Offers an alternative to Markowitz’s “Portfolio Selection”. Outlines the nuts and bolts of correlation between past and future performance, or between expected and actual returns. Explains ...

A quantitative study is made of the bias in the usual estimate of the linear correlation coefficient and of the relative efficiency of the estimated regression, when a certain type of selective ...

The beta-binomial distribution is extended to allow negative correlations among binary variates within an experimental unit. Regression models are proposed for both the binary variate response rate ...