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Questions related from Christopher Paulus Imanto
Let X1,...,Xn iid random variables with distribution F(p), where p is some parameter. Due to some reasons, p is not observable directly (in the sense that there is no way to confirm whether p is...
26 August 2019 2,185 17 View
For given samples X1...Xn, which follow the distribution F with parameters p1,...pm, one may use the maximum likelihood method to estimate p1,...pm. In the technical process, the method is only an...
18 July 2019 2,057 2 View
Let X~Geom(p) and Y~Geom(q) with Corr(X,Y)= \rho > 0. Only under this information, is it possible to calculate the closed formula for E[X*Y]? Due to \rho>0, E[X*Y] has to be smaller than...
10 December 2018 1,646 3 View
Let X and Y be two dependent random variables with unknown dependency structure. Is it possible to derive the distribution of E[X|Y] with minimal information? what information is necessary for...
08 November 2018 7,195 6 View
Asset correlation can be defined generally. However, I am thinking about asset correlation in the sense of single-risk factor model (also typically known as default correlation or IRBA correlation...
22 August 2018 8,711 0 View
I'm currently interested in Positive Quadrant Dependent (PQD) random variables and its properties, in contrast to just positive correlated random variables. Since PQD implies positive correlation,...
20 August 2018 607 15 View
To identify a financial fraud, e.g. money laundry, AI deployment is not new. Given a large dataset, many machine learning techniques can identify patterns to help to identify these rare...
01 January 1970 5,122 3 View