kendalls-tau

  1. A

    Chapter 8 - Statistical Correlation models

    Hi I had certain queries related to the following 1.Pearson's correlation with expected values Consider sample data set Probability Returns ( X) Returns (Y) O.1 15 % 8% 0.2 - 10 % -5 % 0.3 10 % 7% 0.4...
    • ag0511
    • Thread
    • kendall's-tau kendalls-tau pearson-correlation-approach pearsons-correlation spearman's-rank spearmans-rank
    • Replies: 4
    • Forum: P2.T5. Market Risk (25%)
  2. Nicole Seaman

    P2.T5.704. Cardinal and ordinal (rank) correlation measures

    Concept: These on-line quiz questions are not specifically linked to learning objectives, but are instead based on recent sample questions. The difficulty level is a notch, or two notches, easier than bionicturtle.com's typical question such that the intended difficulty level is nearer to an...
    • Nicole Seaman
    • Thread
    • cardinal correlation-measures kendalls-tau ordinal-rank-correlation-measures pearsons-correlation spearmans-rank
    • Replies: 0
    • Forum: FRM® Practice Questions
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