Related Experiment Video
Updated: Apr 6, 2026

Measuring the Subjective Value of Risky and Ambiguous Options using Experimental Economics and Functional MRI Methods
Published on: September 19, 2012
Statistical Analysis of the Exchange Rate of Bitcoin
Jeffrey Chu1, Saralees Nadarajah1, Stephen Chan1
1School of Mathematics, University of Manchester, Manchester M13 9PL, United Kingdom.
Abstract:
Bitcoin, the first electronic payment system, is becoming a popular currency. We provide a statistical analysis of the log-returns of the exchange rate of Bitcoin versus the United States Dollar. Fifteen of the most popular parametric distributions in finance are fitted to the log-returns. The generalized hyperbolic distribution is shown to give the best fit. Predictions are given for future values of the exchange rate.
Related Concept Videos
Standard Deviation
Testing a Claim about Standard Deviation
The hypothesis testing for the claim of population standard deviation (or variance) requires the data and samples to be random and unbiased. The population distribution also must be normal. There is no specific requirement on the sample size as the estimation is based on the chi-square distribution.
As a first step, the hypothesis (null and alternative) concerning the claim about...
Bioequivalence Data: Statistical Interpretation
First Derivative Test: Problem Solving
Statistical Analysis: Overview
One of the most commonly used statistical quantifiers is the mean, which is the ratio between the sum of the numerical values of all results and the...
Microsoft Excel: Regression Analysis
To perform regression...
