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Sequential Probability Ratio Test for Mean Based on Pseudo-Likelihood Function
(Wydawnictwo Uniwersytetu Łódzkiego, 2009)
Hypotheses about expected value of random variable can be verified by means of the parametric sequential probability ratio test in case of the known class of this variable's distribution. The problem with verification of ...
Evaluation of Investing Efficiency of Open Pension Funds by Means of the Method of Cluster Analysis
(Wydawnictwo Uniwersytetu Łódzkiego, 2009)
The following study aims at analyzing the activity of open pension funds so far. To evaluate their efficiency, the author uses profitability indicators of investment portfolio such as Sharpe, Treynor and Jensen Ratio as ...