金融学中我们常假设随机变量,例如收益率,是服从正态分布的
We often assume in finance that random variables, such as returns,are normally distributed.
我们研究股票市场价格时，通常认为股票价格模型服从布朗运动，即对数收益率是正态分布的。
When we study stock market, we usually think that the model of stock price obeys Brownian movement, which log-return characterize normal distribution.
这样，知道模型的渗透率对数正态分布概率50%处渗透率和变异系数，就可以建立起确切的渗透率平面模型。
Thus, when the permeability of 50% probability and the coefficient of variation for lognormal distribution are known, one can establish a definite numerical model of permeability plane distribution.
研究结果显示沪市和深市的日市场换手率不服从正态分布并且存在着自相关性和ARCH效应；
The results show that the daily turnover of the Shanghai and Shenzhen stock markets does not conform to a normal distribution with autocorrelation and ARCH effects in the daily market turnover.
通过早S连续两个世代花粉染黑率的观测，证实群体育性呈正态分布。
Pollen fertility was observed in two successive selfing generations on a two-line sterility line, Zao S, which proved that the pollen fertility in the population showed a normal distribution.
人民币汇率收益率波动有集群性效应，不符合正态分布，有尖峰厚尾的特点。
The return of RMB exchange rate has a characteristic of fluctuation clustering, does not comply with the normal distribution and has an obvious peak and fat tails.
然而对实际市场数据的经验统计结果表明，多数股票的对数收益率并不服从正态分布。
But Statistics result of actual market indicate most log-return of stock disobey normal distribution.
然而对实际市场数据的经验统计结果表明，多数股票的对数收益率并不服从正态分布。
But Statistics result of actual market indicate most log-return of stock disobey normal distribution.
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