这个程式会计算 Student t 分布 ( Student t Distribution ) 的概率 P( 0 X x ),其中 X 是 Student t 分布,自由度 Degree of ..
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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 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。
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