printf I have my includes, standard IO's; so I can use print F, but then I had this thing called a prototype.

我包含了标准输入输出文件，所以我可以使用，然后我有这个原型。

哈佛公开课 - 计算机科学课程节选

Mac I'm gonna go away from my own Mac and I'm gonna go to the standard environment.

现在我要离开我自己的电脑,去标准环境。

哈佛公开课 - 计算机科学课程节选

According to my calculations it was a twenty-five standard deviation event.

根据我的估算,那次波动偏离均值有25倍标准差之巨

耶鲁公开课 - 金融市场课程节选

Why is this much nice? Well, that's a handy piece of code. Because imagine I've got that now, and I can now store that away in some file name, input dot p y, and import into every one of my procedure functions, pardon me, my files of procedures, because it's a standard way of now giving me the input.

为什么这样很好呢？,这是一段很好用的代码,因为想象下如果我有了这段代码,我能把它用某个文件名保存起来,后缀是。py，导入到所有的处理函数中,抱歉，我的处理文件,因为这是一个标准的输入方法。

麻省理工公开课 - 计算机科学及编程导论课程节选

So, for example, at an annual expected return of 12% if I have a portfolio of stocks, bonds, and oil I can get a standard deviation of something like 8% on my portfolio.

例如，在年预期收益12%的情况下%,我有股票，债券和石油的投资组合,在这个组合里,我的投资组合可以取到8%的标准差。

耶鲁公开课 - 金融市场课程节选

I don't find that my analysis is profound in the final answer, I just took some estimates using my data and, again, we could-- if someone wanted to argue with us they could argue with my estimates of the expected returns of the standard deviations and the covariances, but not with this theory.

我在计算过程中并没有做太深入的分析，我只是用我的数据做了一下大概的估计,我再说一次，我们可以-,如果有人想就这个问题与我们争辩,他们可以争论我对期望收益的估计,或是争论标准差和协方差的估计值，但并不会针对理论本身。

耶鲁公开课 - 金融市场课程节选

Home prices are falling at the highest rate we've ever seen. I have my own index s Case-Shiller indexes the Standard & Poor's Case-Shiller indexes and we announced our indexes yesterday.

房价正在以我们从未见过的速度下跌,我有自己的一个指数,名字叫The，Standard&Poor’,而且昨天我们公布了我们的指数。

耶鲁公开课 - 金融市场课程节选