| 试论用Charlier级数对经济指标进行风险分析 |
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| 引用本文： | 程希骏.试论用Charlier级数对经济指标进行风险分析[J].上海海事大学学报,1989(1). |
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| 作者姓名： | 程希骏 |
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| 摘 要： | 本文首先介绍了几种常见的随机变量的数字特征,继而根据前几阶矩给出了任意经济指标的概率分布的Charlier级数形式,并附以实例计算;最后讨论了解决类似问题的Pearson方法等。
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| 关 键 词： | Charlier级数 经济指标 风险分析 随机变量 方差 |
The Risk Analysis of Economic Merits Through Charlier Series |
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| Cheng Xijun.The Risk Analysis of Economic Merits Through Charlier Series[J].Journal of Shanghai Maritime University,1989(1). |
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| Authors: | Cheng Xijun |
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| Institution: | Cheng Xijun |
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| Abstract: | In this paper, several common digital characteristics of randomvariables are presented. Then, the probability distribution of economic merits inthe form of Charlier series is given by means of the first to the fourth moments,and an example of calculation is demonstrated. Finally, the traditional approachand Pearson distribution are discussed with regard to the risk analysis. |
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| Keywords: | Charlier series economic index risk analysis random variable variance |
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