From theory to practice - page 292

[Yuriy Asaulenko]

Renat Akhtyamov:

Well, you asked - where does the normal distribution come from?

There are several ways to check it.

One of them is using a Student's table.

The rest is above, you wrote yourself, and your graph with the distribution is there too.

And here's what I'm talking about. I don't care what kind of distribution it is for my system. I just want the standard deviation from it.

And my graph - there's nothing normal there.) That's why I wonder how you could get normal.

[Andrei01]

Yuriy Asaulenko:

I wonder how you could get a normal one.

Is it normal for each report based on past history or what? Then each moment will have a different distribution...

[Renat Akhtyamov]

Yuriy Asaulenko:

And that's what it's all about. I don't care at all what the distribution is for the system. I only need the standard deviation from it.

And my graph - there is nothing normal there). That's why I wonder how you could get a normal distribution.

Well, how else should it be, if even the wiki says so:

"Fundamentally non-Markovian processes are random processes in complex systems. These include fluctuations in the stock price....".

So there you have it, looking for a flaw in the calculations...

[Violetta Novak]

Here's a very clever summary of distributions, with pictures and a table.

http://stocksharp.ru/forum/2316/k-voprosu-o-raspredeleniyah/

[Violetta Novak]

There are good studies of the distribution of increments here too, with concrete pictures.

http://blog.quantquant.com/blog/statistics_and_probability/317.html

[Yuriy Asaulenko]

Novaja:

See here, it's very clear about distributions, with pictures and a table.

http://stocksharp.ru/forum/2316/k-voprosu-o-raspredeleniyah/

It's very clear about distributions, either in mathematical handbooks or, if that's not enough, in monographs. These are quite sufficient.

StockSharp is already nonsense in itself, and everything he writes about mathematics.) I don't mind at all if the masters are making dough off StockSharp.))

[Yuriy Asaulenko]

Renat Akhtyamov:

How else was it supposed to work, when even the wiki says so:

"Fundamentally non-Markovian processes are random processes in complex systems. These include fluctuations in the stock price....".

That's what I was looking for, a flaw in the calculations...

The wiki says a lot of things. Sometimes right, sometimes complete nonsense - differently. You have to filter that.))

The complexity of the system has nothing to do with Markovian/non-Markovian.

What flaw in the calculations? The distributions are the same for everyone, I think.

[Renat Akhtyamov]

Novaja:

There are good studies of the distribution of increments here too, with concrete pictures.

http://blog.quantquant.com/blog/statistics_and_probability/317.html

I showed the diaries, no conversions.

What kind of trouble did they get into?

Let them rest for now...

[Violetta Novak]

I just wanted to help with the pictures, especially@Dr. Trader wrote you about it, what distributions he got, no, so no, some people like watermelon, and some like pork cartilage))))

[Yuriy Asaulenko]

Novaja:
I just wanted to help with the pictures, moreover@Dr. Trader wrote you about it, what distributions he got, no, so no, some people like watermelon, and some like pork cartilage))))

We're good inside).