Pseudo-Random Number Generation In R For Commonly Used Multivariate Distributions

An increasing number of practitioners and applied statisticians have started using the R programming system in recent years for their computing and data analysis needs. As far as pseudo-random number generation is concerned, the built-in generator in R does not contain multivariate distributions. In this article, R routines for widely used multivariate distributions are presented

JMASM16: Pseudo-Random Number Generation In R For Some Univariate Distributions

An increasing number of practitioners and applied researchers started using the R programming system in recent years for their computing and data analysis needs. As far as pseudo-random number generation is concerned, the built-in generator in R does not contain some important univariate distributions. In this article, complementary R routines that could potentially be useful for simulation and computation purposes are provided

Modeling Incomplete Longitudinal Data

This article presents a review of popular parametric, semiparametric and ad-hoc approaches for analyzing incomplete longitudinal data

Reward-to-risk ratios in Turkish financial markets

This paper investigates how reward-to-risk ratios compare among various government debt security (GDS) indices and sector indices in the Istanbul Stock Exchange. Risk is measured by either standard deviation or nonparametric and parametric value at risk. We find that the GDS indices have higher reward-to-risk ratios compared to the sector indices. GDS indices with longer maturities have lower reward-to-risk ratios and this reduction is especially pronounced when the ratios take downside risk into account. The reward-to-risk rankings for the sector indices are similar for each measure and the results are robust to currency conversion

Risk-adjusted performances of world equity indices

This paper investigates whether equity indices of 24 emerging and 28 developed markets compensate their investors equally after taking risk into account. We place special emphasis on downside risk by calculating both nonparametric and parametric value at risk. We find that when all 52 markets are ranked based on their alternative reward-to-risk ratios, almost all of the countries in the top quartile are emerging markets whereas almost all of the countries in the bottom quartile are developed markets. These results are supported by the finding that pooled means of the reward-to-risk ratios are significantly higher for emerging markets compared to those of developed markets. Focusing on the period after the initiation of the recent financial crisis reveals that, although both developed and emerging markets suffered in terms of generating higher returns per unit risk, emerging markets continued to outperform developed markets and the outperformance became more pronounced

Evaluation of hearing and cochlear function by audiometric testing in patients with hyperemesis gravidarum

INTRODUCTION: The aim of this study was to investigate cochlear functions in patients with hyperemesis gravidarum (HG).METHODS: Twenty-nine HG patients (58 ears) and 31 healthy control subjects (62 ears) were included. Audiometry testings at 250 and 500 Hz and 1, 2, 4, 8, 10, 12, 14, 16 kHz were performed to the patients and controls.RESULTS: Mean age of patients with HG was 26,5 ± 4,4 years and the mean age of control group was 28,0 ± 4,2 years. At the time of the tests mean gestational age of the HG group and controls were 9 and 11 weeks respectively. No differences were observed between the groups in tympanic membrane status, or other otolaringological evaluations. No significant differences were observed in audiometric tests at any frequencies between the groups (p values for all > 0.05).CONCLUSION: There was not a difference between pregnant cases with HG and cases with normal pregnancy in terms of audimetric tests. Cochlear functions are not affected remarkably in women with HG

Reward-to-risk ratios in Turkish financial markets (Türkiye finans piyasalarında getiri-risk rasyoları)

This paper investigates how reward-to-risk ratios compare among various government debt security (GDS) indices and sector indices in the Istanbul Stock Exchange. Risk is measured by either standard deviation or nonparametric and parametric value at risk. We find that the GDS indices have higher reward-to-risk ratios compared to the sector indices. GDS indices with longer maturities have lower reward-to-risk ratios and this reduction is especially pronounced when the ratios take downside risk into account. The reward-to-risk rankings for the sector indices are similar for each measure and the results are robust to currency conversion