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ETF and Passive

The comparison of distributions – part two

In mathematics, there is no general method for the comparison of functions, in large part because of the richness and complexity of their forms. However, simple functions, such as probability density functions, may be compared by a technique known as affine transformation - that is by translation and rescaling, or vice versa.

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The Comparison of Distributions – Part one

The companion blog to this (see here) is an extensive description of a new method (affine transformation) of comparing distributions, which is the central analytic problem when evaluating fund manager performance.

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