Common Probability Distributions
20 chapters
📊 Statistical Methods
Master statistical techniques essential for financial analysis. Learn hypothesis testing, estimation, and statistical inference in finance.
Ebooks
Probability Distributions
7 chapters
Hypothesis Testing
13 chapters
Introduction to Statistics
6 chapters
Linear Regression
8 chapters
Probability Concepts
20 chapters
Quantitative Methods
17 chapters
Sampling and Estimation
15 chapters
Statistical Concepts and Market Returns
19 chapters
Statistical Foundations of VaR
8 chapters
Articles
August 1, 2023
How to Create a Covariance Matrix in R
July 31, 2023
What is Principal Component Analysis (With Steps)
October 31, 2022
Measures of Dispersion
October 31, 2022
Sampling Frame - Definition, Examples and Features
October 26, 2022
Representative Sampling
October 26, 2022
Sampling Methods in Statistics
October 14, 2022
Parameters and Statistics
October 14, 2022
Quantitative and Qualitative Variables in Statistics
September 21, 2020 · Chapter
Chi-square Test – Test for value of a single population variance
September 21, 2020 · Chapter
F-test - Test for the Differences Between Two Population Variances
September 21, 2020 · Chapter
Hypothesis Testing with t-statistic
September 21, 2020 · Chapter
Hypothesis Testing with z-statistic
September 21, 2020 · Chapter
Hypothesis Tests Concerning Variances
September 21, 2020 · Chapter
Non-parametric Tests
September 21, 2020 · Chapter
Paired Comparision Tests - Mean Differences When Populations are Not Independent
September 21, 2020 · Chapter
Selecting the Appropriate Test Statistic
September 21, 2020 · Chapter
Tests Concerning Differences in Means
September 20, 2020 · Chapter
p-Value in Hypothesis Testing
September 14, 2020 · Chapter
Historical Simulation Vs Monte Carlo Simulation
September 10, 2020 · Chapter
Relative Locations of Mean, Median and Mode
September 10, 2020 · Chapter
Skewness and Kurtosis
October 21, 2019 · Chapter
Financial Time Series Data
December 3, 2017
Modelling Probability of Default Using Logistic Regression
August 9, 2017
New Course - Financial Time Series Analysis with R
October 1, 2014
Understanding Hypothesis Testing and p-value
July 5, 2014 · Chapter
Decision Rule in Hypothesis Testing
July 5, 2014 · Chapter
Test Statistic, Type I and type II Errors, and Significance Level
July 4, 2014 · Chapter
Biases in Sampling
July 4, 2014 · Chapter
Confidence Interval for a Population Mean, when the Distribution is Non-normal
July 4, 2014 · Chapter
Confidence Interval for a Population mean, with an Unknown Population Variance
July 4, 2014 · Chapter
How to Read Student’s t Table
July 4, 2014 · Chapter
Student’s t Distribution
June 15, 2014 · Chapter
Confidence Interval Estimates
June 15, 2014 · Chapter
Confidence Interval for a Population mean, with a known Population Variance
June 15, 2014 · Chapter
Point Estimates
June 12, 2014 · Chapter
Parameter Estimation
June 12, 2014 · Chapter
Standard Error of the Sample Mean
June 11, 2014 · Chapter
Central Limit Theorem
June 11, 2014 · Chapter
Sampling Error
June 11, 2014 · Chapter
Simple Random Sampling and Sampling Distribution
June 11, 2014 · Chapter
Stratified Random Sampling
June 11, 2014 · Chapter
Time Series and Cross Sectional Data
June 10, 2014 · Chapter
Continuously Compounded Rate of Return
June 9, 2014 · Chapter
Calculating Probabilities Using Standard Normal Distribution
June 9, 2014 · Chapter
Discretely Compounded Rate of Return
June 9, 2014 · Chapter
Lognormal Distribution and Stock Prices
June 9, 2014 · Chapter
Safety-first Ratio
June 9, 2014 · Chapter
Shortfall Risk
June 9, 2014 · Chapter
Standard Normal Distribution
June 7, 2014 · Chapter
Confidence Intervals for a Normal Distribution
June 7, 2014 · Chapter
Continuous Uniform Distribution
June 7, 2014 · Chapter
Normal Distribution
June 7, 2014 · Chapter
Univariate Vs. Multivariate Distribution
June 5, 2014 · Chapter
Stock Price Movement Using a Binomial Tree
June 5, 2014 · Chapter
Tracking Error and Tracking Risk
May 24, 2014 · Chapter
Bernoulli and Binomial Distribution
May 24, 2014 · Chapter
Cumulative Distribution Function
May 24, 2014 · Chapter
Discrete Uniform Random Variable
May 24, 2014 · Chapter
