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资产收益率分布的拟合与检验

于 2022-01-25 发布 文件大小:30.07 kB
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在统计推断中,通常假定总体服从一定的分布(例如正态分布),然后在这个分布的基础上,构造相应的统计量,根据统计量的分布作出一些统计推断,而统计量的分布通常依赖于总体分布的假设,也就是说总体所服从的分布在统计推断中是至关重要的,会影响到结果的可靠性。从这个意义上来说,由样本观测数据去推断总体所服从的分布是非常必要的。指数与基金的收益率,介绍根据样本观测数据拟合总体的分布,并进行分布的检验。 

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