一.t分布(t-distribution) (一)u分布 我们已经熟知的正态分布(normal distribution)是数理统计中的一种重要的理论分布,是许多统计方法的理论基础。
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Multivariate T distribution 多元T分布 ; 多元T散布
t distribution 分布 ; t分布
t-distribution t 分布 ; 漫衍
joint t distribution 联合分布
the skew-t distribution 偏态t分布
non-central t-distribution 非中心t分布
N →see Student's t
The results show that EGARCH is the best model for forecasting long-term volatility. Furthermore, using EGARCH with the Student t-distribution gives better results than with a normal distribution.
实证分析结果表明:EGARCH模型比较适合对我国股票市场波动性作长期预测,若假设收益序列服从t分布,由此改进的EGARCH-T模型会得到比正态分布下更好的拟合与预测效果。
The included file, Distribution.php, contains methods that generate sampling-distribution statistics for several commonly used sampling distributions (Student t, Fisher f, Chi Square).
所包含的文件Distribution . php包含了为几个常用的抽样分布(t分布、f分布和X平方分布)生成抽样分布统计信息的方法。
The calculating method given in this paper USES only the second order distribution of the random process, not involving the simultaneous distribution of X (t) and X (t).
本文介绍的一种计算方法只用到随机过程的二阶分布而不涉及(t)与x (t)的联合分布。
It could be that a random distribution-- I don't have colored chalk here I don't think, so I will use a dash line to represent the fat-tailed distribution.
这是一个随机分布,这里没有彩色粉笔,我就用虚线,来表示长尾分布
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