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 Mar 23 comment Error propagation with black boxes: add uncertainty in quadrature, or use a weighted standard deviation? Several things are not clear to me: E.g. do you want the maximum likelihood estimate assuming that x is the correct value, or for the true unobserved value which happened to be measured as x? What do you mean by "add in quadrature the mean of $\sigma_b$"? You seem to confuse the "uncertainties" (random variables) with their standard deviations (numbers) and samples of those random variables. And if you can separate the uncertainties in the response (the $\sigma_b$) from the $y$ values why bother about those uncertainties at all? Sep 26 awarded Editor Sep 26 revised Linear least squares with unordered response variable deleted 9 characters in body Sep 26 answered Linear least squares with unordered response variable Jul 19 answered Matching Dynamic Trading Strategies with Derivatives Jul 19 comment Matching Dynamic Trading Strategies with Derivatives Yes, nice link and a good idea to put something like this on the net. Jul 19 comment Extension of copulas Well, you are right of course and nothing is perfect. I noted that I was a bit sloppy with (3) as well (F is a distribution not the mass). Dealing with this numerically? Well on the one hand this is simply linear optimization. I would get something like Matlab and just solve the equations. On the other hand, the best approach might depend on your specific requirements. If you have a concrete F in mind, say from measurements, this is would be more a problem of statistics than numerics. Jul 19 answered Extension of copulas Jul 18 comment Matching Dynamic Trading Strategies with Derivatives @vonjd: you see correctly (replication of a given P&L) but I do not see the difference between a P&L and a dynamic trading strategy. Please, explain thank you gg Jul 18 answered Matching Dynamic Trading Strategies with Derivatives Jul 18 awarded Supporter Jul 17 answered devise a joint distribution of $\alpha$ and $\beta$ Jul 17 awarded Teacher Jul 17 answered Extension of copulas