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Tagasi EUR-Lexi avalehele

See dokument on väljavõte EUR-Lexi veebisaidilt.

Kasutage jutumärke, et otsida „täpset fraasi“. Lisage otsingusõnale tärn (*), et leida selle variatsioone (transp*, 32019R*). Kasutage otsingusõnas ühe tähemärgi asemel küsimärki (?), et leida selle variatsioone (ca?e leiab vasteid nagu case, cane, care).
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Dokument 32009R0290R(01)

Euroopa Keskpanga 31. märtsi 2009 . aasta määruse (EÜ) nr 290/2009 (millega muudetakse määrust (EÜ) nr 63/2002 (EKP/2001/18) rahaloomeasutustes kodumajapidamiste ning kaupu ja mittefinantsteenuseid tootvate ettevõtete hoiuste ja laenude suhtes kohaldatavate intressimäärade statistika kohta) parandused ( ELT L 94, 8.4.2009 )

ELT L 273, 17.10.2009, lk 19—19 (BG, ES, DA, ET, EL, EN, FR, IT, NL, PL, PT, SK, FI, SV)

ELI: http://data.europa.eu/eli/reg/2009/290/corrigendum/2009-10-17/1/oj

17.10.2009   

EN

Official Journal of the European Union

L 273/19

Corrigendum to Regulation (EC) No 290/2009 of the European Central Bank of 31 March 2009 amending Regulation (EC) No 63/2002 (ECB/2001/18) concerning statistics on interest rates applied by monetary financial institutions to deposits and loans vis-à-vis households and non-financial corporations (ECB/2009/7)

( Official Journal of the European Union L 94 of 8 April 2009 )

On page 77, Annex I(1), replace the footnote to paragraph 7 of Section III of Part 1 with the following:

‘(*)

 i.e. the sum of the intra-stratum variances defined as
Formula
is to be substantially lower than the total variance of the reporting population defined as
Formula
, where h indicates each stratum, xi the interest rate for institution i,
Formula
the simple average interest rate of stratum h, n the total number of institutions in the sample and
Formula
the simple average of interest rates of all institutions in the sample.’;

on page 78, Annex II, paragraph 2 of Part 1(I), replace the formula with the following:

‘

Formula
’;

on page 96, Annex III, footnote 1:

for:

‘(1)
Formula
, with D as the maximum random error, zα/2 as the factor computed from the normal distribution or any suitable distribution according to the structure of the data (e.g. t-distribution) assuming a confidence level of 1-α, var(
Image 1
) as the variance of the estimator of parameter θ, and vâr(
Image 2
) as the estimated variance of the estimator of parameter .’

read:

‘(1)
Formula
, with D as the maximum random error, zα/2 as the factor computed from the normal distribution or any suitable distribution according to the structure of the data (e.g. t-distribution) assuming a confidence level of 1-α, var(
Image 3
) as the variance of the estimator of parameter θ, and vâr(
Image 4
) as the estimated variance of the estimator of parameter θ.’
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