查询词典 empirical distribution function
- 与 empirical distribution function 相关的网络例句 [注:此内容来源于网络,仅供参考]
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The empirical results show that the FIGARCH model based on the skew student-t distribution is better than other distribution on the assumption in estimating the value of the dynamic Var, because it is better to reflect the risk of actual rate of return and it is proved to be better to choose the skew t-distribution model through the Pearson test.
实证结果表明,基于偏态t分布下的FIGARCH模型测算的动态Var值克服了其他分布假设上的不足,能够较好的反映金融收益率的实际风险,最后在该分布下的Pearson吻合度检验也证实了模型分布选择的正确性。
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In the empirical analysis part, statistical descriptions on the sample funds are made firstly, which show that the actual distribution of each sample fund"s daily net value return possesses the characteristic of leptokurtosis. So it is necessary to add student T distribution and GED to capture such leptokurtosis characteristic other than normal distribution. Secondly, ARCH test shows that there exists volatility clustering in each sample fund"s daily net value return, so GARCH related models should be used to describe such volatility clustering characteristic.
实证分析部分首先对样本基金进行统计描述,得出其收益序列均存在尖峰厚尾特征,不服从正态分布,因此有必要在下面的VaR计算中加入T分布和GED分布来捕捉这种尖峰厚尾特征;并且经ARCH检验后得出收益序列存在明显的波动聚集性的特征,因此可以选择GARCH类模型来描述这种特性,经过模型筛选,得出最适合我国开放式股票型基金的收益波动性模型为GARCH(1,1)模型。
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In part two, the empirical results indicate that the predictive ability of SGT is much better than GT、ST、t and Normal distribution. SGT can correct not only fat-tailed property, but also defects the low kurtosis of GT and t distribution. For the volatility of asset return setting, the assumption of volatility of assets price is more appropriate than Normal and asymmetric distribution which was often used.
第二部分以实证结果显示偏态一般化t分配的配适能力较一般化t分配、偏态t分配、对称t分配和常态分配为佳,亦即当金融资产报酬率存在高峰态与厚尾现象时,偏态一般化t分配不仅可以解决常态分配所无法捕捉到的厚尾现象,亦可修正一般化t分配与对称t分配无偏态的缺点,对於资产报酬率波动性之设定,比过去常使用的常态分配与对称的分配更为适当。
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It is a usual presumption that distribution function can decide characteristic function and characteristic function can also decide the distribution function by the uniqueness theorem.
但通过本文引入的反例,我们可以知道,唯一性定理在有限区间上不成立,不过在无穷限区间上我们仍可以说,分布函数和特征函数是一一对应的。
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Abnormal distribution is not rare in practical measurement. Beta distribution contains not only central distribution but also non-central distribution. It is a good method to simplify the research of practical measurement distribution.
为了解决实际测量中的非正态分布的表示问题,本文采用含有两个参数的Beta分布来统示表示多种类型分布,并且解决了该分布的参数、特征值的计算。
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To summarize two-dimensional non-normal joint distribution in use, such as Bivariate Weibull Distribution, Bivariate Log-normal Distribution, Bivariate Gumbel Distribution, and Bivariate Gamma Distribution.
归纳总结了已经出现的非正态二维联合概率分布模型,如二维威布尔分布、二维对数正态分布、二维冈贝尔分布及二维伽玛分布等。
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The main topics include probability space, discrete distribution, continuous distribution, multivariable distribution conditional distribution and the sampling distribution theory.
