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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