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Extreme value distributions of mixing two sequences with different MDA's 被引量:2
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作者 蒋岳祥 《Journal of Zhejiang University Science》 CSCD 2004年第5期509-517,共9页
Suppose {Xi, i≥l } and {Yi, i≥l } are two independent sequences with distribution functions Fx(x) and Fr(x), respectively. Zi,n is the combination of Xi and Y1 with a probability pn for each i with 1≤i≤<_n. The... Suppose {Xi, i≥l } and {Yi, i≥l } are two independent sequences with distribution functions Fx(x) and Fr(x), respectively. Zi,n is the combination of Xi and Y1 with a probability pn for each i with 1≤i≤<_n. The extreme value distribution Gz(x) of this particular triangular array of the i.i.d, random variables Z1,n, Z2.n ,..., Zn.n is discussed. We found a new form of the extreme value distribution A^A(px)A(x)(0<p<1), which is not max-stable. It occurs if Fx(x) and Fr(x) belong to the same MDA(A). Gz(x) does not exist as mixture forms of the different types of extreme value distributions. 展开更多
关键词 极值分配 序列混合 MDA 混合分配方程 随机变量 最小化引力范围
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Empirical study on mutual fund objective classification 被引量:1
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作者 金雪军 杨晓兰 《Journal of Zhejiang University Science》 CSCD 2004年第5期533-538,共6页
Mutual funds are usually classified on the basis of their objectives. If the activities of mutual funds are consistent with their stated objectives, investors may look at the latter as signals of their risks and incom... Mutual funds are usually classified on the basis of their objectives. If the activities of mutual funds are consistent with their stated objectives, investors may look at the latter as signals of their risks and incomes. This work analyzes mutual fund objective classification in China by statistical methods of distance analysis and discriminant analysis; and examines whether the stated investment objectives of mutual funds adequately represent their attributes to investors. That is, if mutual funds adhere to their stated objectives, attributes must be heterogeneous between investment objective groups and homogeneous within them. Our conclusion is to some degree, the group of optimized exponential funds is heterogeneous to other groups. As a whole, there exist no significant differences between different objective groups; and 50% of mutual funds are not consistent with their objective groups. 展开更多
关键词 距离分析 判别式分析 融资 定期投资 风险 统计学
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What is the mission of social science in China?——a synthetic point of view from science with humanity concerns
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作者 汪丁丁 《Journal of Zhejiang University Science》 CSCD 2002年第1期125-130,共6页
关键词 中国 社会科学 研究重点 纳什均衡 社会转型
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A Statistical Analysis on the Effects of Infrastructure on Rural Economic Development
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作者 JuQingjiang YangHaiyan 《Ecological Economy》 2005年第1期73-76,共4页
Based on statistical analysis,this paper states that four types of rural infrastructure as roads,electricity, communications,and education have statistically significant effects on agricultural production,nonagricultu... Based on statistical analysis,this paper states that four types of rural infrastructure as roads,electricity, communications,and education have statistically significant effects on agricultural production,nonagricultural production,and farmers’income in China.However,the specifics and the degrees of these influences are different. Therefore, different policies have to be implemented respectively to make full use ofthe limited funds in China. Meanwhile, the maturity level of rural infrastructure as with rural economic development has regional discrepancy. The levels of maturity decrease from east to west.It is urgent that the current weak situation of the ruralinfrastruc- ture in western China needs to be improved. 展开更多
关键词 农村经济 中国 农村基础设施 统计分析 农民收入 农产品质量 农业产业化
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