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General Finance
Industry: Financial services
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General Finance
正態分佈
Financial services; General Finance
眾所周知的鈴形曲線。據中心極限定理,獨立的大量的概率密度函數具有相同的分散式的亂數字,將接近正常分佈。分佈的分形族,正態分佈只存在 alpha 等於 2,或赫斯特指數等於 0.50 時。因此,正態分佈 是一種特殊情況的時間序列分析中是罕見的。請參閱 : Alpha,中心極限定理,分形分佈。 ...
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