Answer to Exam
1.
A currency swap has a remaining life of 15 months. It involves exchanging interest at 14% on
20 million pound for interest at 10% on $30 million once a year. The term structure of in
MISSING DATA
TECHNIQUES
WITH SAS
IDRE
Statistical
Consulting
Group
ROAD MAP FOR TODAY
To discuss:
1. Commonly used techniques for handling missing
data, focusing on multiple imputation
2. Issues that
Chapter14 Nonparametric Statistics
Introduction:
Parametric statistical tests: methods for making inferences about population parameters
(confidence interval and hypothesis testing) rely on the assump
14.6 Comparing three or more populations: randomized Block design
Friedman Fr -test for RBD: no assumptions concerning the population probability
distribution.
Rank procedure:
1. Rank observations wi
14.7 Rank Correlation
In chapter 11, we have introduced a correlation coefficient r based on the observations of
two numerical variables.
Here we introduce a correlation coefficient based on ranks of
Chapter 14
Nonparametric Statistics
Introduction: Distribution-Free
Tests
Distribution-free tests statistical tests
that dont rely on assumptions about the
probability distribution of the sampled
popu
14.5 comparing three or more populations: completely randomized design
Nonparametric method can used to analyze the data from CRD.
Kruskal-Wallis H-test for CRD: no assumptions concerning the
populat