首页 | 本学科首页   官方微博 | 高级检索  
     

正态分布在投资决策中的应用
引用本文:陈立文,肖艳颖,孙静. 正态分布在投资决策中的应用[J]. 河北工业大学学报, 1999, 28(3): 20-24
作者姓名:陈立文  肖艳颖  孙静
作者单位:河北工业大学,管理学院,天津,300130
基金项目:河北省教委博士基金,河北省教委科研基金!98368
摘    要:在投资决策中,经常会遇到需要在不确定状态下决策的问题,在此情况下,单凭主观经验或客观资料做资料做决策,其盲目性和风险性均较大。如果在做决策之前进行某种抽样实验,得根据抽样结果所提供的信息对影响的各种自然状态增加了解后再做决策,可以提高决策的正确性,本文对如何应用正态分布,求出最优化决策行动的问题进行了探讨。

关 键 词:正态分布  投资决策  先验分布  后验分布  贝叶斯方法
修稿时间:1999-05-20

The Application of The Normal Distribution in Investment Decision
Chen Liwen,Xiao Yanying,Sun jing. The Application of The Normal Distribution in Investment Decision[J]. Journal of Hebei University of Technology, 1999, 28(3): 20-24
Authors:Chen Liwen  Xiao Yanying  Sun jing
Affiliation:Chen Liwen; Xiao Yanying; Sunjing
Abstract:in the decision of investorment, we are often faced with the problem of decision-making under uncertainty states. In this case, if we make decision only by objective experiences or subjective data, it has much blindness and risk. If we do some sampling experiments before making decision, the decision-maker makes decision after the further comprehension of the natural states which influence the decision-making according to the information proveded by sampling results, it will improve the property of the decision. This paper discussed how to apply normal distribution to solve the optimal decision problem.
Keywords:Normal distribution  Invesmient decision-making  Prior distribution   Posterior distribution  The method of bayes
本文献已被 CNKI 维普 万方数据 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号