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Beta (finance) Expected change in price of a stock relative to the whole market. In finance, the beta (β or market beta or beta coefficient) is a statistic that measures the expected increase or decrease of an individual stock price in proportion to movements of the stock market as a whole. Beta can be used to indicate the contribution of an ...
Hamada's equation. In corporate finance, Hamada’s equation is an equation used as a way to separate the financial risk of a levered firm from its business risk. The equation combines the Modigliani–Miller theorem with the capital asset pricing model. It is used to help determine the levered beta and, through this, the optimal capital ...
Weighted arithmetic mean. The weighted arithmetic mean is similar to an ordinary arithmetic mean (the most common type of average), except that instead of each of the data points contributing equally to the final average, some data points contribute more than others. The notion of weighted mean plays a role in descriptive statistics and also ...
A practical application of this occurs for example for random walks, since the probability for the time of the last visit to the origin in a random walk is distributed as the arcsine distribution Beta(1/2, 1/2): [5] [11] the mean of a number of realizations of a random walk is a much more robust estimator than the median (which is an ...
Generalized estimating equation. In statistics, a generalized estimating equation (GEE) is used to estimate the parameters of a generalized linear model with a possible unmeasured correlation between observations from different timepoints. [1][2] Although some believe that GEEs are robust in everything [who?], even with the wrong choice of ...
The beta-binomial distribution is the binomial distribution in which the probability of success at each of n trials is not fixed but randomly drawn from a beta distribution. It is frequently used in Bayesian statistics , empirical Bayes methods and classical statistics to capture overdispersion in binomial type distributed data.
In the discrete setting, a weight function is a positive function defined on a discrete set , which is typically finite or countable. The weight function corresponds to the unweighted situation in which all elements have equal weight. One can then apply this weight to various concepts. If the function is a real -valued function, then the ...
In statistics, standardized (regression) coefficients, also called beta coefficients or beta weights, are the estimates resulting from a regression analysis where the underlying data have been standardized so that the variances of dependent and independent variables are equal to 1. [1] Therefore, standardized coefficients are unitless and refer ...