Compute the standard deviation of a two-stock portfolio if stock A (40% weight) has a variance of 0.0015, stock B (60% weight) has a variance of 0.0021, and the correlation coefficient for the two stocks is –0.35?A. 2.64%.B. 1.39%.C. 0.07%. 正确答案:A 分享到: 答案解析: The...
r2 = np.sqrt(np.mean((x - np.mean(x)) ** 2 )): This line calculates the standard deviation of the numbers in x using the formula sqrt(mean((x - mean(x))**2)). This is another way to calculate the standard deviation, where the mean of the squared differences from the mean i...
A computer routine schematic, developed for use with micro-processor to compute mean wind direction and standard deviation of fluctuations in wind direction, is described. The main feature of the routine is overcoming of the 'gap' problem which arises due to discontinuity in the potentiometer of ...
In NumPy, you can compute the standard deviation of a set of values using thenumpy.std()function. The standard deviation is a measure of the amount of variation or dispersion in a set of values. By default, it is calculated for the flattened array but you can change this by specifying t...
程序集: Microsoft.ML.StandardTrainers.dll 包: Microsoft.ML v3.0.1 计算进一步计算标准偏差、p 值和 z 分数所需的每个非零训练权重的标准偏差矩阵。由于 MKL 的大小,计算不是 Microsoft.ML 包的一部分。如果需要这些计算,请添加 Microsoft.ML.Mkl.Components 包,并初始化 ComputeStandardDev...
As a workaround, you can define a Custom Equation as the model type and supply the statistical definition of a Gaussian function, using the standard deviation as its own parameter. The fit will then display the value of the standard deviation in the "...
Results seem to indicate that the out-of-the-money ISD outperforms the at-the-money ISD and other predictive meas... H Fung,C Lie,A Moreno - 《Managerial Finance》 被引量: 6发表: 1990年 A Comparison of Formulas to Compute Implied Standard Deviation We derive an exact closed-form ...
The Probability Distribution of Sea Surface Wind Speeds. Part II: Dataset Intercomparison and Seasonal Variability The statistical structure of sea surface wind speeds is considered, both in terms of the leading-order moments (mean, standard deviation, and skewness) and......
The standard score is the difference between the current value and the average across all baselines, normalized by the standard deviation. If the number of metric values contributing to the standard score equals the number of results (current and all baselines), the @<number of values> notation...
Compute the mean and standard deviation of the random variable with the given discrete probability distribution.There are 2 steps to solve this one. Solution Share Step 1 The given probability distribution is as below : x P(x) -6 0.14 -4 0.19...