Asset return distributions fitting and testing
2016-08-23
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In statistical inference, generally assumed to generally follow some distribution (such as the normal distribution), and then on the basis of the distribution, construct the corresponding statistics, according to the statistic distribution and statistical inference, and statistic's distribution is usually dependent on the overall distribution of, meaning that overall subject distributions in statistical inference is crucial, can affect the reliability of the results. In this sense, by sample observations to infer the distribution of the overall subject is very necessary. Index and the Fund's rate of return, based on fitting observational data a population distribution and distribution of inspection.
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