sample mean and covariance造句

• This is necessary so that mathematical statements can be made about the sample and statistics computed from it, such as the sample mean and covariance.
• If all weights are the same, i . e . \ textstyle w _ { i } / V _ 1 = 1 / N, then the weighted mean and covariance reduce to the unweighted sample mean and covariance above.
• Where the functions \ operatorname { E } and \ operatorname { cov } are respectively defined in Equations ( 1 ) and ( 2 ) below and are equivalent to the traditional definitions of sample mean and covariance; however, they are not meant to be statistical estimates of characteristics of a population.
• Since such a portfolio is different from the Markowitz efficient portfolio it will have suboptimal risk / return characteristics with respect to the sample mean and covariance, but optimal characteristics when averaged over the many possible values of the unknown true mean and covariance . ( Michaud, 1998 ) Resampled Efficiency is covered by U . S . patent # 6, 003, 018, patent pending worldwide.