Table 4: The probability density function P( = ) in the general case.
|
Skewed to the right |
Skewed to the left |
|||
d |
po = 0.80 |
po = 0.90 |
po = 0.80 |
po = 0.90 |
|
Advance |
-10 |
0.0009 |
0.0007 |
0.0039 |
0.0046 |
-9 |
0.0026 |
0.0017 |
0.0182 |
0.0170 |
|
-8 |
0.0046 |
0.0027 |
0.0344 |
0.0223 |
|
-7 |
0.0066 |
0.0037 |
0.0396 |
0.0189 |
|
-6 |
0.0086 |
0.0047 |
0.0343 |
0.0137 |
|
-5 |
0.0144 |
0.0084 |
0.0249 |
0.0087 |
|
-4 |
0.0223 |
0.0126 |
0.0165 |
0.0056 |
|
-3 |
0.0341 |
0.0194 |
0.0108 |
0.0039 |
|
-2 |
0.0481 |
0.0265 |
0.0074 |
0.0028 |
|
-1 |
0.0377 |
0.0155 |
0.0051 |
0.0018 |
|
0 |
0.3918 |
0.6299 |
0.1573 |
0.4116 |
|
Lag |
1 |
0.3110 |
0.2363 |
0.2813 |
0.3374 |
2 |
0.0995 |
0.0353 |
0.2248 |
0.1224 |
|
3 |
0.0162 |
0.0027 |
0.1044 |
0.0258 |
|
4 |
0.0015 |
0.0001 |
0.0311 |
0.0035 |
|
5 |
0.0001 |
0.0000 |
0.0062 |
0.0003 |
|
6 |
0.0000 |
0.0000 |
0.0008 |
0.0000 |
|
7 |
0.0000 |
0.0000 |
0.0001 |
0.0000 |
|
8 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
|
9 |
0.0000 |
0.0000 |
0.0000 |
0.0000 |
|
10 |
0.0000 |
0.0000 |
0.0037 |
0.0000 |