对称熵损失下成功概率p的E-Bayes估计

研究对称熵损失下成功概率p的Bayes估计和E-Bayes估计,证明了前者的存在性及唯一性.模拟结果表明E-Bayes估计优于极大似然估计和Bayes估计.并将E-Bayes方法应用在证券投资预测之中,预测效果较好.     

对称熵损失下成功概率P的E—Bayes估计

研究对称熵损失下成功概率P的Bayes估计和E—Bayes估计,证明了前者的存在性及唯一性．模拟结果表明E-Bayes估计优于极大似然估计和Bayes估计．并将E—Bayes方法应用在证券投资预测之中,预测效果较好．     

A Study on Equivalence of Return－risk and Risk－return Models for Investment Strategies

1 Introduction It is known that the Capital Asset Pricing Model was first proposed by Markowitz and he was awarded the Nobel Prize     

Pitman准则下指数分布刻度参数幂的分组定数截尾估计

在Pitman准则下,对指数分布刻度参数σ的形为σ