An expression for the joint distribution of serial correlation coefficients, circularly defined, has been derived. It has been shown that this distribution possesses properties similar to those ...

This paper deals with the unbiased estimation of the correlation of two variates having a bivariate normal distribution (Sec. 2), and of the intraclass correlation, i ...

An international team of mathematicians, led by Lehigh University statistician Taeho Kim, has introduced an innovative method ...

Provides a one-semester course in probability and statistics with applications in the engineering sciences. Probability of events, discrete and continuous random variables cumulative distribution, ...

Prof MG Chandrakanth, Retired Director, ISEC, Bengaluru, did doctoral studies in Agricultural Economics from the University of Agricultural Sciences, Bangalore and post doctoral studies in ...

Jonathan Borwein (Jon) receives funding from the ARC. Michael Rose does not work for, consult, own shares in or receive funding from any company or organization that would benefit from this article, ...

In this paper, we propose a novel multifactor analytic framework for credit portfolio modeling that incorporates the impact of the probability of default-loss given default correlation. In particular, ...

Sean Ross is a strategic adviser at 1031x.com, Investopedia contributor, and the founder and manager of Free Lances Ltd. Thomas J Catalano is a CFP and Registered Investment Adviser with the state of ...