A query from another email list...
> -----Original Message-----
> Sent: Monday, September 04, 2000 5:14 AM
>
> From Mansel Rogerson [EMAIL PROTECTED]
> I was wondering whether you knew where I could find information about
> statistics based on the geometric mean. I'm interested
> because when calculating average financial returns, one needs to take
> the geometric mean of the yearly returns. This is easily done by
> just taking the logarithm of the yearly returns, finding the arithmetic
> mean and then exponentiating of course. But I can't find an easy way to
> predict the spread within given
> confidence limits of the geometric mean on say a random five
> year sample taken from a population of tens of yearly returns. Do you
> know of a book which may tackle this?
> I've looked at some econometrics books, but can't seem to
> find the answer there.
> > > > > > -------------------------------------------------------
> > > > > > Mansel Rogerson e-mail: [EMAIL PROTECTED]
> > > > > > 454 King's College mobile: 07946 518 326
> > > > > > Cambridge CB2 1ST office: 01223 3 30134
> > > > > > England lab : 01223 7 62923
> > > > > >
> > > > > >
> > > > > >
> > > >
> > >
> >
> >
>
----- End of forwarded message from Jim Swift -----
--
_
| | Robert W. Hayden
| | Work: Department of Mathematics
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