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会计总体中总高估误差的估计AI 解读

Auditors wishing to estimate the total amount of errors in a set of accounts have tended to use estimation procedures which rely on approximate normality for large sample sizes. Since this reliance is often not well-founded for sample sizes used in auditing practice, efforts have been made to circumvent this difficulty. This paper will briefly describe these efforts and then present a new approach based on the multinomial probability distribution which yields confidence…

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稳定分布参数估计及股票价格行为应用AI 解读

A point of considerable interest is whether the asymmetric stable laws rather than the symmetric stable laws provide for a closer representation of the behavior of security prices. Our empirical results indicate that the asymmetric laws are more appropriate than the symmetric stable laws. A new estimation procedure is used to obtain the estimates of parameters of the stable laws for 20 randomly selected stocks from the New York Stock Exchange. Estimates of the skewness…

稳定分布的参数估计AI 解读

Estimation of the parameters of the stable laws is considered for samples of size at least 50. The modulus of the difference between the empirical and theoretical characteristic functions is weighted and integrated over the real line; this function of the sample values and the parameters is then minimized with respect to the parameters via a gradient search routine nested within a sequential search. Extensive simulation experiments validate the effectiveness of the…

稳定分布参数的估计AI 解读

Estimation of the parameters of the stable laws is considered for samples of size at least 50. The modulus of the difference between the empirical and theoretical characteristic functions is weighted and integrated over the real line; this function of the sample values and the parameters is then minimized with respect to the parameters via a gradient search routine nested within a sequential search. Extensive simulation experiments validate the effectiveness of the…