Circular statistics is a specialised subfield of statistics that focuses on analysing data points distributed on a circle. Unlike conventional linear statistics, circular data is characterised by ...

In this paper, we consider the function f p ( t )= 2p X 2 ( 2p t+p;p ) , where χ²(x; n) defined by X 2 ( x;p )= 2 −p/2 Γ( p/2 ) e −x/2 x p/2−1 , is the density function of a χ²-distribution with n ...

Interest Rate Probability Distributions Implied by Derivatives Prices is a daily measure of the distribution of future short-term interest rates, calculated from prices of fixed-income derivatives ...