Tailprobability - die Zweite... Vielleicht ist das Thema ja hier besser aufgehoben...
Hallo miteinander,
' schreibe gerade fleißig an meiner Seminararbeit und in meinem aufgezwungenen Lieblingsartikel findet sich doch folgender Satz:
"The linkages between asset prices, financial instability and monetary policy are complex because they are inherently non-linear, and involve extreme (tail probability) events."
(Bordo / Jeanne, 2002: Boom-busts in asset prices, economic instability and montary policy; [URL]https://michael.bordo.googlepages.com/w8966.pdf[/URL])
:ka::confused::ka:
Leider habe ich keine Ahnung, was eine tail probability ist, aber wozu gibt es denn das Internet?
"Define [IMG]https://mathworld.wolfram.com/images/equations/TailProbability/inline1.gif[/IMG] as the set of all points [IMG]https://mathworld.wolfram.com/images/equations/TailProbability/inline2.gif[/IMG] with probabilities [IMG]https://mathworld.wolfram.com/images/equations/TailProbability/inline3.gif[/IMG] such that [IMG]https://mathworld.wolfram.com/images/equations/TailProbability/inline4.gif[/IMG] or [IMG]https://mathworld.wolfram.com/images/equations/TailProbability/inline5.gif[/IMG], where [IMG]https://mathworld.wolfram.com/images/equations/TailProbability/inline6.gif[/IMG] is a [URL="https://mathworld.wolfram.com/PointProbability.html"]point probability[/URL] (often, the likelihood of an observed event). Then the associated tail probability is given by [IMG]https://mathworld.wolfram.com/images/equations/TailProbability/inline7.gif[/IMG]."
aus:
[URL="https://mathworld.wolfram.com/about/author.html"]Weisstein, Eric W.[/URL] "Tail Probability." From [URL="https://mathworld.wolfram.com/"][I]MathWorld[/I][/URL]--A Wolfram Web Resource. [URL]https://mathworld.wolfram.com/TailProbability.html[/URL]
:ka::confused::ka:
Kurzum: Ich weiß nicht mehr weiter und hoffe jetzt einfach mal, dass einer von Euch das versteht...
Vielen Dank,
Michael
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