haku: @indexterm FREQUENCY DISTRIBUTION / yhteensä: 54
viite: 10 / 54
| Tekijä: | McLeay, S. |
| Otsikko: | Boundary conditions for ratios with positively distributed components |
| Lehti: | Journal of Business Finance and Accounting
1997 : JAN, VOL. 24:1, p. 67-83 |
| Asiasana: | BUSINESS RATIOS FREQUENCY DISTRIBUTION ASSETS |
| Kieli: | eng |
| Tiivistelmä: | This paper describes the statistical properties of the ratio of two positively distributed variables where the numerator is a component of the denominator and where, therefore, the ratio has implicit boundaries of 0 and 1. Johnson's bounded distribution is suggested as a model for ratios of this type, and is derived in this paper as a ratio of lognormal varieties. An empirical analysis of bounded financial ratios of UK companies confirms the goodness of fit. |
SCIMA