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置信水平

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Based on the relationship between the risk-aversion coefficient and the confidence level in VaR, liquidity-adjusted VaR at any confidence level was obtained.

由于投资者风险偏好系数和VaR下的置信概率水平具有一一对应关系,可以通过最优路径集下执行成本的期望和标准差组合曲线来获得不同置信概率下,经过流动性调整后的VaR。

The regression coefficient inthe model of time series and environment variable is 0.93,and the confidence level is above 99%.

包含时间序列和环境变量的渔获量模型的回归系数为0.93,其置信水平达到99%以上。

Regression equation of factor indices with more than 99% of the confidence level and ideal coincidence was established.

建立了置信水平》99%、吻合性好的因素指标回归方程。

This paper respectively researched the appraisal methods of quantified reserve for bad debts and capital at risk for credit risk, market risk and operating risk after determining a confidence level.

本文分别研究了确定一定的置信水平α后,对信用风险、市场风险和操作风险的量化和损失准备金、风险资本的估计方法。

It is shown through the living example analysis that, with the Complex Sequential Sampling Decision Technique, the sampling cost may be cut down by a big margin for the same bio-population under the conditions of given degrees of accuracy and confidence.

实例分析表明:对于同一种生物种群,在一定的精度和置信水平要求下,复序贯抽样决策方法可以大幅度地节约抽样成本。

Besides, we can also determine the share of the every piece of stock. Finally, we give out the comparing analysis for the frontier we have got, breadthwise and lengthways: frontiers with different dealing costs and confidence levels; frontiers based on different risk measurement.

同时,本文还对所得到的有效前沿进行了比较分析:一方面是横向的,当预先设定参数改变时(如交易成本k、置信水平α)的不同有效前沿的比较;另一方面是纵向的,比较了基于不同风险度量的优化模型的比较前沿。

The yield of 〓-methoxyl or m-nitrocinnamic acids obtained from methoxycarbonylmethylenephosphonates and corresponding substituted benzaldehydes in the presence of is 11% or 13% higher than that obtained from those reactions without catalyst.

〓 [注:表中ρ、〓和C为式(2-5)中的相应系数和常数;γ为相关系数,F为F比值,〓为相应系数ρ、〓和C的偏差,〓和〓为相应系数的T检验,CL为置信水平,n为相关点数。表听数据系使用BJORK'S(1967)程序于Z-80计算机上计算结果。]

The formulas being statistically different at a 90% confidence level are connected by asterisks in Fig.

公式是不同的统计 90 %置信水平连接的星图。

It was shown that corrossion fatigue properties for thespecimens with cold-expansion holes are batter than that for specimens with reamed holes.

由试验结果的统计处理知,95%置信水平下冷胀孔在3.5%NaCl溶液中的平均疲劳寿命比常规制孔的提高2.36倍到4.16倍。

Experimental results disclosed that the upper limit on the photon mass was 1.2×10-51g, and this figure, collected by Particle Data Group in 2004, has improved almost 20-fold compared with that of the static torsion balance experiment.

该数值不仅将国际上扭秤静态实验结果提高了约20倍,而且调制的实验方法还有效地克服了扭秤静态实验中实验结果对宇宙磁场矢势与地球自转轴之间夹角的依赖关系,并且极大地抑制了各种周日背景干扰的影响,提高实验的置信水平,该实验结果于2004年被国际粒子物理数据组收录。

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推荐网络例句

This one mode pays close attention to network credence foundation of the businessman very much.

这一模式非常关注商人的网络信用基础。

Cell morphology of bacterial ghost of Pasteurella multocida was observed by scanning electron microscopy and inactivation ratio was estimated by CFU analysi.

扫描电镜观察多杀性巴氏杆菌细菌幽灵和菌落形成单位评价遗传灭活率。

There is no differences of cell proliferation vitality between labeled and unlabeled NSCs.

双标记神经干细胞的增殖、分化活力与未标记神经干细胞相比无改变。