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Regression analysis is one of the most used statistical methods for data analysis. There are, however, many situations in which one cannot base inference solely on f (y∣x; β), the conditional ...
Probability density function is a statistical expression defining the likelihood of a series of outcomes for a continuous variable, such as a stock or ETF return.
An approximate conditional probability density function (PDF) given the terminal values is derived with stable index less than one, using the double saddlepoint approximation. We then propose an ...