The maximum likelihood estimators(MLE) of means and standard deviations and the asymptotic distribution of likelihood ratio statistic are given.
根据截尾均值、平尾均值的定义和截尾正态分布,本文得到了这两种均值都是最或然估计量。
The maximum likelihood estimators(MLE) of means and standard deviations, and the asymptotic distribution of likelihood ratio statistic were given.
给出了正态总体均值和标准差的最大似然估计(M LE),似然比检验统计量及其渐近分布等结果。
The way you would go about it, if you're a portfolio manager, is you have to come up with estimates of the inputs to these formulas-- that means the expected returns, the standard deviations, and the covariances.
你所要做的,如果你是一个资产经理,你要做的事情就是,对公式里面的一些参数进行估计-,那些参数包括预期收益,标准差,和协方差。
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