分位数(Quantile),亦称分位点,是指将一个随机变量的概率分布范围分为几个等份的数值点,常用的有中位数(即二分位数)、四分位数、百分位数等。
misc. fractile quantile
分位数 [计] Quantile ; fractile ; Percentile ; Quantiles report
百分位数 [数] [统计] percentile ; prctile ; Percentile Values ; p-th percentile
四分位数 Third Quartile ; Quartitles
第一四分位数 [数] First quartile ; lower quartile
十分位数 [统计] decile ; tenpercentile ; Decadal Point
上四分位数 [数] upper quartile
百分位数法 method of percentiles ; Percentile method
下四分位数 lower quartile
第三四分位数 Upper quartile
样本四分位数 [数] sample quartile
This chapter states caculation method of numerical VaR, parameter VaR and quantile and so on.
本章阐述了数值VaR、参数VaR和分位数等计算方法。
参考来源 - 信用风险理论、模型及应用研究·2,447,543篇论文数据,部分数据来源于NoteExpress
包含频率和分位数统计信息的runstats。
它是上四分位数与下四分位数之间的差异。
只需要指定RUNSTATS命令的频率值和分位数。
You can specify the number of frequent values and quantiles on the RUNSTATS command.
Small-cap stocks are tougher to price than large-cap stocks, so there's a 4.7% differential, first to third quartile.
小盘股比大盘股更难定价,第一和第三个四分位数的差距有4.7%
Of course, in the venture capital world, the least efficiently priced of all, there's a 43.2% differential between the top quartile and the bottom quartile.
当然在最无法有效定价的风险投资领域,第一和第三个四分位数之间的差距,可以达到43.2%
Then as you move out to the equity markets where it's harder to price things as efficiently--large-cap stocks -there are two-fold percentage points,first to third quartile.
如果你转而观察,难以有效定价的市场,比如大盘股,第一和第三个四分位数相差2个百分点
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