Nature

Nonparametric Methods in Probability Density Estimation

Nonparametric methods provide a flexible framework for estimating the probability density function of random variables without imposing a strict parametric model. By relying directly on observed data, ...
PharmTech

Determining the Best Estimate of Probability of Passing Multiple Stage Tests: Part 2—Dissolution

Pramote Cholayudth, cpramote2000@yahoo.com, is the founder and manager of PM Consult. He is an industrial pharmacist with more than 40 years of experience. He is a guest speaker on process validation ...
JSTOR Daily

ESTIMATION OF TIME-VARYING ADJUSTED PROBABILITY OF INFORMED TRADING AND PROBABILITY OF SYMMETRIC ORDER-FLOW SHOCK

Recently, Duarte and Young (2009) studied the probability of informed trading (PIN) proposed by Easley et al. (2002) and decomposed it into two parts: the adjusted PIN (APIN) as a measure of ...
Risk

Forward ordinal probability models for point-in-time probability of default term structure: methodologies and implementations for IFRS 9 expected credit loss estimation and ...

Common ordinal models, including the ordered logit model and the continuation ratio model, are formulated by a common score (ie, a linear combination of given explanatory variables) plus rank-specific ...
Healio

Study: Most physicians overestimate probability of successful medical outcomes

Please provide your email address to receive an email when new articles are posted on . In a recent survey study, nearly 80% of physicians overestimated the probability of successful patient outcomes ...
Risk

Quantification of model risk with an application to probability of default estimation and stress testing for a large corporate portfolio

This paper addresses the building of obligor-level hazard rate corporate probability of default models for stress testing, departing from the predominant practice in wholesale credit modeling of ...