📊 Test financial data for conformity to Benford's Law using this scalable framework for reliable analysis and insights.
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Updated
Mar 30, 2026 - Jupyter Notebook
📊 Test financial data for conformity to Benford's Law using this scalable framework for reliable analysis and insights.
📊 Explore scripts, notebooks, and articles to master data science and enhance your analytical skills effectively.
Curso de Modelos No paramétricos y de Regresión impartido en la Facultad de Ciencias semestre 2026-2
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One-sample Kolmogorov-Smirnov goodness-of-fit test.
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R package to perform goodness-of-fit tests for capture-recapture models (and various manipulations)
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End-to-End Python scalable forensic accounting toolkit implementing Benford's Law analysis for FTSE financial data. Delivers automated anomaly detection with Chi-Squared/MAD testing, comprehensive validation pipelines, and risk-based prioritization of investigative resources. Replicates Ausloos et al.'s (2025) methodology with full reproducibility.
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Limited information goodness-of-fit tests for ordinal factor models
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An example of the Monte Carlo test with the Kolmogorov Smirnov test
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This analysis is part of our comprehensive statistics course project. This chapter encompasses critical topics such as goodness of fit., test for independence, and contingency tables with Yates correction. These concepts are essential for examining data relationships and validating statistical models.
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