Displaying 1 result from an estimated 1 matches for "tcal".
Did you mean:
tal
2010 Feb 15
0
Exponential Fitting to Credit default data - A theoretical query
...erved value of Y and estimates value. Say for AAA, the observed value is 0.0001 whereas the estimated value is say 0.0017. I have tested the following hypothesis
Ho : Y(AAA) = 0.0017
H1 : Y(AAA) <not equal> 0.0017
So this is a two tailed case and I have applied the 't' test as
tcal (AAA) = [Y(obse) - Y(estim)]/(s / sqrt(n)).
Probelm is in some cases, I have observed significant difference ie. the t(calculated value) falling in Critical region. Thus, the need to find out whetehr my fit is correct or not.
Thanking you in advance
Regards
Julia Cains, Brisbane
*******...