status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
Trade Facilitation Agreement (TFA)
status | not read | reprioritisations | ||
---|---|---|---|---|
last reprioritisation on | reading queue position [%] | |||
started reading on | finished reading on |
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not read | reprioritisations | ||
---|---|---|---|---|
last reprioritisation on | reading queue position [%] | |||
started reading on | finished reading on |
status | not read | reprioritisations | ||
---|---|---|---|---|
last reprioritisation on | reading queue position [%] | |||
started reading on | finished reading on |
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
Sampling is used when:
1. The population is infinite.
status | not read | reprioritisations | ||
---|---|---|---|---|
last reprioritisation on | reading queue position [%] | |||
started reading on | finished reading on |
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not read | reprioritisations | ||
---|---|---|---|---|
last reprioritisation on | reading queue position [%] | |||
started reading on | finished reading on |
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
The formula for the position of a percentile in an array with n entries sorted in ascending order is
L_{y} = [...]
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
The value of L_{y} may or may not be a [...]
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
In general, as the sample size increases, the percentile location calculation becomes [...]
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
When the location, L_{y}, is a whole number, the location corresponds to [...]
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
When L_{y} is not a whole number or integer, L_{y} lies [...]
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
When L_{y} is not a whole number or integer, L_{y} lies between the two closest integer numbers (one above and one below), and we use [...] between those two places to determine P_{y}.
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
The estimation of an unknown value on the basis of two known values that bracket it, using a straight line between the two known values.
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
Linear interpolation for a value of 12.75 for Py
Py ≈ [...]
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
Using [...] we move the percent of the distance above the integer (e.g 12.75-12= 75%) from X_{12} to X_{13} as an estimate of P_{y}.
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
The nearest whole numbers below and above L_{y} establish the positions of observations that bracket P_{y} and then [...] of those two observations.
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not read | reprioritisations | ||
---|---|---|---|---|
last reprioritisation on | reading queue position [%] | |||
started reading on | finished reading on |
status | not read | reprioritisations | ||
---|---|---|---|---|
last reprioritisation on | reading queue position [%] | |||
started reading on | finished reading on |
status | not read | reprioritisations | ||
---|---|---|---|---|
last reprioritisation on | reading queue position [%] | |||
started reading on | finished reading on |
status | not read | reprioritisations | ||
---|---|---|---|---|
last reprioritisation on | reading queue position [%] | |||
started reading on | finished reading on |
status | not read | reprioritisations | ||
---|---|---|---|---|
last reprioritisation on | reading queue position [%] | |||
started reading on | finished reading on |
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
Range = [...]
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
how the data are distributed is called the [...]
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not read | reprioritisations | ||
---|---|---|---|---|
last reprioritisation on | reading queue position [%] | |||
started reading on | finished reading on |
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
The difference between the third and first quartiles of a dataset.
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
Why don't we compute measures of dispersion as the arithmetic average of the deviations around the mean?
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
With reference to a sample, the mean of the absolute values of deviations from the sample mean.
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
The mean absolute deviation formula
MAD = [...]
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
The mean absolute deviation (MAD) is the [...] of [...]
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
In calculating MAD, we ignore [...] of the deviations around the mean.
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
One technical drawback of MAD is that it is difficult to manipulate mathematically compared with the [...] .
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not read | reprioritisations | ||
---|---|---|---|---|
last reprioritisation on | reading queue position [%] | |||
started reading on | finished reading on |
A second approach to the treatment of deviations adding up to 0 is to [...]
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
The expected value of squared deviations from a random variable’s expected value.
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
[...] is defined as the average of the squared deviations around the mean
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
[...] is the positive square root of the variance.
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
The positive square root of the variance; a measure of dispersion in the same units as the original data.
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
The formula for the variance in a population is
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
Because the variance is measured in squared units, we need a way to return to the original units thus the [...]
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
Standard deviation is the [...]
square root of the variance.
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not read | reprioritisations | ||
---|---|---|---|---|
last reprioritisation on | reading queue position [%] | |||
started reading on | finished reading on |
status | not read | reprioritisations | ||
---|---|---|---|---|
last reprioritisation on | reading queue position [%] | |||
started reading on | finished reading on |
We use [...] to symbolize sample quantities.
