查询词典 t distribution

Assuming that innovation follows the conditional t distribution and conditional Generalized Error Distribution.

假设新息服从t分布和广义误差分布两种条件分布。

The empirical results show that the FIGARCH model based on the skew student-t distribution is better than other distribution on the assumption in estimating the value of the dynamic Var, because it is better to reflect the risk of actual rate of return and it is proved to be better to choose the skew t-distribution model through the Pearson test.

实证结果表明，基于偏态t分布下的FIGARCH模型测算的动态Var值克服了其他分布假设上的不足，能够较好的反映金融收益率的实际风险，最后在该分布下的Pearson吻合度检验也证实了模型分布选择的正确性。

After we got the estimated parameters of the model through the analysis of the normal distribution,the student-t distribution, the generalized error distribution and the skew student-t distribution, we calculated the dynamic Var and the test failure rate.

在分析正态分布、学生t分布、广义误差分布下和偏态t分布的基础上估计模型参数，得出了动态Var，并进行了失败率检验。

The results of research show GED can display features-tailed more exactly than student's t distribution and gauss normalized distribution. Meanwhile, two models of EGARCH and PARCH are better than others GARCH model.

实证分析结果表明，与正态分布和t分布相比，GED分布能较好的反映股市收益率回报序列的厚尾特征，同时使用GARCH类模型预测VaR值时，EGARCH和PARCH模型要优于其他模型。

This paper examines whether or not stock return responds asymmetrically to monetary policy shocks. We use over-night rate volatility to measure monetary policy and apply Component-GARCH-Constant Jump and ARJI-Trend model to capture expected and unexpected effects of government's monetary policy on the stock return in American, Canada, Japan, and Britain. Considering the non-normality features of these assets returns, this paper use skewed student t distribution to estimate the relationship between the permanent and transitory components of the conditional variance and the frequency and intensity of jump of stock return.

本文探讨货币政策对於股市报酬之影响，选取货币政策代理变数－金融业隔夜拆款利率在分别采用Component-GARCH-Constant Jump与ARJI-Trend模型，并同时考量报酬率呈现非常态之特性，因此采用偏态t分配(skewed student t-distribution)进行估计条件变异数的恒常与移转部份及跳跃机率与跳跃频率，以捕捉政府实施预期及非预期的货币政策对股市报酬的影响，分析在预期及非预期的货币政策冲击下对股市的影响是否存在不同之效果。

In the empirical analysis part, statistical descriptions on the sample funds are made firstly, which show that the actual distribution of each sample fund"s daily net value return possesses the characteristic of leptokurtosis. So it is necessary to add student T distribution and GED to capture such leptokurtosis characteristic other than normal distribution. Secondly, ARCH test shows that there exists volatility clustering in each sample fund"s daily net value return, so GARCH related models should be used to describe such volatility clustering characteristic.

实证分析部分首先对样本基金进行统计描述，得出其收益序列均存在尖峰厚尾特征，不服从正态分布，因此有必要在下面的VaR计算中加入T分布和GED分布来捕捉这种尖峰厚尾特征；并且经ARCH检验后得出收益序列存在明显的波动聚集性的特征，因此可以选择GARCH类模型来描述这种特性，经过模型筛选，得出最适合我国开放式股票型基金的收益波动性模型为GARCH(1，1)模型。

Each t statistic has a t distribution, and each F statistic has an F distribution.

此时t统计量服从t分布，而F统计量服从F分布。

In part two, the empirical results indicate that the predictive ability of SGT is much better than GT、ST、t and Normal distribution. SGT can correct not only fat-tailed property, but also defects the low kurtosis of GT and t distribution. For the volatility of asset return setting, the assumption of volatility of assets price is more appropriate than Normal and asymmetric distribution which was often used.

第二部分以实证结果显示偏态一般化t分配的配适能力较一般化t分配、偏态t分配、对称t分配和常态分配为佳，亦即当金融资产报酬率存在高峰态与厚尾现象时，偏态一般化t分配不仅可以解决常态分配所无法捕捉到的厚尾现象，亦可修正一般化t分配与对称t分配无偏态的缺点，对於资产报酬率波动性之设定，比过去常使用的常态分配与对称的分配更为适当。

In the article we at first discuss the kind of stock log-return distribution. We find that 7 kinds function can describe stock log-return form their works: Gausses of normal distribution, Levy distribution, t distribution, spike attitude distribution, random fluctuating model, ARCH-GARCH model, divide shape Brownian movement .

本文首先讨论了股票收益分布的种类，作者对前人的工作综合发现目前描述股票收益的函数大概有七种：高斯正态分布、利维稳定分布、t标度分布、尖峰态分布、随机波动率模型、ARCH—GARCH模型、分形布朗运动，我们分别对这七种函数进行了简要的介绍。

But when a rectangular continuous data set appears to have a longer tailed than normal distribution or it contains some values that are influential on statistical inference with normal distribution, the multivariate t distribution becomes useful for multiple imputations as an alternative to the multivariate normal distribution.

在多重插补法的基础上，当一个矩形连续数据集看起来有一个比正态分布还长的尾巴，或者是它包含了一些对正态分布的统计推断有影响的数据，多元t分布作为多元正态分布的替代分布，对于多重插补来说变的很有用了。

However, as the name（read－only memory）implies, CD disks cannot be written onorchanged in any way.

然而，正如其名字所指出的那样，CD盘不能写，也不能用任何方式改变其内容。

Galvanizes steel pallet is mainly export which suits standard packing of European Union, the North America. galvanizes steel pallet is suitable to heavy rack. Pallet surface can design plate type, corrugated and the gap form, satisfies the different requirements.

镀锌钢托盘多用于出口，替代木托盘，免薰蒸，符合欧盟、北美各国对出口货物包装材料的法令要求；喷涂钢托盘适用于重载上货架之用，托盘表面根据需要制作成平板状、波纹状及间隔形式，满足不同的使用要求。