[R] Statistical analysis of financial data conducted in R

Generation of random samples using R

Distinguish power-law and geometric (discrete exponential) distributions using RStan with bridge sampling

This Shiny application allows users to visualize the cumulative distribution functions (CDFs) of a random variable 𝑥 following one of the selected probability distributions: Standard Normal Distribution - 𝑁(0,1) , General Normal Distribution - 𝑁(𝜇,𝜎^2) or Exponential Distribution - 𝐸𝑥𝑝(𝜆). Users can select the distribution's parameters.

Simple simulation illustrating that Poisson process waiting times follow an exponential distribution.