Roman letters
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not read | reprioritisations | ||
---|---|---|---|---|
last reprioritisation on | reading queue position [%] | |||
started reading on | finished reading on |
By using [...] , we improve the statistical properties of the sample variance.
n − 1 (rather than n) as the divisor
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
The quantity n − 1 is also known as the number of [...] in estimating the population variance.
degrees of freedom
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
Once we have computed the sample mean, there are only [...] independent deviations from it.
n − 1
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
The sample standard deviation is [...]
The positive square root of the sample variance.
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
The mean absolute deviation will always be less than or equal to the standard deviation because [...]
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
The mean absolute deviation will always be [...] to the standard deviation
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not read | reprioritisations | ||
---|---|---|---|---|
last reprioritisation on | reading queue position [%] | |||
started reading on | finished reading on |
status | not read | reprioritisations | ||
---|---|---|---|---|
last reprioritisation on | reading queue position [%] | |||
started reading on | finished reading on |
[...] is defined as the average squared deviation below the mean.
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
[...] is the positive square root of semivariance.
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
Semideviation is sometimes called [...]
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
To compute the sample semivariance, for example, we take the following steps:
Calculate the sample mean.
[...] .
Compute the sum of the squared negative deviations from the mean.
Divide the sum from Step iii by [...] .
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not read | reprioritisations | ||
---|---|---|---|---|
last reprioritisation on | reading queue position [%] | |||
started reading on | finished reading on |
status | not read | reprioritisations | ||
---|---|---|---|---|
last reprioritisation on | reading queue position [%] | |||
started reading on | finished reading on |
A formula for semivariance approximating the unbiased estimator is:
\(\sum (X_i-\bar {X}) \over n-1\)
for all [...]
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not read | reprioritisations | ||
---|---|---|---|---|
last reprioritisation on | reading queue position [%] | |||
started reading on | finished reading on |
status | not read | reprioritisations | ||
---|---|---|---|---|
last reprioritisation on | reading queue position [%] | |||
started reading on | finished reading on |
The average squared deviation below a target value.
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
The positive square root of target semivariance.
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
To calculate a sample target semivariance, what is the first step?
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
A formula for target semivariance is
∑(Xi−B)^{2} / (n−1)
for all [...]
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
When return distributions are symmetric, semivariance and variance are [...]
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
For asymmetric distributions, variance and semivariance rank [...]
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
Semivariance (or semideviation) and target semivariance (or target semideviation) have intuitive appeal, but [...]
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not read | reprioritisations | ||
---|---|---|---|---|
last reprioritisation on | reading queue position [%] | |||
started reading on | finished reading on |
Variance or standard deviation enters into the definition of many of the most commonly used finance risk concepts, such as the [...] and [...] .
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
The Chebyshev inequality gives the proportion of values within [...] .
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not read | reprioritisations | ||
---|---|---|---|---|
last reprioritisation on | reading queue position [%] | |||
started reading on | finished reading on |
According Chebyshev’s inequality a two-standard-deviation interval around the mean must contain at least [...] of the observations, and a three-standard-deviation interval around the mean must contain at least [...] of the observations, no matter how the data are distributed.
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not read | reprioritisations | ||
---|---|---|---|---|
last reprioritisation on | reading queue position [%] | |||
started reading on | finished reading on |
Does Chebyshev’s inequality give the minimum of observations that must fall within a given interval around the mean?
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
Does Chebyshev’s inequality give the maximum of observations that must fall within a given interval around the mean?
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not read | reprioritisations | ||
---|---|---|---|---|
last reprioritisation on | reading queue position [%] | |||
started reading on | finished reading on |
[...] is the amount of dispersion relative to a reference value or benchmark.
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
Standard deviation (and variance) has the property of remaining unchanged if [...]
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
The [...] is the ratio of the standard deviation of a set of observations to their mean value
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
Coefficient of Variation Formula.
CV= [...]
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
When the observations are returns the coefficient of variation measures the amount of [...]
