The Gaussian Q-function is a fundamental statistical tool that plays a pivotal role in the analytical assessment of error probabilities within communication systems ...
The normal distribution (also known as the Gaussian distribution) is arguably the most important distribution in Statistics. It is often used to represent continuous random variables occurring in ...
It may be misleading to estimate value-at-risk (VAR) or other risk measures assuming normally distributed innovations in a model for a heteroscedastic financial return series. Using the t-distribution ...