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  2. Fisher's exact test - Wikipedia

    en.wikipedia.org/wiki/Fisher's_exact_test

    Fisher's exact test (also Fisher-Irwin test) is a statistical significance test used in the analysis of contingency tables. [1] [2] [3] Although in practice it is employed when sample sizes are small, it is valid for all sample sizes.

  3. Fisher equation - Wikipedia

    en.wikipedia.org/wiki/Fisher_equation

    The Fisher equation can be used in the analysis of bonds.The real return on a bond is roughly equivalent to the nominal interest rate minus the expected inflation rate. But if actual inflation exceeds expected inflation during the life of the bond, the bondholder's real return will suffer.

  4. Exact test - Wikipedia

    en.wikipedia.org/wiki/Exact_test

    Fisher's exact test, based on the work of Ronald Fisher and E. J. G. Pitman in the 1930s, is exact because the sampling distribution (conditional on the marginals) is known exactly. This should be compared with Pearson's chi-squared test , which (although it tests the same null) is not exact because the distribution of the test statistic is ...

  5. What is a factor rate and how to calculate it - AOL

    www.aol.com/finance/factor-rate-calculate...

    For example, if you borrowed $100,000 with a factor rate of 1.5, multiply those two figures together — $100,000 x 1.5. This gives you $150,000, the total amount you’ll need to repay.

  6. Exact statistics - Wikipedia

    en.wikipedia.org/wiki/Exact_statistics

    All classical statistical procedures are constructed using statistics which depend only on observable random vectors, whereas generalized estimators, tests, and confidence intervals used in exact statistics take advantage of the observable random vectors and the observed values both, as in the Bayesian approach but without having to treat constant parameters as random variables.

  7. Method of moments (statistics) - Wikipedia

    en.wikipedia.org/wiki/Method_of_moments_(statistics)

    In statistics, the method of moments is a method of estimation of population parameters.The same principle is used to derive higher moments like skewness and kurtosis. It starts by expressing the population moments (i.e., the expected values of powers of the random variable under consideration) as functions of the parameters of interest.

  8. Coverage probability - Wikipedia

    en.wikipedia.org/wiki/Coverage_probability

    In statistical prediction, the coverage probability is the probability that a prediction interval will include an out-of-sample value of the random variable. The coverage probability can be defined as the proportion of instances where the interval surrounds an out-of-sample value as assessed by long-run frequency. [2]

  9. How to calculate interest on a loan: Tools to make it easy

    www.aol.com/finance/calculate-interest-loan...

    For example, if you take out a five-year loan for $20,000 and the interest rate on the loan is 5 percent, the simple interest formula would be $20,000 x .05 x 5 = $5,000 in interest. Who benefits ...