DETERMINATION OF COEFFICIENT OF CAPITALIZATION FROM STATISTICAL DATA

2016

Статистика и экономика, Vol 0, Iss 1, Pp 14-22 (2016)

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

article

Russian

Plekhanov Russian University of Economics, 2016.

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, Economics as a science, HB71-74