Bizarre paper [Regulatives / Guidelines]

posted by ElMaestro  – Denmark, 2020-06-08 15:33 (315 d 02:25 ago) – Posting: # 21511
Views: 6,140

Hi all,

possibly a little off topic but even with AUCall in all its ugliness and over-estimation, it will not necessarily imply a bias on the BE conclusion unless someone can prove that E(ln(AUCall,T - ln(AUCall,R)) does not equal E(ln(AUCT) - ln(AUCR)), regardless of whether the latter is expressed as AUCinf or AUCt.

This isn't about imagining scenarios where the equality does not hold (that would be easy enough) but a consideration of the general (expected) case. For the general case I think we're ok.

Pass or fail!
ElMaestro

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