The price of security approximately obeying the logarithmic normal distributing is proved, and the E-S_v portfolio model on this distributing is presented. This model provides a theoretical base to make out optimal investment strategies. 论证了证券价格在一定条件下近似服从对数正态分布,并且给出了证券在此分布下的收益&半方差投资组合模型,为制订最优的投资策略提供了理论依据。
In this paper, the asymptotic properties of the distribution and moment of maximum of in-dependent random variables sequence with standard logarithmic normal distribution as base distribution are discussed. 本文考察了底分布为标准对数正态分布时,独立同分布随机变量序列的极大值的分布和矩的渐近性质。
The minimum deflection rate, applied load and fracture time in logarithmic coordinates, two of them have a linear relationship at random on the base the results of FEM. 进一步分析模拟计算的结果表明:对数形式的最小挠度率、载荷、断裂时间两两之间存在着线性关系,这种关系与单轴蠕变试验中的关系相似。