DETERMINATION OF COEFFICIENT OF CAPITALIZATION FROM STATISTICAL DATA

DETERMINATION OF COEFFICIENT OF CAPITALIZATION FROM STATISTICAL DATA

The article introduces a new stochastic model of the real estate market pricing, cost of rent, capitalization ratio appraisals based on a lognormal distribution. Statistical processing of Saint-Petersburg real estate market data results that the empirical distributions of the prices signicantly t...

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Bibliographic Details
Main Authors: M. . Laskin, O. . Rusakov, O. . Dzhaksumbaeva
Format: Article
Language:Russian
Published: Plekhanov Russian University of Economics 2016-07-01
Series:Статистика и экономика
Subjects:
рыночная стоимость недвижимости
стохастическая модель ценообразования
коэффициент капитализации
мода логарифмически нормального закона распределения
критерий согласия колмогорова-смирнова
real estate market value
stochastic model of pricing
capitalization ratio
mode of the logarithmically normal law of distribution
kolmogorov-smirnov test of t
Online Access:https://statecon.rea.ru/jour/article/view/5
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Summary:The article introduces a new stochastic model of the real estate market pricing, cost of rent, capitalization ratio appraisals based on a lognormal distribution. Statistical processing of Saint-Petersburg real estate market data results that the empirical distributions of the prices signicantly t to the two dimensional lognormal law of distribution. For establishing statistical hypotheses accordance we use Kolmogorov-Smirnov test of t. Basing on the Russian Federal standard FSO N2, we look to the market value as a numerical characteristic (mode) of a random value. We understand capitalization ratio as a random variable with the conditional lognormal distribution
ISSN:2500-3925

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