24.1.30 Service Overview GaussDB Compatibility Description User Guide Developer Guide(Distributed) Database System Overview Database Security Database Quick Start Development and Design Proposal Application Development Guide SQL Optimization Query Execution Process ...
JOIN bigdata.normalTable t2 ON t1.id = t2.key 1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11. 提供表名,列名,倾斜值 -- 单值倾斜 SELECT /*+ SKEW('t1', 'id', 0) */ * FROM leftTable t1 JOIN rightTable t2 ON t1.id = t2.key -- 多值倾斜 SELECT /*+ SKEW('t1', 'id', (...
Goodness-of-Fit Tests for the Skew-Normal Distribution When the Parameters Are Estimated from the Data In this article, tests are developed which can be used to investigate the goodness-of-fit of the skew-normal distribution in the context most relevant to t... G Mateu-Figueras,P Puig,A ...
24.1.30 Service Overview GaussDB Compatibility Description Installation Guide User Guide Developer Guide(Distributed) Database System Overview Database Security Database Quick Start Development and Design Proposal Application Development Guide SQL Optimization ...
The bivariate skew-normal copula distribution is not specifically suited for financial applications, but it may be used to compute Value at Risk, VaR henceforth. As the variables are standardized, VaR is a critical value in the left hand tail of the distribution X * such that P X 1 < x...
The bivariate skew-normal copula distribution is not specifically suited for financial applications, but it may be used to compute Value at Risk, VaR henceforth. As the variables are standardized, VaR is a critical value in the left hand tail of the distribution X * such that P X 1 < x...