Steven Nickolas is a writer and has 10+ years of experience working as a consultant to retail and institutional investors. Portfolio variance is a measure of the dispersion of returns of a portfolio.

We present a simple sample-size formula for weighted log-rank statistics applied to clustered survival data with variable cluster sizes and arbitrary treatment assignments within clusters. This ...

Liu and Senturia (1977) proved that the MINQUE of variance components in the general mixed analysis of variance can be computed in O(n) time, with n the number of observations. This can be proved in a ...