InnerSoft STATS

InnerSoft STATS is a Descriptive Statistics Application. InnerSoft STATS compute statistics for parameter estimation and Statistical hypothesis testing. Descriptive Statistics: Mean, Variance, Standard deviation, Coefficient of variation, Quartiles, Percentiles, Skewness, Kurtosis, Mode, Interquartile range, Sum of Squares. One-Sample Test: One-sample z-test, One-sample t-test, Chi-squared test for variance.Two-Sample Test: Student's t-test for Independent samples (pooled t-test for equal variances and unpooled t-test for unequal variances), Student's t-test for Paired samples, Two-sample F-test of equality of variances.One-Way ANOVA with multiple comparisons methods: Scheffe, Tukey HSD, Sidak, Fisher LSD, Bonferroni. Welch?s Test for equality of means, Brown?Forsythe Test for equality of means. Homoscedasticity Test: Levene's Test, Brown?Forsythe Test for equality of variances, Bartlett's Test. Bivariate Correlation Tests: Matrix of covariances, Pearson Product-Moment Correlation Coefficients, Kendall's Tau-b Correlation Coefficients, Spearman?s Correlation Coefficients. Parametric Value at Risk by the Variance-Covariance Method for single assets and portfolios. Marginal Value at Risk, Component Value at Risk, Incremental Value at Risk, Conditional Value at Risk, Expected Shortfall, Expected Tail Loss or Average Value at Risk. Exponentially Weighted Moving Average (EWMA) Forecast