二、方差的计算(Calculation of variance)1. )(XD =2 2( ) [ ( )]E X E XProof: 由方差的定义及数学期望的性质42( )D X 2{[ ( )] }E X E X })]([)(2{ 22XEXXEXE 2 2( ) 2 ...
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根据湍流的动能和动能耗散率输运方程,建立了折射率起伏方差的计算模型。
Based on turbulent kinetic energy and the rate of turbulent dissipation transport equations, the equation to calculate variance of the refractivity fluctuation is modeled.
根据接触悬挂系统中的接触线振动方程,推导了接触线应力的均值和方差的计算公式。
Vibration equations of contact wires were used to derive the formulae for calculation of mean and standard deviations of stresses.
协变和逆变的区别对于张量的计算尤为重要,这往往会出现混合方差。
The distinction between covariance and contravariance is important for computations with tensors, which often have mixed variance.
In fact, I have it--suppose we have three assets and we want to compute the efficient portfolio frontier, the mean and variance of the portfolio.
事实上,假如我们拥有三种资产,我们想计算有效边界,及投资组合的均值和方差。
They might say my sample period was off, ... but that's what the theory-- ... using my data for the sample period that I computed-- the expected returns and co-variances says one should do.
他们可能说我的采样周期是有问题的,不过我的结果都是靠理论-,我采用自己收集的数据计算出-,预期收益和协方差可以用来指导我们的投资行为。
What we want to do now is compute the mean and variance of the portfolio-- or the mean and standard deviation, since standard deviation is the square root of the variance-- for different combinations of the portfolios.
我们现在要做的是,计算这个投资组合的均值和方差-,或者均值和标准差,因为标准差的平方就等于方差-,这对任何投资组合都是一样的。
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