偏度
- skewness;measure of skewness
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本文把单期投资组合拓展到多期,引入偏度和风险度量工具VaR,并考虑交易费用的影响,建立了多期投资组合调整模型。
Considering the skewness and VaR , we construct the adjustment model of multi-period portfolio with transaction costs .
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本年通过引进两个统计学参数:偏度S和峰度K,提出了<1>实际谱是否可用Γ-谱近似的定量化验证方法;
Two statistical parameters , skewness and kurtosis are introduced to investigate particle distribution . A quantitative method is formulated to testify the fitting goodness to Γ - spectra .
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FFT分析器作谱密度估计时的偏度误差分析
Analysis of bias errors in spectral density estimates using FFT analyzers
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简要推导了Gaussian粗糙表面的后向散射系数及其退偏度公式。
Meanwhile , the backscattering coefficient and depolarization formulations of Gaussian rough surface have been deduced .
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方法:采用Cole的LMS法,该法调整了BMI分布的偏度。
Methods : The skew distribution of BMI was adjusted with Cole 's LMS method .
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CCl4喇曼光谱退偏度在超声空化作用下的变化研究
Change in degree of polarization degeneracy in the CC1_4 Raman spectrum by ultrasonic cavitation
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2)2种林分直径分布的偏度系数(Sk)差别较大;
2 ) The skewness ( Sk ) of diameter distribution had great distinction .
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指出Hermite变换法用随机过程的偏度系数和峰度系数可推导出符合度较好的PDF函数。
Here Hermite transformation method is used in calculation of the approximate power density function in accordance with random process 's skewness and kurtosis .
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用HeNe相干光(063μm)研究了这些极小水滴的后向散射的退偏度。
A He Ne laser source at 0.63 μ m is used to investigate the degree of the depolarization of the backscattered wave from those tiny water drop .
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在传统的CAPM模型中引入系统偏度、系统峰度等高阶矩,发展和推广CAPM模型,使之成为一个包含有较高阶矩的更一般化的模型。
First , we introduce systematic skewness and systematic kurtosis into traditional CAPM , making it to be an even generalized model containing higher-moment .
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并采用了X2拟合优度检验法和偏度、峰度检验法对它们进行了假设检验。
Furthermore the correctness of normal distribution has been proved by the hypothesis testing of X2 goodness of-fit testing and the skewness-kurtosis testing .
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对偏度校正(SC)控制图和比例加权方差(SWV)控制图的进行应用研究。
Skewness Correction ( SC ) control chart and Scaled Weighted Variance ( SWV ) control chart application are studied to apply , separately .
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消偏器在实现低偏度(DOP)喇曼泵浦源、解决喇曼放大器(FRA)偏振相关增益(DOG)问题中有重要的作用。
Depolarizer plays an important role in realizing Raman pump source with low degree of polarization ( DOP ) and in solving the problem of polarization dependent gain ( PDG ) .
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介绍了用microsoftexcel软件对平均值、标准差、偏度和尖度等沉积物粒度分布参数进行统计计算(矩法计算)的方法,包括函数的调用和具体操作过程。
This paper introduces a method for statistic calculation of grain size distribution parameters ( average value , standard deviation , skewness and kurtosis ) of sediments using Microsoft Excel , which includes using function and the concrete operation process .
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利用蒙特卡洛方法对各管段流量和各节点压力进行随机抽样,并使用SPSS软件和偏度、峰度方法对其进行正态性检验。
After that , random sampling method of flow through pipes and pressure heads at nodes by Monte Carlo method is proposed , and to test the distribution of sample , SPSS software and skewness-kurtosis method are used .
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FES(FlightExcitationSystem)试验是通过机上FES系统产生激励、并借助伺服作动器输出舵面偏度信号,由此达到激励飞机结构的目的。
FES ( Flight Excitation System ) test is conducted to excite the aircraft structure in terms of servo actuator whose input signals is send from the FES system installed on the aircraft .
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以多传感器量测信息的空间配准为应用,比较分析了对称性采样,最小偏度单形采样,以及超球体单形采样等多种UT变换采样策略。
The comparison is proposed for the symmetric sampling , simplex min skew sampling and simplex sphere sampling strategies in the case of multi-sensor information space alignment from the sphere to Cartesian coordinates .
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通过MonteCarlo方法模拟蓝绿激光在海水传输过程中的散射现象以及散射中的退偏度变化与海水深度的关系,发现随着海水深度的增加,散射后的光斑半径、退偏振度将逐渐增大。
A Monte Carlo algorithm was presented to model the relation between the scattering phenomenon , depolarization changes and sea water depth , It is discovered that the radius of scattering point and the degree of depolarization increase with increasing of the sea water depth .
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划分林层后,各层直径分布都遵从三参数的Weibull分布函数,C层同时遵从迈耶负指数分布函数,偏度和峰度系数均与林分直径成反比。
While the diameter distribution in each storey well followed the three-parameter Weibull distribution function , and the C storey also followed the negative index distribution function proposed by Meyer after the stories were divided , and both the skew and kurtosis coefficients were inversely proportioned to stand diameters .
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在Markowitz的均值方差模型的基础上,讨论了股票价格中偏度的重要性,并由此引出了一个同时考虑均值、方差和偏度的多目标投资组合选择模型。
This paper discussed the importance of the role of skewness in the pricing of stocks based on the mean variance model of Markowitz , and educed a multi objective portfolio selection model synchronously taking into account the mean , variance and skewness .
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首先在前人的基础上,把偏度水平和市场摩擦因素引入投资组合选择模型中;建立了基于摩擦市场的双目标投资组合选择模型(FM-BOPM);
Based on the existing theories , a bi-objective portfolio selection model based on the friction market ( FM-BOPM ) is established by introducing skewness and market friction into portfolio selection model .
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在投资组合选择模型中考虑了资产收益率分布中正的偏度水平,并通过引入一些市场摩擦因素建立了摩擦市场条件下的Mean-Variance-Skewness模型。
In portfolio selection model , the positive skewness level of asset earning rate distribution was taken into consideration . By introducing some market friction factors , Mean-Variance-Skewness model on condition of the friction market was established .
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几种散射介质散射光解偏度的测量
Measuring the depolarization for scattering light at several kinds of media
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区间数数据的相对左偏度及其应用
Relative left deviation degree of interval number datum and its application
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利用偏度分析建立动态检测门限的野值剔除方法
Dynamic Threshold Detection for Wild Value Elimination Based on Skewness Analysis
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考虑偏度风险和峰度风险的非线性期货套期保值模型
Nonlinear Futures Hedging Model Based on Skewness Risk and Kurtosis Risk
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偏度对研究区沉积环境差异的敏感性是有限的。
The sensibility of skewness to variation of sedimentary environment is finite .
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偏度系数在夏季及秋季为正值;
The coefficients of skewness were positive value during summer and autumn ;
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偏度和峰度在粒子谱研究中的应用
The application of skewness and kurtosis to the studies on particle distribution
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基于投影偏度和投影峰度的投影寻踪自助法的正态性检验
The testing for normality based on pp-skewness and pp-kurtosis with bootstrap method