non-normal

What struck me about Ted Kennedy's funeral was how, I'm not sure what the right word is, but maybe "out of touch" or "non-normal" he was.

Farewell (Blog for Democracy) 2009

What I am referring to, is that in no way was there a danger of nuclear release, because as soon as any non-normal operational parameter was recorded, the reactor was shut down, and remains shut down until the investigation is complete.

WhooPPSS! (Jack Bog's Blog) 2009

But classes that don't teach the "normal" view are a rip-off, unless of course they're advertised as being non-normal.

Teaching Un-Normal Economics, Arnold Kling | EconLog | Library of Economics and Liberty 2009

PPP or no PPP seems like a trivial side issue compared to the fact that these statistics are * means* of highly non-normal distributions that are shaped differently from each other.

Matthew Yglesias » Linda Chavez Sees Social Democracy Around the Corner 2009

Using the right non-normal distribution brings the actual odds back into reality; a "one-in-7000-year event" should actually be expected every 3.5 years.

A Better Way To Do Asset Allocation Bryce James 2010

The first step in improving return forecasts is to use the same updated tools we used to measure risk in the first segment of this series, non-normal distributions with GARCH adjustments.

Forecasting Returns Like A Farmer And A Weatherman 2010

The bank says it since has strengthened its controls and re-emphasized to its staff the need to "escalate" consideration of any unusual balance-sheet changes, in particular if they result from "non-normal" transactions near the end of a quarter.

BofA Admits Hiding Debt 2010

The normal distribution estimates 1% of the time you should lose an average of 9% or more, whereas the non-normal distribution estimates 1% of the time you will lose an average of 15% or more -- a loss of greater than 60%!

A Better Way To Do Asset Allocation Bryce James 2010

Thus, to get the advertised benefit of 99% VaR -- predicting the loss that won't be exceeded more than five times in two years -- it seems necessary to use both non-normal data distributions and GARCH instead of relying on VaR or standard deviation.

A Better Way To Do Asset Allocation Bryce James 2010

In 2010 the best practice is to implement GARCH (using non-normal distributions) to analyze security and market risk.

A Better Way To Do Asset Allocation Bryce James 2010