So first, I choose a volatility randomly, from some distribution of possible volatilities 2 from to, in this case, 0.2.
来决定的一个值,所以首先我先随机选择一个浮动值,从可能的浮动值中的分布进行选择,在这个例子中就是0。
And then I could also do a Gaussian one here, with the mean of and the standard deviation of volatility divided by 2.
然后我在这里再写一个高斯分布的函数,它的浮动值的平均值和,标准偏差值都除了2。
This refers to random variables that have fat-tailed distributions-- random variables that occasionally give you really big outcomes.
这就表示,服从长尾分布的随机变量,这些数据出现极端值的概率比较大
With a different volatility for the stocks because that was also selected randomly, plus some market bias.
或者均匀分布的一个随机值,因为数值选择上的随机性,再加上市场偏好。
That's different when you have continuous values-- you don't have P because it's always zero.
和离散型随机变量的分布不同的是,连续型随机变量的分布中,某一点的概率值始终是零
Or it could be uniform, where every value was equally probable.
还有均匀分布,每个值都有相同的可能性。
To actually apply this it helps to go to something called the normal approximation to the binomial, because it's kind of difficult to compute this formula.
在实际应用这些公式的时候,需要运用二项分布的正态近似定理,因为二项分布公式的值很难计算
And then I'll create this function, d1 this distribution d 1, which will, whenever I call it, give me a random, a uniformly selected value between minus and plus volatility.
然后我会创建这个函数,这个概率分布,每次我调用这个函数的时候,他会给我返回一个随机的,按照均匀分布,从正负浮动值之间选择的值。
I'll draw something from the distribution, so this is interesting, distribution I'm now calling self dot distribution, and remember this will be different for each stock.
我会从分布中读取一个值,这就是有趣的部分,我现在会调用self。,请记住每只股票都是不一样的。
Then, if n = 100--now I'm going to label this x differently, I'm now going to show the normal bell-shaped curve and I'm going to do this from 0 to .4.
如果n=100,现在我得重新标x值,我现在要画正态分布的钟形曲线了,在这儿用0到0.4
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