Skewness into the Product of Two Normally Distributed Variables and the Risk Consequences
The analysis of skewness is an essential tool for decision-making since it can be used as an indicator on risk assessment. It is well known that negative skewed distributions lead to negative outcomes, while a positive skewness usually leads to good scenarios and consequently minimizes risks. In th...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
Instituto Nacional de Estatística | Statistics Portugal
2016-04-01
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Series: | Revstat Statistical Journal |
Subjects: | |
Online Access: | https://revstat.ine.pt/index.php/REVSTAT/article/view/182 |