extreme-value distribution 中文意思是什麼

extreme-value distribution 解釋
極值分佈
  • extreme : adj 1 極端的；過激的 （opp moderate）。2 極限的，非常的。3 盡頭的，末端的。4 〈古語〉最後的，臨終...
  • value : n 1 價值；重要性；益處。2 估價，評價。3 價格，所值；交換力。4 （郵票的）面值。5 等值；值得花的代...
  • distribution : n 1 分配，分發，配給；分配裝置[系統]；配給品；配給量；【經濟學】配給方法，配給過程；分紅；【法律...
  1. By means of statistical inference as well as hypothesis test method, it is determined that the variables of compressive stress and shearing stress are of extreme - value distribution and that the variables of frictional coefficient and cohesion coefficient are of logarithmic normal distribution

    應用統計推理和假設檢驗方法分析得知，壓應力與切應力隨機變量呈極值型分佈，摩擦系數與粘結力系數隨機變量呈對數正態分佈。
  2. Asymptotic distribution ; consistency ; extreme - value index

    漸近分佈相合性極值指數
  3. It is proposed that a new estimator of the extreme - value index when it is negative that is similar in form to the pickands estimator. its consistency and asymptotic distribution is established

    提出一類極值指數為負時的相似於pickand s型的新的極值指數估計量，並建立它的相合性及漸近分佈。
  4. Indoor radon distribution in switzerland : lognormality and extreme value theory

    瑞士室內氡氣分佈：對數常態及極端值理論。
  5. Similar to the famous von - mise condition on the extreme value theory of 1 - max style, the judge condition that absolutely continuous distribution function is in the domain of attraction of p - max style distribution function is given. at the same time, the error inequality between samples and true values is obtained, and almost sure convergence theorems on the extreme value theory of p - max style are also given

    類似於l - max型極值理論中著名的von - mise條件，本文給出了絕對連續分佈函數f落在p - max型極值分佈函數的吸收域中的判斷條件，給出了樣本與真值的誤差不等式，並給出了關于p - max型極值理論的幾乎處處收斂定理。
  6. According to the theory that the probabilistic distribution of seismic intensity fits extreme value type hi, a method to confirm seismic power that is pertinent to the period of expectant use is discussed. at the same time, the way to deal with seismic details is given by introducing system coefficient and coefficient factor. in summary, this paper provides engineers a seismic design method that is pertinent to the period of the building ' s expectant use

    根據地震烈度的概率分佈符合極值型的理論，探討了在相同概率保證下，不同設計使用年限與設計基準期之間地震作用的關系以及不同設計使用年限與設計基準期之間抗震構造的關系，引入了對應于設計使用年限的地震作用調整系數和抗震構造折減系數及其體系影響系數和局部影響系數，發現了現行抗震鑒定標準所採用的設計使用年限。
  7. Because evt mainly studies extreme value and models the tail of distribution financial return, it can effectively forecasts and guards against the financial risk on the condition of lacking of sample data. more and more people recognize the great potentials of evt dealing with the risk of extreme event. especially evt can be used in application to value at risk due to modeling the tail of distribution

    極值理論主要以極值為研究對象，它注重模擬收益分佈的尾部，比較有效地解決了在缺少樣本的客觀條件下如何預測和防範金融風險的問題，因此，越來越多的人認識到極值理論在極端事件風險管理中的巨大潛力，特別指出的是極值理論是一種模擬收益分佈尾部的理論，所以可以應用於風險價值的測量。
  8. Along with a price limit and capital requirement, the existence of a margin decrease the likelihood of a customer defaulting, a broker going bankrupt and systemic instability of the futures market. this paper applies sub - theories of generalized pareto distribution inherited from extreme value theory to examine the margin policy for price extremal movements

    本文運用極值理論的廣義帕累托分佈（ gpd ） ，對以上證180指數和深證100指數為標的的股指期貨保證金進行了研究，並且將之與正態分佈假設下的保證金水平進行比較。
  9. A property for bivariate extreme value distribution

