The mean variance, capital rated and capital interest arbitrage are also devised.
并设计了均值方差模型，资本资产定价模型和资本资产套利模型。
Markowitz's mean variance model describes the risk of asset by variance, but variance may not exist because of fat tailedness of asset returns.
马柯维兹均值—方差模型使用收益率的方差度量证券的风险，但是实际分布呈尖顶胖尾状，使得方差可能不存在。
The results indicate that the initial deviations of the joint positions match normal probability density function limited in the range of double mean variance.
随机缺陷分析方法中假定结构每个节点的位置偏差符合二倍均方差范围内的正态概率密度函数是可以接受的。
The algorithm mainly controls the size of the smoothing area and the mean variance threshold to select the maximum correlation area containing minimum noise interference.
该算法主要通过控制平滑区域大小和均方差阈值来选择受噪声干扰最小和最大相关区域。
The proposed method analyses local image statistics and then matches the local histograms of two images to be fused by applying mean or mean variance matching normalization functions.
该方法分析了局部影像统计特性，应用均值或均值—方差匹配正态函数，对要融合的两幅影像局部直方图进行匹配。
Populations, random samples. Sample statistics, moments of the sample mean and variance.
母体，随机样本。样本统计， 样本平均数和变异数的动差。
Figure 1: a normal distribution with mean 3 and variance 1.
图1：平均值为3且方差为1的正态分布。
The purpose of this paper is to summary the literatures on tests of portfolio mean-variance efficiency in the framework of classical statistics and Bayesian inference.
评述了应用经典统计学和贝叶斯推断检验资产组合均值方差有效性的文献，提出了这些方法在我国应用-的可能性。
Demonstrate understanding of the concept and properties of a discrete random variable, including calculation and interpretation of the mean and variance.
示范不连续任意的变数观念和财产的理解，包括计算和解释那低劣的和不一致。
This paper introduces the approximate calculation of real number's or of vector parameter positive function's posterior mean, variance and forecasting density in mathematical statistics.
文章介绍了数理统计中实数或向量参数的正函数的后验平均、方差和预测密度的近似计算。
The multiplicative noise and saturation effect in a single-mode laser are investigated and the mean and normalized variance of the steady state laser intensity are calculated.
研究了单模激光中的倍增噪声和饱和效应，导出了定态激光强度的平均值和归一化方差。
The mean and variance of the optimal payoff is determined by both the payoff-risk coefficient of information and the risk aversion parameter, but the risk price is only by the former.
投资者的最优收益的期望值和方差由其对应信息的风险-收益系数和风险厌恶参数共同决定。而市场的风险价格完全由信息的风险-收益系数确定。
First, we standardized the size, variance of gray scale and mean value of gray scale of the motor vehicle plate images.
首先，对机动车号牌图像进行大小、灰度方差、灰度均值的标准化处理。
This paper presents a single factor heteroscedastic model, deduce a method of this heteroscedastic analysis, and presents the estimation of mean and variance in this model.
本文提出了一种单因子异方差模型，导出这种异方差分析方法，并给出了模型中均值与方差的估计。
A standard control chart based on probability integral transform theory is given, which can be used to control process mean and variance efficiently in the low volume manufacturing.
用概率积分变换理论，给出了控制过程均值、过程方差的标准化控制图，适用于小批量生产环境下对过程均值、过程方差的有效控制。
The computing cases show that both the mean discharge process and variance process can be given for the stochastic flow concentration model.
提供的算例表明，对于随机汇流模型，不仅可以给出均值出流过程，而且同时可以给出其方差过程。
According to maximum likelihood theory, it fuses random samples coming from different matrix (same mean different variance) in an effective way, and gains a nwe estimator of matrix mean.
该方法依据极大似然原理将来自不同母体(均值相同、方差不同)的随机样本有效融合，得到新的母体均值估计量。
My results might thus help to reconcile mean-variance approaches to risk-return analysis with other, ex-ante, approaches.
因此，我的结论可以同以前的办法一起帮助均值方差方法与风险-收益分析相一致。
Chapter 2 discusses reinsurance optimization model under mean-variance principle. Aiming at change stop loss reinsurance, it derives optimal conclusions of both individual model and collective model.
第二章讨论了均值方差原理下的再保险最优化模型及其适用条件，针对停止损失再保险，得出个体模型与集合模型下的最优结论。
As an application, we obtain an expression for the mean and variance of the first reaching time t.
作为应用，得到了首达时t的均值和方差的表达式。
We simulate the stochastic cycle time and get its mean and variance.
我们模拟随机的周期时间，得到平均值以及变异数。
The equations are solved by finite difference method and the mean and variance of pressure head are determined from its random expression.
通过摄动方法得到一系列关于水头展开式的偏微分方程，用有限差分法进行求解，获得了压力水头的随机描述，并计算其均值和方差。
Using images' features such as gradient, mean, variance, degree of smoothing and texture characteristics to establish cost function may obtain the best results of target detection.
该方法利用动态规划理论中代价函数的建立过程来充分考虑图像中的灰度、均值、方差、光滑程度和纹理等多种特征，从而使目标检测的结果为最佳。
The analysis can generate descriptive statistics, such as: the mean, variance, standard deviation, range, kurtosis and skewness.
该分析可以生成描述性统计，如：均值，方差，标准差，范围，峰度和偏度。
Some of classical analytical methods about Security market, including stock market have Mean-Variance analytics, APT theory, CAPM model, B-S options pricing model, etc.
对证券市场包括股票市场中的一些经典方法有：均值-方差分析法、APT理论、CAPM模型、B-S期权定价模型等。
For the regions in image where gray value is high or change intensely, local mean value and variance is adopted to control enhancement coefficients.
针对图像中的高灰度区和灰度剧变区，应用图像局部均值和方差自适应调节增强系数。
The paper summarized domestic and international research results in the field of Markowitz s mean-variance model.
本文概述了国内外在马克·维茨均值-方差模型领域的研究成果。
The paper summarized domestic and international research results in the field of Markowitz s mean-variance model.
本文概述了国内外在马克·维茨均值-方差模型领域的研究成果。
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