

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