Discrete Vs. Continuous Random Variable
May 24, 2014 · Chapter
Multiplication Rule of Counting
May 24, 2014 · Chapter
Permutation and Combination Formula
May 24, 2014 · Chapter
What is a Probability Distribution
May 23, 2014 · Chapter
Bayes’ Theorem
May 23, 2014 · Chapter
Variance and Standard Deviation of a Portfolio
May 22, 2014 · Chapter
Calculating Covariance and Correlation
May 22, 2014 · Chapter
Calculating Variance and Standard Deviation of Stock Returns
May 22, 2014 · Chapter
Conditional Expected Values
May 22, 2014 · Chapter
Expected Value of Investments
May 22, 2014 · Chapter
Expected Value of a Portfolio
May 22, 2014 · Chapter
Joint Probability of a Number of Independent Events
May 22, 2014 · Chapter
Unconditional Probability Using Total Probability Rule
May 21, 2014 · Chapter
Dependent Vs. Independent Events in Probability
May 21, 2014 · Chapter
Empirical, Subjective and Priori Probability
May 21, 2014 · Chapter
Joint Probability of Two Events
May 21, 2014 · Chapter
Multiplication, Addition and Total Probability Rules
May 21, 2014 · Chapter
Probability of Atleast One of the Events Occuring
May 21, 2014 · Chapter
State the Probability of an Event as Odds
May 21, 2014 · Chapter
Unconditional and Conditional Probabilities
May 19, 2014 · Chapter
Two Defining Properties of Probability
May 16, 2014 · Chapter
Chebyshev’s Inequality
May 16, 2014 · Chapter
Coefficient of Variation
May 16, 2014 · Chapter
Probability - Basic Terminology
May 16, 2014 · Chapter
Range and Mean Absolute Deviation
May 16, 2014 · Chapter
Sharpe Ratio
May 16, 2014 · Chapter
Variance and Standard Deviation
May 13, 2014 · Chapter
Calculating Arithmetic Mean
May 13, 2014 · Chapter
Calculating Geometric Mean
May 13, 2014 · Chapter
Calculating Harmonic Mean
May 13, 2014 · Chapter
Calculating Median and Mode of a Data Set
May 13, 2014 · Chapter
Calculating Weighted Average Mean
May 13, 2014 · Chapter
Quartiles, Quintiles, Deciles, and Percentiles
May 12, 2014 · Chapter
Descriptive Vs. Inferential Statistics
May 12, 2014 · Chapter
Measures of Central Tendency
May 12, 2014 · Chapter
Parameter, Sample Statistic, and Frequency Distribution
May 12, 2014 · Chapter
Properties of a Data Set (Histogram / Frequency Polygon)
May 12, 2014 · Chapter
Relative Frequencies and Cumulative Relative Frequencies
May 12, 2014 · Chapter
Types of Measurement Scales
October 16, 2013
How to Calculate Annualized Standard Deviation (Annualized Volatility)
Annualize a standard deviation from daily, weekly, monthly or quarterly returns, with the multiplier for each period and the Excel formula.
July 3, 2013
How to Read Student's t Distribution Table (With PDF)
July 3, 2013 · Chapter
What is Hypothesis Testing
June 30, 2013
Constructing Binomial Tree to Describe Stock Price Movement
June 30, 2013
Why Lognormal Distribution is Used to Describe Stock Prices
June 25, 2013
How to Construct a Frequency Distribution
March 19, 2013 · Chapter
Independent and Identically Distributed Variables
March 19, 2013 · Chapter
Linear Combinations of Random Variables
March 18, 2013
Bayes Theorem – Calculating Conditional Probabilities
March 18, 2013
Interpretation of Skewness, Kurtosis, CoSkewness, CoKurtosis
March 14, 2013 · Chapter
Paramteric vs Non-Parametric Distributions
March 14, 2013 · Chapter
Properties of Bernoulli Distribution
March 14, 2013 · Chapter
Properties of Log-Normal Distribution
March 14, 2013 · Chapter
Properties of Normal Distribution
March 13, 2013 · Chapter
Properties of Uniform Distribution
March 11, 2013
Calculate and Interpret Covariance and Correlations
March 4, 2013
Infinite Series and Its Applications
March 4, 2013
Taylor Series Expansion
February 26, 2013
FAQs on Quantitative Finance
February 1, 2013
Role of a Quantitative Modeler
January 27, 2013
How to Annualize Monthly Returns – Example
January 25, 2013
How to Calculate FCFF and FCFE
December 26, 2012
How to Use the Rule of 72 Formula
December 14, 2012
Question: Performance Measurement Using Index Model Regression
December 3, 2012
Handbook on Securities Statistics
September 24, 2012
Student’s t Distribution
September 20, 2012
Stock Market Distribution
September 9, 2012
What is Binomial Distribution (With Formula)?
