assumed mean 中文意思是什麼

In the eme model, the electron energy balance equation is taken into account and the transport coefficients are assumed to be the functions of the electron mean energy. in this paper, a software is programmed to simulate the discharge process of plasma display cell of coplanar - electrode type, the matrix - electrode type and the novel shadow - mask pdp according to the gas discharge mechanism and fluid simulation theory. the simulation results show that both lfa model and eme model can be used to investigate the discharge characteristics of the cell, but the eme model is preferred for its better coincidence with theories and experiments

在本文中，分別使用本地場近似的lfa （ localfieldapproximation ）流體模型和假設碰撞反應系數、傳輸系數和電子的平均能量相關的eme （ electronmeanenergy ）流體模型對pdp放電過程進行模擬，比較分析模擬結果，得出eme模型和lfa模型對放電的繁流、起輝放電、熄滅等過程的描述的基本趨向是大致相同的，而從模擬工作電壓與實際電壓的接近程度和放電效率角度比較， eme模型的模擬結果跟理論和實驗結果更為相符。

When the radar is narrow band, radar target is studies as a point target. target and clutter are modeled as having a zero - mean complex gaussian probability density function ( pdf ). target is assumed as slowly - fluctuant

窄帶條件下，雷達目標可以看作是一個點目標，假設目標和雜波都服從零均值的復高斯分佈，目標為慢起伏。

Then, this paper empirically tested the validation and predictive accuracy of different var risk management model in the domestic financial market. finally, with the analysis of modem financial risk management development trend and the current domestic financial risk management situation, this paper made a prospect for the application of this model in the construction of domestic financial risk management system. through the analysis, the main conclusions are as follows : ( l ) the traditional mean - variance model is the special example of the portfolio selection based on the var risk management model for the case that the returns of the portfolio are assumed to be normally distributed ; compared with the mean - variance model, the var risk management model is more comprehensive and accurate in the measurement of the portfolio risk, so based on the var model, the investors can allocate the asset more effectively. ( 2 ) the var risk management model can provide the timely and comprehensive risk information for the top risk manager, so it is very helpful to the improvement of total risk management efficiency. ( 3 ) based on the var model, the raroc performance valuation approach can reflect the real performance of the portfolio manager and provide the coherent standard for the allocation of risk limitation and the construction of the incentive compatibility constraint mechanism in the financial instiutions

通過研究分析，本文主要得出如下結論： （ 1 ）傳統的markowitz均值? ?方差模型僅僅是在資產組合收益率正態分佈假設條件下基於var風險管理模型進行資產組合選擇的特例，與均值? ?方差模型中的方差風險度量方法相比， var風險管理模型能夠更全面、更貼切地衡量資產組合的風險，且基於此模型能夠更有效地進行資產配置決策； （ 2 ） var風險管理模型能夠滿足更高層次風險管理者對風險信息的需求，有助於整體風險管理效率的提高； （ 3 ）基於var風險管理模型的raroc績效評價能夠反映資產組合管理人的真實業績，從而為金融機構風險限額的分配和激勵約束機制的制定提供統一的標準； （ 4 ）國內證券市場資產組合收益率服從正態分佈的假設明顯不成立，實證檢驗表明基於資產組合收益率正態分佈假設條件下的方差? ?協方差模型對國內資產組合風險的預測存在較大的偏差，由於文中證明在收益率正態分佈假設條件下基於方差? ?協方差模型進行資產組合選擇的結果等價于markowitz的均值? ?方差模型，因此，均值? ?方差模型對國內資產組合風險的預測同樣會存在著較大的偏差，而半參數var風險管理模型則能夠取得較好的預測衡量效果； （ 5 ） var風險管理模型符合未來金融風險管理的發展趨勢，基於var風險管理模型建立內容提要風險限額內控體系、風險信息披露體系和業績評價體系，並進行金融監管，將有助於國內金融機構內部風險管理方法和外部監管技術跟上國際金融風險管理的發展潮流。

There have been a fair amount of previous works on the standard lotka - volterra type prey - predator model ( see [ 1 ] - [ 3 ] ), in which the mean predation rate was also assumed to be dependent on the density of the prey

對于這方面的研究，已經取得了很多令人振奮的結果。比如說，對于標準的lotka - volterra型捕食被捕食模型（參見[ 1 ] [ 3 ] ） ，在這些模型中考慮的平均捕食率一般基於食餌種群的密度。

Consequently, although the initial part of the unloading stress - strain curve might be approximately linear, this did not mean that the system response was elastic, as frequently assumed in continuum theories

因此，盡管在卸載應力應變曲線的初始段約為線性，但這並不意味著顆粒系統的響應如傳統連續力學中假定的那樣為彈性。

The six sigma black belt should know that different techniques are required for analysis depending on whether a given measure ( e. g., the mean ) is assumed known or estimated from a sample

譯文：六西格瑪黑帶應該了解，一個給定的測量指標（例如，平均值）的值是假定已知的，還是由樣本估計而來的，在分析時需要不同的分析方法。