The Cornish-Fisher representation of a probability density function, as a differential operator involving its cumulants applied to a normal density function, has been generalized so as to relate two ...

Forecasting for any small business involves guesswork. You know your business and its past performance, but you may not be comfortable predicting the future. Using Excel is a great way to perform what ...

In this paper the multivariate skew normal distribution, introduced by Azzalini and Dalla Valle (1996), is used as a basis in density expansions. A short summary of main properties of the distribution ...

This column is the fourth in a series on parameter estimation, leading up to the justly famous Kalman filter. The discipline is based on the fact that our knowledge of the state of any real-world ...

The normal distribution is the probability distribution that plots all of its values along a symmetrical bell curve, with the highest probabilities centered around the mean value and tapering out ...