The American Statistician strives to publish articles of general interest to the statistical profession on topics that are important for a broad group of statisticians, and ordinarily not highly ...

This is a preview. Log in through your library . Abstract A method used by Kac in the study of Wiener functionals is adapted to the problem of calculating in closed form the joint moment generating ...

Abstract: This paper investigates the creation of universal portfolios generated by recursive calculation of moment-generating functions for continuous variables using data from Yahoo Finance and ...