CVaR is a new tool for credit risk measurement and optimization, which provides the tail information of loss and is favorable to keeping away the extreme finance risk with very little probability.
条件受险价值是一种能够反映损失分布尾部信息，从而有利于防范小概率极端金融风险的风险度量和优化工具。
The probability models for all types of possible faults can be built up and calculated to get an index of information loss and finally a fast algorithm is developed to calculate the index.
文中还研究了通过信息损失来计算故障诊断解空间的概率分布方法，并针对大规模系统给出了近似解空间概率分布的求解方法。
The probability models for all types of possible faults can be built up and calculated to get an index of information loss and finally a fast algorithm is developed to calculate the index.
文中还研究了通过信息损失来计算故障诊断解空间的概率分布方法，并针对大规模系统给出了近似解空间概率分布的求解方法。
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