Because of the public health implications of UFPs and their spatial variations near pollutant sources such as freeways, it is therefore important to evaluate outdoor UFP size distributions, volatility properties, and penetration efficiencies into indoor environments.
Analysis of kinetic differences, distribution or volatility (by assessing inter-quartile ranges) in the two groups was unable to show any obvious differences (data not shown).
A volatility distribution was derived to quantitatively describe the measured gas-particle partitioning data using absorptive partitioning theory.
Therefore, a single volatility distribution can be used to quantitatively describe the gas-particle partitioning of the entire test fleet.
The leptokurtic fat-tailed nature of the exchange rate return series usually establishes a rationale for using skewed distribution such as Student's t rather than normal distribution to estimate volatility models.
Using simulation experiments with heavy-tailed distributions and GARCH volatility models, we design a statistical procedure to show that at least four VaR levels are required to obtain tests for misspecified trading book models that are more powerful than single-level (or even two-level) binomial exception tests.
In particular, Cappa and Jimenez [ 60] reported volatility distributions for both OOAs and other OA components for Mexico City.
Based on the survey data, we fitted a lognormal distribution to capture the volatility of the insured mean loss ratio, resulting in a standard deviation of 20%%.
Numerically, we show that it is outrageously costly to reduce stockout risk, especially when this risk is relatively low; the value of risk is more sensitive to the stockout risk level if the demand distribution has a higher volatility.
To see the heterogeneity of the age distribution of unemployment-rate volatility, adjusting for differences in the levels of unemployment rates by age groups, Table 1 reports the coefficient of variation of unemployment rates for these three countries.
