Do the laws of physics work in forex? - page 16
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The variance of a random variable is a measure of the spread of arandom value relative to its mathematical expectation.https://ru.wikipedia.org/wiki/Дисперсия_случайной_величины
I hope you know what the mathematical expectation is. If not, there is a link to it in the same article).
Unfortunately, it is possible that the mathematical expectation cannot be calculated accurately, but the variance is.
Look, Alexei. I'm working on a trading system. There are many aspects in this work in which your knowledge of statistics would be of great benefit. If you'd like to get involved, do drop me a line.
Oh, thank you for your trust, but my ideas that ask for implementation make my head swell.
There is no need to puff yourself up.
But by what criteria do you, Alexey, choose for your TC the measure of central tendency of the process (average, simply put) would be very interesting to hear.
hmmm... I see that the statisticians have forgotten that the variance is also a second-level expectation.
I remind statisticians of the formula for calculating variance:
.
In other words, reapplication of the same operator.There is no need to puff yourself up.
But by what criteria do you, Alexey, choose for your TS the measure of central tendency of the process (average, to put it simply) would be very interesting to hear.
I do not work with moments, but with the probability density and its evolution.
hmmm... I see that the statisticians have forgotten that the variance is also a second-level expectation.
I remind statisticians of the formula for calculating the variance:
.
Thanks for the reminder, but I haven't forgotten anything. Remind yourself of the basics.
hmmm... I see that the statisticians have forgotten that the variance is also a second-level expectation.
I remind statisticians of the formula for calculating the variance:
.
The variance is nonsense, for there is no expectation in the market. It is the measure of central tendency and the diffusion coefficient. Join the theory of diffusion processes and the Grail will fall into your hands, Automatische.
Thanks for the reminder, but I haven't forgotten anything. Remind yourself of the basics.
If you haven't forgotten and remembered, there is some doubt: do you understand?
If you have not forgotten and remember, there is some doubt: do you understand?
Do you?
Dispersion is nonsense, because there is no expectation in the market. The measure of central tendency and the diffusion coefficient rule. Join the theory of diffusion processes and the Grail will fall into your hands, Automatische.
This is pure demagoguery.