Mathematical Statistics. What is the probability that Apple stock price will decrease
In this video we estimate the probability that the stock price of Apple decrease over a particular month using the concepts discussed in the previous lectures.
00:00 Data and the problem setup
04:21 Creating a binary variable in Python
07:21 Method of moments for the binomial distribution parameter
14:50 Maximum likelihood estimator for the Binomial distribution parameter
31:24 ’For’ loop in Python to build the sample of Binomial variable outcomes
40:42 The MM and MLE estimates for the Binomial distribution
43:20 What is the probability that Apple stock price will decrease in 2 out of 5 months?
49:19 Estimation of the Bernoulli distribution parameter
1:07:40 Variance of the estimator
The course “Mathematical Statistics“ for the 2nd year bachelors in Economics
Taught at BRICS institute, Irkutsk National Research Technical University, Spring semester 2022
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Mathematical Statistics. Lecture 1. Sampling and statistics