This paper explores the application of conditional expectation in solutions to mathematical expectation and best prediction.
条件数学期望是概率论中一个重要概念,本文通过求数学期望的例子和最优预测探讨了它的应用。
In this paper, We give a geometrical definition of conditional expectation. Identity of the definition and other definitions is discussed.
本文给出了条件数学期望的几何定义,证明了该定义与其它定义的一致性。
The description is given for the faithful normal conditional expectation from a hyperfinite factor onto the diagonal of nest algebra of the hyperfinite factor.
给出了超有限因子到其中的套代数的对角上的忠实正常的条件期望的一个刻画,证明了超有限因子中的套代数的中心恰好是纯量构成的。
This article USES data from Shanghai a type stock market and originally measures the conditional expectation of correlation risk and idiosyncratic volatility by DCC-MV GARCH model.
本文采用上海A股市场的月收益率数据,率先使用DCC - MVGARCH模型,刻画了时变的个股间预期条件相关性和个股的预期条件特质波动率。
This paper proposes Latin hypercube sampling combined with variance reduction techniques of conditional expectation and antithetic variates to assess ultimate strength reliability of ship hull girder.
本文将拉丁超立方抽样法与条件期望和对偶变数方差减缩技术组合用于分析船体总纵极限强度可靠性。
This paper proposes Latin hypercube sampling combined with variance reduction techniques of conditional expectation and antithetic variates to assess ultimate strength reliability of ship hull girder.
本文将拉丁超立方抽样法与条件期望和对偶变数方差减缩技术组合用于分析船体总纵极限强度可靠性。
应用推荐