课程方要课题含机率空间、离散分布、连续分布、多变量分布及抽样分布等的简介。
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Climatic gradients were based on data sets from 841 meteorological stations throughout China. Definitions for floristic distributional patterns were based upon the work of Prof. Z. Y. Wu. Most of these floristic distributional patterns were strongly correlated with the geographic gradients in climate, except for cosmopolitan, cultivated and invasive genera. Tropical genera form a large fraction of the total genera (ranging from 0.84% to 94.38% in the regional floras) with the highest proportion in southern Yunnan and Hainan Island. Tropical genera occur predominantly in southern China of 0° N latitude and decreased with increasing latitude, as would be expected. Interestingly, the disjunct Tropical Asia and Tropical America distribution were not restricted to southern latitudes. Temperate genera account for 5.1% to 98.83% of the total genera in regional floras with the highest proportion in the province of Xinjiang. Most of these genera followed geographic gradients in climate as expected (temperate genera conspicuously dominate the landscape at higher latitudes), except the East Asian and North American disjunct distribution, Eastern Asian distribution and Chinese endemic distribution. Generally, most plant genera demonstrated some correlation with climatic and geographic gradients. The most important gradients were those of annual air temperature and precipitation. A small fraction did not demonstrate significantly particular pattern:"Cosmopolitan","East Asian and North American disjunct","Eastern Asian" and "Chinese endemic" distributions. The North Temperate distribution had the highest correlation with mean annual air temperature and precipitation.
结果如下:(1)除世界分布、栽培和入侵成分外,大部分中国种子植物属的地理成分的分布与地理相关密切;(2)热带分布属(泛热带分布、热带亚洲至热带美洲间断分布、旧世界热带分布、热带亚洲至热带大洋洲分布、热带亚洲至热带非洲分布及热带亚洲分布合计)占各地方植物区系的0.84%到94.38%,其最低值出现在中国西北部的新疆和青海地区,最高值出现在中国云南南部和海南;(3)热带分布属在<北纬30°的地区占优势,除热带亚洲至热带美洲间断分布外,其它热带成分随纬度增加迅速减少;(4)温带分布属(北温带分布、东亚和北美间断分布、旧世界温带分布、温带亚洲分布、地中海区、西亚到中亚分布、中亚分布和东亚分布合计)占各地方植物区系的5.1%至98.83%,其最高值出现在中国西北部的新疆地区,最低值出现在中国云南南部和海南;(5)除东亚和北美间断分布、东亚分布和中国特有分布外,其它温带成分随纬度增加迅速增加;(6)在温带成分中,东亚和北美间断分布及东亚分布属主要出现在中国亚热带到暖温带地区,北温带分布、旧世界温带分布和温带亚洲分布属在中国北部占优势,而地中海区、西亚到中亚分布和中亚分布属则在中国西北部占优势;(7)除世界分布、东亚和北美间断分布、东亚分布和中国特有分布外,所有其他成分都显示了与气候因素密切相关,其中,北温带分布属与年均温和年降雨量最为密切相关。
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The main research work of this paper are focused on following areas:(1) Based on review of the theory and methods on measurements of particle fields, a new idea for obtaining particle size and velocity distribution within a spray through imaging the particle field with a laser light sheet was put forward;(2) A DPIV (Digital Particle Image Velocimetry) system, is fit for velocity measurements of low speed flows, was developed and expended to particle size distribution measurement;(3) An arithmetic for particle velocity field reconstruction was developed, and the velocity distribution of water mist was also obtained;(4) A software system for particle analysis, which based on image geometry emend, de-noise and image partition was developed, the parameters such as particle size distribution, mean diameter, number of particles, minimum and maximum diameter can be got with this system;(5) A water mist system was developed and its characteristics, such as droplet velocity, size distribution, number of droplets and spray cone angle under different conditions were obtained from experiments with PIVS;(6) The measurement results of water mist characteristics with PIVS were compared and analyzed with the simply simulated results, and in addition, in order to verify the accuracy of PIVS, some experiments were conducted with the standard particles, such as glass-ball with known mean diameter of 50μm and 115μm, metallic coated tracing particle with mean diameter of 12μm;(7) Some experimental studies on interaction of water mist with liquid pool fires were conducted.
