Analysis of assets turnover ratios using additional quantile information | Vestnik Tomskogo gosudarstvennogo universiteta. Upravlenie, vychislitelnaja tehnika i informatika – Tomsk State University Journal of Control and Computer Science. 2021. № 55. DOI: 10.17223/19988605/55/5

Analysis of assets turnover ratios using additional quantile information

A more accurate approach to calculating the indicators of the turnover of the working capital of an enterprise using additional information about the known quantile of a given level of the distribution function of the cost of working capital is proposed, based on a modified estimate of the mathematical expectation, which is unbiased, asymptotically normal with a variance that does not asymptotically exceed the variance of the usual sample mean ... With the help of simulation modeling, the behavior of the modified mean, taking into account the quantile, is investigated for small sample sizes; for a number of distributions, a sufficiently high rate of convergence to the asymptotic result is shown; it was found that with small sample sizes and with a quantile level close to one, and with a normal distribution and close to zero, the modified estimate should not be used. The technique was tested on real data. Using bootstrap modeling, confidence intervals were obtained for the average values of the turnover indicators.

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Keywords

additional information, quantile, mean value estimation taking into account the quantile, turnover ratios

Authors

Name	Organization	E-mail
Zenkova Zhanna N.	Tomsk State University; Russian Presidential Academy of National Economy and Public Administration	zhanna.zenkova@mail.tsu.ru
Musoni Wilson	Tomsk State University	wmusoni@uok.ac.rw
Andrievskaya Anna A.	Tomsk State University	anna.andriev@mail.tsu.ru

Всего: 3

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