Formulas closely related to $$u(t) = \lbrack n \log (1 + t^2/n)\rbrack^{\frac{1}{2}}\\ w(\chi^2) = \lbrack\chi^2 - n - n \log (\chi^2/n)\rbrack^{\frac{1}{2}}$$ are ...
Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...