When.com Web Search

Search results

  1. Results From The WOW.Com Content Network
  2. Conditional variance - Wikipedia

    en.wikipedia.org/wiki/Conditional_variance

    In probability theory and statistics, a conditional variance is the variance of a random variable given the value(s) of one or more other variables. Particularly in econometrics , the conditional variance is also known as the scedastic function or skedastic function . [ 1 ]

  3. Value at risk - Wikipedia

    en.wikipedia.org/wiki/Value_at_risk

    However, it can be bounded by coherent risk measures like Conditional Value-at-Risk (CVaR) or entropic value at risk (EVaR). CVaR is defined by average of VaR values for confidence levels between 0 and α. However VaR, unlike CVaR, has the property of being a robust statistic. A related class of risk measures is the 'Range Value at Risk' (RVaR ...

  4. Conditional expectation - Wikipedia

    en.wikipedia.org/wiki/Conditional_expectation

    In probability theory, the conditional expectation, conditional expected value, or conditional mean of a random variable is its expected value evaluated with respect to the conditional probability distribution. If the random variable can take on only a finite number of values, the "conditions" are that the variable can only take on a subset of ...

  5. Law of total variance - Wikipedia

    en.wikipedia.org/wiki/Law_of_total_variance

    The variance of the conditional mean, ⁡ (⁡ []), measures how much these conditional means differ (i.e. the “explained” or between-group part). Adding these components yields the total variance Var ⁡ ( Y ) {\displaystyle \operatorname {Var} (Y)} , mirroring how analysis of variance partitions variation.

  6. Expected shortfall - Wikipedia

    en.wikipedia.org/wiki/Expected_shortfall

    Expected shortfall is also called conditional value at risk (CVaR), [1] average value at risk (AVaR), expected tail loss (ETL), and superquantile. [ 2 ] ES estimates the risk of an investment in a conservative way, focusing on the less profitable outcomes.

  7. Variance - Wikipedia

    en.wikipedia.org/wiki/Variance

    Given any particular value y of the random variable Y, there is a conditional ... This difference between moment of inertia in physics and in statistics is clear for ...

  8. Tail value at risk - Wikipedia

    en.wikipedia.org/wiki/Tail_value_at_risk

    In financial mathematics, tail value at risk (TVaR), also known as tail conditional expectation (TCE) or conditional tail expectation (CTE), is a risk measure associated with the more general value at risk. It quantifies the expected value of the loss given that an event outside a given probability level has occurred.

  9. Conditional probability distribution - Wikipedia

    en.wikipedia.org/wiki/Conditional_probability...

    The conditional distribution contrasts with the marginal distribution of a random variable, which is its distribution without reference to the value of the other variable. If the conditional distribution of given is a continuous distribution, then its probability density function is known as the conditional density function. [1]