The normal approximation to the binomial test with and without a continuity correction is evaluated in terms of control of Type I errors and power. The normal approximations are evaluated as robust ...
We give error bounds which demonstrate optimal rates of convergence in the CLT for the total covered volume and the number of isolated shapes, for germ-grain models ...
A heuristic algorithm that accurately and quickly approximates loss distributions for portfolios of independent credits is introduced in this paper. An algorithm such as this can be used in the ...
The Binomial test, sometimes referred to as the Binomial exact test, is a test used in sampling statistics to assess whether a proportion of a binary variable is equal to some hypothesized value. In ...
Review challenges in the use of normality testing situations and recommendations on how to assess data distributions in the pharmaceutical development manufacturing environment Statisticians ...
We introduce a decoupling method for the approximation of lognormal stock price processes using multivariate binomial trees and compare it with standard multivariate approaches. The advantages of the ...