联合分布函数
- 网络Joint distribution function
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Hilbert变换在海浪波高与周期联合分布函数中的应用
The application of Hilbert transform on joint distribution function of wave period and wave height
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在应用实例中,针对位于同一河流上下游的两个水文站点采用Copula联结函数建立起两个站点的年最大洪水联合分布函数。
An application example of copula as the joint distribution function for the annual maximum floods on the two neighboring hydrological stations , which are located at the same river , is established using the bivariate Clayton-type copula .
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相互独立两GAMMA分布随机变数之和、差的联合分布函数
The joint distribution function of the sum and difference of two gamma distributed random variables independent of each other
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金融风险测量VaR方法广泛应用于银行等金融机构,Copula技术以其处理非正态联合分布函数所具有的良好性质逐渐成为国内外研究的热点。
The financial risk measurement VaR approach has been widely applied in bank and the other financial institutions . Meanwhile , Copula technique has become the hotspot all over the world with its good characteristics of dealing the non-normal distribution .
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本文基于概率原理,导出用初等函数形式表达的相互独立两GAMMA分布随机变数之和与差的联合分布函数。
In this paper , on the basis of the basic probability theory , the joint distribution function of the sum and difference of two random variables , independent of each other and Gamma distributed , is developed in the form expressed by primary functions .
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将Copula函数应用到近海工程中,用其建立了最大有效波高和最大风速的联合分布函数并检验,结果表明:Copula函数能够比较好的模拟实际的联合概率分布。
Using copula method to ocean engineering , we establish the joint distribution function of the maximum wave height and the wind velocity and check it , the results show that the copula-constructed joint distribution function can well fit the observed data .
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将Copula方法与GARCH-GPD模型结合起来是度量金融资产收益率的边缘分布和相关性的较好方法,可以构造出很多具有不同特性的联合分布函数,在金融定量分析中具有广泛的应用前景。
Linking Copula with GARCH-GPD is the appropriate way to calculate the margin distributing and relativity of finance asset yield . Because it can design different combine distributing function , it will be diffusely applied in finance quantitative analysis .
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将它与边缘分布函数结合构成联合分布函数,最终得到投资组合的分布函数。
Put it together with Laplace distribution to get a multivariate distribution function .
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用于结构风致疲劳分析的风速风向联合分布函数研究
Study on Joint Distribution of Wind Direction and Speed for Wind-Induced Fatigue Analysis
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浅水海浪周期与波高联合分布函数的确定
Determinaton of joint distribution function of wave periods and heights of the shallow sea
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稀疏过程的三特征的联合分布函数完全联合承载蜗壳三维非线性分析
The Joint Distribution of Thinning Process Three-dimensional nonlinear analysis of complete bearing spiral case without cushion
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针对随机截尾试验模型,导出了失效数据组的联合分布函数;
By using the model of randomly censored exponential life data , we have obtained the combined distributing function of invalidation data .
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应用最大熵原理和动量守恒定律,从理论上建立了喷雾液滴尺寸和速度联合分布函数。
A droplet size and velocity distribution function was theoretically derived based on the maximum entropy principle and the momentum conservation law .
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采用两种非参数估计法&经验分布函数与核密度估计建立质物组合收益率之间的联合分布函数。
Two non-parametric estimation methods are adopted , namely the empirical distribution function and kernel density estimation , to establish the joint distribution function between the yield rates of pledge portfolio .
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运用它构造联合分布函数时可以不受边缘分布函数的局限,可以将金融数据的边缘分布函数及其相关结构分离独立研究。
It is constructed using the joint distribution function , distribution function from the edge of the restrictions and it can take random vectors of the marginal distribution function and its dependency structure to be studied separately .
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根据西太平洋赤道海域秋季实测海浪资料,分析了该海域的混合浪特征,拟合出混合浪的波高、周期分布函数及波高-周期联合分布函数。
Based on the measured wave data from West Pacific Equatorial waters during autumn , the characteristics of mixed waves have been analysed , the distribution function of wave height and period , as well as H-T joint distribution function have been fitted .
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在ACD模型的基础上引入ARMA模型,来描述交易的时间间隔和交易期间的收益两个时间序列之间的相互关系,建立了ACD-ARMA模型,给出了两个变量之间的联合分布密度函数以及估计方法。
The paper builds a new econometric model for estimating both the returns and durations , as well as gives the joint density of the marked point process of duration and transaction-by-transaction returns with an ACD-ARMA framework .
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内容有:(1)导出了测试向量的联合分布密度函数;
The main contributions are : ( 1 ) deriving the union conditional density function of a defined test vector ;
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在分裂阳极测定基础上建立的威布尔二维联合分布密度函数可以作为阳极平面电流密度分布的数学模型。
By means of this mathematical model , the current density at any point of the anode plane can be calculated .
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在综合考虑生产过程工艺机理的基础上利用领域专家知识构建网络模型,采用加权联合高斯分布函数来近似表达贝叶斯网络模型中的联合概率分布,并给出了贝叶斯网络估计公式。
The network model is based on knowledge of the field experts and the mechanism of process , and a weighted combination of several normal distribution functions is used to approximate the joint probability distribution in Bayesian network , and then the estimated formula for Bayesian network is been given .
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根据图像灰度联合概率分布函数与图像相似程度之间的关系,提出了一种基于算术几何均值距离的多模态图像配准新测度。
According to the relation between the intensity joint probability distribution function of two images and the similarity between images , a new similarity measure for multimodal image registration is proposed which is based on the distance between the arithmetic mean and the geometric mean of two probability distribution functions .
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时频联合分布算法中核函数的改进
Improvement on Kernel Used in Joint Time-frequency Distribution
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数学推导出了推导出了两个贷款客户在真实测度和风险中性测度下的联合违约分布和密度函数,并推导出了定价模型,解释了模型的经济含义。
The joint default distribution function and the density function of the two clients are deduced under the physical measurement and the neutral-risk measurement .