And finally, this tool-the generating function-can be used to get some expectation and varianceofrandomvariable of continual-type non-negative distribution.
最后利用母函数这一工具求得一些连续型非负分布随机变量的数学期望及方差。
2
We furthermore calculate the expectation and varianceofrandomvariable, and discuss the approximate value of no-arbitrage price when jump obeying poisson distribution.
本文进一步计算出股票价格模型的期望与方差,讨论了跳跃服从对数泊松分布时模型的无套利价格的下界。
3
The varianceof a randomvariable measures how far from the expected value its values typically are.