Based on the expectation-variance analysis of portfolio, this paper presented that the degree of the risk of the companies' mergers depended on correlative between the mergers' units.
在资产组合的均值—方差分析的基础上对于公司购并的风险进行了分析，得出了公司购并风险的程度取决于购并元间的相关系数。
Some normalization methods are discussed in detail, including histogram method, expectation-variance method and trend surface analysis.
这里详细介绍了各种测井数据标准化的方法原理，并给出了相应的实例。
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