Normally distributed data assumes that about 68% of the values in the sample are within 1 standard deviation of the mean.
正态分布数据认为,样本中约68%的数值分布在距离平均值为1的标准偏差之内。
So how do these outliers and dispersion affect the values of the mean and standard deviation?
那么这些异常值和分散度是怎么影响度量值和标准偏差的呢?
There is no doubt that both the mean and standard deviation are effected by the presence of outliers, while the median and IQR are much less impacted.
几乎不用怀疑平均值和标准偏差会收到异常值存在的影响,而中间值和IQR所受到的影响则较小。
And then I could also do a Gaussian one here, with the mean of and the standard deviation of volatility divided by 2.
然后我在这里再写一个高斯分布的函数,它的浮动值的平均值和,标准偏差值都除了2。
What we want to do now is compute the mean and variance of the portfolio-- or the mean and standard deviation, since standard deviation is the square root of the variance-- for different combinations of the portfolios.
我们现在要做的是,计算这个投资组合的均值和方差-,或者均值和标准差,因为标准差的平方就等于方差-,这对任何投资组合都是一样的。
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