stochastic variable meaning in Chinese
随机变量
随机变数
Examples
- According to the problem that the recovery rate is traditional treated as a constant or an independent stochastic variable by the classical credit risk pricing and management model , and problem that the negative correlation between the default probability and recovery rate is always neglected , this dissertation gets the exponential and logarithm regression models of default probablilty and recovery rate based on some empirical researches , and improves on several broadly applied credit risk models , such as structural hazard rate model , affine structure model , convertible bond pricing model and credit metrics model , and introduce the negative correlation between
针对传统的信用风险定价模型及信用风险管理模型将违约回收率看成是一个外生的常数或是一个独立的随机变量,而忽略回收率和违约概率之间的负相关性这一问题,本文应用相关实证研究得到了违约概率和回收率的指数和对数回归模型,并对应用非常广泛的结构化风险率模型、仿射结构模型、可转换债券定价模型和creditmetrics模型进行了改进和拓展,在新模型中应用指数和对数函数引入了这两个变量之间的负相关性。 - 2 . considered the material intensity , girder area , panel thickness and loads as stochastic variables , taylor expansion sfem is adopted to analyze the influence of stochastic variables to the nodal displacement , and the different effects of the different variables to the same nodal displacement are compared . 3
以船舶结构中的材料的强度、梁元截面积、板元厚度和外载荷为随机变量，采用taylor展开的随机有限元，分析了随机变量对船舶结构的节点位移的定量的影响，同时还比较了不同的随机变量对同一节点位移的不同影响。 - According to the instance of the arch dam built , take the discount quotiety , the verification flood water level , the frictional quotiety and , the agglomerate force and as stochastic variable quotiety , calculate the reliability index of the abutment with the calculational programme after the average value and variable quotiety is known
对于所取的拱坝实例，以扬压力折减系数，校核洪水位，摩擦系数、 ，凝聚力、为随机变量，在已知其均值并设定变异系数的前提下，利用电算程序计算其坝肩岩体的可靠指标。 - This paper firstly applied sequential cluster method to set up the classification standard of precipitation state based on the fact that there are much uncertainty and imprecise characteristics in the precipitation course ; then this paper presented a method which is called markov chain with weights to predicted the future precipitation state by regarding the standardized self - coefficients as weights based on the special characteristics of precipitation being a dependent stochastic variable ; and applied this method to a real hydrological observation station with nearly 50 years precipitation information in shanxi province at last , an ideal result was obtained
摘要首先基于降水过程存在大量不确定性、不精确性的特点，应用有序聚类的方法建立降水丰枯状况的分级标准；然后针对降水量为相依随机变量的特点，采取以规范化的各阶自相关系数为权重，用加权的马尔可夫链模型来预测未来降水的丰枯变化状况；最后以山西省某水文站近50年的降水资料为实例对该方法进行了具体的应用，获得了较为满意的结果。 - The first is based on the gain of the previous accumulate value , we can get the total gain at the stage of n , and from gained accumulate value of the stochastic variable set , and from the aggregate set of the past value , an enlarged state space is formed if we use the aggregate of the past value in the state space x , in which we use markov optimum strategy
第一种方法是基于增益的过去累积值的方法，我们考虑到第n阶段为止的增益累积值随机变量列，以及它取得的过去值集合列，得到它的总增益，进一步把本来的状态空间x上，将过去值集合附加上去，形成一个扩大的状态空间。在这个新的状态空间上考虑马尔可夫最优策略。