September 9, 2012
Probability Density Functions
September 2, 2012 · Chapter
ANOVA Table in Regression
September 2, 2012 · Chapter
Standard Error in Linear Regression
September 2, 2012 · Chapter
Using LINEST() Function in Excel for Multivariate Regression
August 30, 2012 · Chapter
Ordinary Least Squares (OLS)
August 30, 2012 · Chapter
Sample Regression Function (SRF)
August 29, 2012 · Chapter
Coefficient of Determination (R-Squared)
August 29, 2012 · Chapter
Introduction to Linear Regression
August 29, 2012 · Chapter
Standard Error of Estimate (SEE)
August 26, 2012 · Chapter
Central Limit Theorem
August 26, 2012 · Chapter
What is a Random Variable?
August 24, 2012 · Chapter
Baye’s Theorem
August 24, 2012 · Chapter
Probability: Permutations and Combinations
August 22, 2012 · Chapter
Correlation and Covariance
August 22, 2012 · Chapter
Type I and Type II Errors
August 17, 2012
Quantitative Finance: The Demystification of Stochastic Calculus
April 22, 2012
Central Limit Theorem (Distribution of Averages)
April 22, 2012
Probability Distribution Function for a Single Variable
February 22, 2012 · Chapter
ARMA Models and ARCH Testing
February 22, 2012 · Chapter
How to Select the Most Appropriate Time Series Model?
February 21, 2012 · Chapter
Auto-Regressive (AR) Time Series Models
February 21, 2012 · Chapter
Auto-Regressive Models - Random Walks and Unit Roots
February 21, 2012 · Chapter
Time Series Analysis: Simple and Log-linear Trend Models
February 19, 2012 · Chapter
Fcalc – the Global Test for Regression Significance
February 19, 2012 · Chapter
Qualitative and Dummy Variables in Regression Modeling
February 19, 2012 · Chapter
Regression Analysis and Assumption Violations
February 18, 2012 · Chapter
Multiple Regression Analysis
February 18, 2012 · Chapter
Multiple Regression and Coefficient of Determination (R-Squared)
February 17, 2012 · Chapter
Analysis of Variance or ANOVA
February 16, 2012 · Chapter
Coefficient of Determination (R-Squared)
February 16, 2012 · Chapter
Confidence Intervals (CI) for Dependent Variable Prediction
February 16, 2012 · Chapter
Quants: Single Variable Linear Regression Analysis
February 16, 2012 · Chapter
Standard Error of the Estimate or SEE
February 15, 2012 · Chapter
CFA L2: Quantitative Methods - Introduction
February 15, 2012 · Chapter
Quants: Correlation Analysis
August 15, 2011 · Chapter
Option Pricing Using Monte Carlo Simulation
March 9, 2011
Fibonacci Sequence and the Forex Market
In this article, we are going to discuss the basic mathematical notion behind Fibonacci theory, and we are going to discuss a basic Fib Strategy that works.
October 21, 2010 · Chapter
Risk of Two Cash Positions
October 21, 2010 · Chapter
Time Scaling of Volatility
October 20, 2010 · Chapter
Parametric VaR Estimation
October 20, 2010 · Chapter
Risk of a Single Cash Position
October 20, 2010 · Chapter
Statistical Foundations: Predicting Volatility
October 19, 2010 · Chapter
Statistical Foundations: Understanding Correlations
October 18, 2010 · Chapter
Statistical Foundations: Mean and Standard Deviation
October 17, 2010 · Chapter
Understanding Normal Distribution
September 13, 2010
PMT and Related Functions (IPMT, PPMT, CUMIPMT, CUMPRINC)
June 4, 2010
Continuous and Discrete Compounding