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Some Research About Record Value Of The Bernoulli Random Variables Summation

Posted on:2010-01-24Degree:MasterType:Thesis
Country:ChinaCandidate:Y MiaoFull Text:PDF
GTID:2230330395957534Subject:Probability theory and mathematical statistics
Abstract/Summary:PDF Full Text Request
Record the value of statistics in recent years, academic research is a hot topic in the theory and application of great significance. In theory, such as records of the value of the occurrence interval of the limit theorem, Weibull distribution of record values and progressive sequence of part of normality, Burr distribution and Frechet sequence part of the distribution of record values and progressive, such as normality. Its application in life there are many, such as the largest magnitude earthquake aftershocks, sports results, stock index.This article first introduces the literature on the records of the value of the main conclusions of the study, in the case of continuous distribution of the recording time, record values, k-order record values, k-order distribution function of recording time, the joint distribution function and generating function, such as the results. Discrete random variables and record the value of research is the record of the value of an important part of the problem.This article mainly discuss the latter part of the discrete type-that is, Bernoulli-type random variables and the distribution of the recording time, Bernoulli-type random variables, and the records show the distribution of Fu and08.11.10-09.4.24Shanghai stock index daily closing price as an example, for the purpose of calculating tools in matlab, application Bernoulli random variables and the distribution of the recording time Change the value of its daily analysis, followed by two upper and lower values rounded way to find the relative comparison is more rounded and realistic way-the next round. In order to study with the indexes commonly used in time series analysis methods, Eviews software through polynomial fitting10, but the larger the forecast error, this article records the results show that the accuracy of higher values.
Keywords/Search Tags:record values recording time, recording of Fu said, and the Bernoulli-type randomvariables
PDF Full Text Request
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