本论文的主要工作包括以下几个方面:(1)在对粒子场测量的相关理论和具体方法进行综述分析的基础上,提出了通过采用激光片光对粒子场进行成像以获取其粒径和速度等参数分布的新思路;(2)研制了适宜于低速流动速度场测量的DPIV(Digital Particle Image Velocimetry)系统,并使其实现了对粒子场粒径分布的测量功能;(3)研制了基于粒子运动轨迹的速度场重建算法,获取了细水雾雾场的速度分布;(4)研制了基于几何校正、去噪、图象分割等图象处理方法的"粒度分析软件系统",该系统既可分析给出粒子场的粒径分布直方图和平均粒径,还可给出粒子的数目以及最大、最小粒径等信息;(5)建立了一细水雾发生系统,并应用上述方法对不同压力条件下细水雾系统的雾场特性(如速度分布、雾滴粒径分布、雾滴的数目、喷雾张角以及雾化长度等)进行了实验测量研究;(6)对细水雾特性参数的PIVS测量结果与计算机简单模拟计算结果进行了定性比较分析,并利用平均粒径为50μm和115μm的玻璃球以及12μm的标准示踪粒子对PIVS系统的粒径和速度测量结果进行了实验验证,同时对其局限性进行了分析讨论;(7)对不同工况条件下细水雾与油池火相互作用的过程进行了模拟实验研究。
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This dissertation investigates the construction of pseudo-random sequences (pseudo-random numbers) from elliptic curves and mainly analyzes their cryptographic properties by using exponential sums over rational points along elliptic curves. The main results are as follows:(1) The uniform distribution of the elliptic curve linear congruential generator is discussed and the lower bound of its nonlinear complexity is given.(2) Two large families of binary sequences are constructed from elliptic curves. The well distribution measure and the correlation measure of order k of the resulting sequences are studied. The results indicate that they are "good" binary sequences which give a positive answer to a conjecture proposed by Goubin et al.(3) A kind of binary sequences from an elliptic curve and its twisted curves over a prime field F_p. The length of the sequences is 4p. The "1" and "0" occur almost the same times. The linear complexity is at least one-fourth the period.(4) The exponential sums over rational points along elliptic curves over ring Z_ are estimated and are used to estimate the well distribution measure and the correlation measure of order k of a family of binary sequences from elliptic curves over ring Z_.(5) The correlation of the elliptic curve power number generator is given. It is proved that the sequences produced by the elliptic curve quadratic generator are asymptotically uniformly distributed.(6) The uniform distribution of the elliptic curve subset sum generator is considered.(7) We apply the linear feedback shift register over elliptic curves to produce sequences with long periods. The distribution and the linear complexity of the resulting sequences are also considered.
本文研究利用椭圆曲线构造的伪随机序列,主要利用有限域上椭圆曲线有理点群的指数和估计讨论椭圆曲线序列的密码性质——分布、相关性、线性复杂度等,得到如下主要结果:(1)系统讨论椭圆曲线-线性同余序列的一致分布性质,即该类序列是渐近一致分布的,并给出了它的非线性复杂度下界;(2)讨论两类由椭圆曲线构造的二元序列的"良性"分布与高阶相关性(correlation of order κ),这两类序列具有"优"的密码性质,也正面回答了Goubin等提出的公开问题;(3)利用椭圆曲线及其挠曲线构造一类二元序列,其周期为4p(其中椭圆曲线定义在有限域F_p上),0-1分布基本平衡,线性复杂度至少为周期的四分之一;(4)讨论了剩余类环Z_上的椭圆曲线的有理点的分布估计,并用于分析一类由剩余类环Z_上椭圆曲线构造的二元序列的伪随机性;(5)讨论椭圆曲线-幂生成器序列的相关性及椭圆曲线-二次生成器序列的一致分布;(6)讨论椭圆曲线-子集和序列的一致分布;(7)讨论椭圆曲线上的线性反馈移位寄存器序列的分布,线性复杂度等性质。
- 相关中文对照歌词
- Function
- Function At The Junction
- Function
- Run
- Form Follows Function
- At The Club
- Pin Drop
- Nothing's Something
- Pretenders
- Euro Zero Zero
- 推荐网络例句
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The system can be widely used in belt weighing and batching process control,etc.
介绍了基于智能模糊控制的嵌入式配料系统的设计方法,对模糊PID控制过程和系统调零作了重点的讨论,同时给出了PID控制的程序流程图和系统定长调零子程序。
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"I dunno," she answered,"but if you show me aroun', I'll recognize it from the lighthouse just outside the porthole."
"我不知道,"她回答说,"如果你能带我转转,我能认出来的,因为灯塔就在舷窗外。"
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That experience was of great benefit to me.
那次经历对我很有益处。