    二元極值分佈的一個性質
  10. Function ; domain of the extreme value distribution ; von. mises condition

    變化函數極值分佈吸引場von . mises條件
  11. Concomitant of order statistics ; extreme - value distribution laws ; weak convergence of distribution

    伴隨次序統計量極值分佈律型分佈函數弱收斂
  12. Statistical interpretation of data - detection and handling of outlying observations in the sample of type i extreme value distribution

    數據的統計處理和解釋i型極值分佈樣本異常值的判斷和處理
  13. Furthermore, the equivalent judge condition between almost sure convergence and convergence in distribution of the extreme value distribution of 1 - max style is, in this thesis, given in the case of independedt nonidentical distribution

    此外，本文還給出了獨立不同分佈情況下l - max型極值分佈幾乎處處收斂和依分佈收斂等價的判斷條件。
  14. Some properties of the generalized pareto distribution are discussed. then gp model is used to analyze the returns to shanghai stock index, shenzhen stock index and the stock prices of two specific companies. a quantitative indicator of extreme changes in stock index and stock price is mentioned. the estimation of value - at - risk is also discussed

    討論了gp分佈模型的某些性質，利用此模型對上證指數深證指數和2家公司股票價格的收益率進行分析，給出股票指數和價格極值波動程度的量化指標和風險值var的估計值。 。
  15. Operational risk measurement models, such as basic indicator approach, standardized approach, internal measurement approach, loss distribution approach and extreme value theory etc, all have some shortcomings

    摘要操作風險計量模型有基本指標法、標準法、內部衡量法、損失分佈法、極端值模型等，各種模型都存在一定的缺陷。
  16. So it can avoid risk of model and computer rightly the var of extreme event. this article presents the theory of extreme value and character of tail of distribution and gives the example of var with index of shanghai stock market by evt, then compares the var result of different computation methods and concludes that traditional var method is static state model and var with evt is dynamic conservative model and has the ability of forecasting risk out of sample comparing to historical simulation method

    本文系統地闡述了極值理論和極值分佈特徵，以上證指數為例，將極值理論應用於風險價值的計算，並將應用結果與傳統var方法計算的結果進行了比較分析，最後得出結論：傳統的var計算模型是靜態的模型，應用極值理論計算var的模型是動態的、相對保守的模型；與歷史模擬法相比較，極值理論具有超越樣本的預測能力。
  17. On the one hand, intra - annual distribution of runoff is extremely uneven with high concentration degree ; while on the other, the variation coefficient and annual extreme value little with weak increase tendency of annual changes of runoff volume but it is relative stable

    分析結果表明：奎屯河流域徑流補給具有地帶性和多樣性特點，補給來源主要以冰川融水和雨水補給為主；年內分配極不均勻，集中程度高；年際變化相對穩定，變幅小，多年呈微弱增加趨勢。
  18. Based on the approach of turning some of the relevant extreme - value - type and logarithmic normal distribution variables into independent and normal random variables, the shear - slipping failure probability of a high arch dam is worked out to be of the order of magnitude of 10 ^ ( - 5 ) by means of second - order moment method

    在將部分相關的極值型與對數正態分佈隨機變量轉換為獨立、正態隨機變量的基礎上，利用二階矩法計算得到某高拱壩的剪滑失效概率為10 ^ （ - 5 ）量級。
  19. In the term of extreme value theory, especially, extreme distribution - ii, the 4th chapter amends power law regulation, which makes up parametric estimating problem of extreme value method. as these results, a new method to estimate var, based on laplace & extreme value - ii distribution is put forward

    論文第四章，通過研究極值ii型分佈，從順序統計量的角度出發，研究極值分佈的尾部展開的一些性質，提出了一種估計極值分佈參數的方法，完善了極值理論的參數估計問題，結合實際應用提出了laplace極值混合分佈和一種估計var的新方法。
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