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Quantitative Analysis
Parallel Processing
Numerical Analysis
C++ Multithreading
Python for Excel
Python Utilities
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I. Basic math.
II. Pricing and Hedging.
III. Explicit techniques.
IV. Data Analysis.
1. Time Series.
2. Classical statistics.
A. Basic concepts and common notation of classical statistics.
B. Chi squared distribution.
C. Student's t-distribution.
D. Classical estimation theory.
E. Pattern recognition.
3. Bayesian statistics.
V. Implementation tools.
VI. Basic Math II.
VII. Implementation tools II.
VIII. Bibliography
Notation. Index. Contents.

Chi squared distribution.

he chi squared distribution with $p$ degrees of freedom is MATH The random variable with such distribution is denoted $\chi_{p}^{2}$ .

For any positive integer $n,$ if MATH are iid MATH then MATH where the sign $\symbol{126}$ has the meaning ''distributed as''.

If MATH is a sample from the population MATH then $\bar{X}$ and $S^{2}$ are independent random variables, MATH and MATH

Notation. Index. Contents.

Copyright 2007