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not read | reprioritisations | ||
---|---|---|---|---|
last reprioritisation on | reading queue position [%] | |||
started reading on | finished reading on |
the coefficient of variation is a [...] measure
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
A higher coefficient of variation means that sample has [...] than the other sample.
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not read | reprioritisations | ||
---|---|---|---|---|
last reprioritisation on | reading queue position [%] | |||
started reading on | finished reading on |
status | not read | reprioritisations | ||
---|---|---|---|---|
last reprioritisation on | reading queue position [%] | |||
started reading on | finished reading on |
A more precise return–risk measure than the CV recognizes the existence of [...]
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not read | reprioritisations | ||
---|---|---|---|---|
last reprioritisation on | reading queue position [%] | |||
started reading on | finished reading on |
status | not read | reprioritisations | ||
---|---|---|---|---|
last reprioritisation on | reading queue position [%] | |||
started reading on | finished reading on |
spread from or as if from a central point.
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
a measure of the average excess return earned per unit of standard deviation of return.
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
Sharpe Ratio Formula.
Sh = R_{p} − R_{F }/ s_{p}
Rp = [...]
R_{F} = [...]
s_{p }= [...]
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
Sharpe Ratio Formula.
S_{h} = [...]
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
The average rate of return in excess of the risk-free rate.
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
the Sharpe ratio measures the reward in terms of [...] per [...]
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
We often find that portfolios exhibit negative Sharpe ratios when it is calculated over periods in which [...]
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
What happens to a portfolio's positive Sharpe ratio if we increase risk
Sharpe ratio decreases if we increase risk, all else equal
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
With negative Sharpe ratios, increasing risk results in a [...]
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not read | reprioritisations | ||
---|---|---|---|---|
last reprioritisation on | reading queue position [%] | |||
started reading on | finished reading on |
The conceptual limitation of the Sharpe ratio is that it [...]
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
[...] is most appropriate as a risk measure for portfolio strategies with approximately symmetric return distributions.
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
Strategies with option elements have [...] returns.
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not read | reprioritisations | ||
---|---|---|---|---|
last reprioritisation on | reading queue position [%] | |||
started reading on | finished reading on |
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not read | reprioritisations | ||
---|---|---|---|---|
last reprioritisation on | reading queue position [%] | |||
started reading on | finished reading on |
One important characteristic of interest to analysts is the degree of [...] in return distributions.
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not read | reprioritisations | ||
---|---|---|---|---|
last reprioritisation on | reading queue position [%] | |||
started reading on | finished reading on |
As a mnemonic, in the case of skewness and distribution the mean, median, and mode occur [...]
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
[...] means not symmetrical.
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
A return distribution with [...] has frequent small losses and a few extreme gains.
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
Which type of distribution is completely described by its mean and variance.
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
A return distribution with [...] has frequent small gains and a few extreme losses.
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
skewness is computed using [...]
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
A quantitative measure of lack of symmetry
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
Skewness is computed as the [...] standardized by [...] to make the measure free of scale
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not read | reprioritisations | ||
---|---|---|---|---|
last reprioritisation on | reading queue position [%] | |||
started reading on | finished reading on |
A symmetric distribution has skewness of [...]
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
In Skewness formula we use cube because cubing, unlike squaring, [...]
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not read | reprioritisations | ||
---|---|---|---|---|
last reprioritisation on | reading queue position [%] | |||
started reading on | finished reading on |
The term n / [(n − 1)(n − 2)] in Skewness formula corrects for a [...]
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
Sample Skewness Formula.
\(Sk = {n \over (n-1)(n-2)}\) ^{ } [...]
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not read | reprioritisations | ||
---|---|---|---|---|
last reprioritisation on | reading queue position [%] | |||
started reading on | finished reading on |
status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
---|---|---|---|---|---|---|---|
repetition number in this series | 0 | memorised on | scheduled repetition | ||||
scheduled repetition interval | last repetition or drill |
status | not read | reprioritisations | ||
---|---|---|---|---|
last reprioritisation on | reading queue position [%] | |||
started reading on | finished reading on |