This is a preview. Log in through your library . Abstract This paper obtains and explores a family of confidence procedures for the mean of a normal distribution which are, in a certain sense, more ...

Maximum likelihood estimators for the mean and variance of a truncated normal distribution, based on the entire sample from the original distribution, are developed. The estimators are compared with ...

Daniel Jassy, CFA, is an Investopedia Academy instructor and the founder of SPYderCRusher Research. He contributes to Excel and Algorithmic Trading. David Kindness is a Certified Public Accountant ...

Expanding the realized variance concept through realized skewness and kurtosis is a straightforward process. We calculate one-day forecasts for these moments with a simple exponentially weighted ...