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Erschienen in:
2010 | OriginalPaper | Buchkapitel
Basic Concepts of Probability Theory
verfasst von : Szymon Borak, Prof. Dr. Wolfgang Karl Härdle, Brenda López Cabrera
Erschienen in: Statistics of Financial Markets
Verlag: Springer Berlin Heidelberg
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This part is an introduction to standard concepts of probability theory. We discuss a variety of exercises on moment and dependence calculations with a real market example. We also study the characteristics of transformed random vectors, e.g. distributions and various statistical measures. Another feature that needs to be considered is various conditional statistical measures and their relations with corresponding marginal and joint distributions. Two more exercises are given in order to distinguish the differences between numerical statistical measures and statistical properties.