@kainomad
Active 2 weeks, 1 day ago
Kairat Mynbaev wrote a new post 4 months ago
Early Education and Brainbuilding My book on Early Education and Brainbuilding has been published on Apple books. One of the main ideas concerns what I call an internal vision. If you […]

Kairat Mynbaev wrote a new post 4 months, 1 week ago
AR(1) model: Tesla stock versus Tesla return AR(1) model: Tesla stock versus Tesla return Question. You run two AR(1) regressions: 1) for Tesla stock price $latex Y_{t}$, $latex Y_{t}=alpha +beta […]

Kairat Mynbaev wrote a new post 7 months, 3 weeks ago
Simple tools for combinatorial problemsSolution to problem 1(b) from exam ST2133 ZA, 2019 Simple tools for combinatorial problems Before solving the problem, it is useful to compare the case […]

Kairat Mynbaev wrote a new post 10 months ago
The magic of the distribution functionThe magic of the distribution function Let $latex X$ be a random variable. The function $latex F_{X}left( xright) =Pleft( Xleq xright) ,$ where […]

Kairat Mynbaev wrote a new post 1 year, 6 months ago
Final exam in Advanced Statistics ST2133, 2022
Unlike most UoL exams, here I tried to relate the theory to practical issues.
KBTU International School of Economics
Compiled by Kairat Mynbaev
The total for this […]

Kairat Mynbaev wrote a new post 1 year, 8 months ago
A problem to do once and never come back
There is a problem I gave on the midterm that does not require much imagination. Just know the definitions and do the technical work, so I was hoping we could put this […]

Kairat Mynbaev wrote a new post 1 year, 8 months ago
Marginal probabilities and densities
This is to help everybody, from those who study Basic Statistics up to Advanced Statistics ST2133.
Discrete case
Suppose in a box we have coins and banknotes of only two […]

Kairat Mynbaev wrote a new post 1 year, 9 months ago
Strategies for the crashing market
This year is a wonderful time to short the market. During the pandemic the Fed has been pumping money into the market, and it was clear that the huge rally from March 2020 to […]

Kairat Mynbaev wrote a new post 2 years, 1 month ago
This post is not an obituary. This is an ode to a living Teacher.
Early years
Mukhtarbai Otelbaev (I will call him MO for short) surprised us at the first meeting. It was a time when we had more strength than […]

Kairat Mynbaev wrote a new post 2 years, 2 months ago
Vector autoregression (VAR)
Suppose we are observing two stocks and their respective returns are $latex x_{t},y_{t}.$ To take into account their interdependence, we consider a vector autoregression
(1) $latex […]

Kairat Mynbaev wrote a new post 2 years, 2 months ago
Vector autoregressions: preliminaries
Suppose we are observing two stocks and their respective returns are $latex x_{t},y_{t}.$ A vector autoregression for the pair $latex x_{t},y_{t}$ is one way to take into […]

Kairat Mynbaev wrote a new post 2 years, 3 months ago
Blueprint for exam versions
This is the exam I administered in my class in Spring 2022. By replacing the Poisson distribution with other random variables the UoL examiners can obtain a large variety of versions […]

Kairat Mynbaev wrote a new post 2 years, 4 months ago
Estimation of parameters of a normal distribution
Here we show that the knowledge of the distribution of $latex s^{2}$ for linear regression allows one to do without long calculations contained in the guide ST […]

Kairat Mynbaev wrote a new post 2 years, 4 months ago
Distribution of the estimator of the error variance
If you are reading the book by Dougherty: this post is about the distribution of the estimator $latex s^2$ defined in Chapter 3.
Consider regression
(1) […]

Kairat Mynbaev wrote a new post 2 years, 5 months ago
Sufficiency and minimal sufficiency
Sufficient statistic
I find that in the notation of a statistic it is better to reflect the dependence on the argument. So I write for a statistic, where is a sample, […]

Kairat Mynbaev wrote a new post 2 years, 6 months ago
Chisquared distribution Chisquared distribution This post is intended to close a gap in J. Abdey’s guide ST2133, which is absence of distributions widely used in […]

Kairat Mynbaev wrote a new post 2 years, 6 months ago
Gamma distributionGamma distribution Definition. The gamma distribution is a twoparametric family of densities. For the density is defined by (replace […]

Kairat Mynbaev wrote a new post 2 years, 6 months ago
Gamma functionGamma function The gamma function and gamma distribution are two different things. This post is about the former and is a preparatory step to study the […]

Kairat Mynbaev wrote a new post 2 years, 6 months ago
Analysis of problems with conditioningAnalysis of problems with conditioning These problems are among the most difficult. It’s important to work out a general approach to such problems. All […]

Kairat Mynbaev wrote a new post 2 years, 7 months ago
Sum of random variables and convolution Sum of random variables and convolution Link between double and iterated integrals Why do we need this link? For simplicity consider the rectangle The […]
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