In addition , for the difficulties of the construction of use model in statistical test , by studying the uml use case diagram , activity diagram and sequence diagram , this paper analyzes an approach of statistical test based on uml model which transforms uml models to statistical use model . thus we can use the traditional statistical test to test the software 该方法通过将uml用例图、活动图和顺序图转换为软件的使用模型,从而可以用传统的统计测试方法对软件进行测试;同时,针对实时系统,通过添加软件的时间约束,也给出了由uml模型获取其使用模型的算法。
So we consider five financial indexes includes stock b / p , e / p , current stock size , current stock stru and financial levge by the international tradition , then descriptive statistical test method and cross section statistical test method proved that b / p and current stock size have marked effect on the securities yield besides coefficient b . in the third chapter , the article fut forward a risk factor model , estimates yield sequences of every risk factor by weight regression , and then estimates each risk factor coefficient of different stock by time sequence regression , at last we can reckon the portfolio risk o2p and yield rp which consists n stocks 结合国际惯例,文章考虑了股票的净值市价比( b p ) ,市盈率倒数( e p ) ,流通规模( size ) ,流通比例( stru )和财务杠杆( levge )等五个财务指标,应用描述性统计检验和横截面统计检验等多种方法,结果表明,除系数以外,净值市价比( b p )和流通规模( size )对证券收益率部有重要的影响。在论文的第三章,提出了一个基于多因素的风险因子模型,并用加权回归和时间序列回归等方法估计出了不同证券的各风险因子系数(类似于单指数模型中的系数) ,据此,即可衡量出一个包括n只股票的组合的风险_ p ~ 2和收益率r _ p 。
To test the randomness , we introduced the " a statistical test suite for random and pseudorandom number generators for cryptographic applications " , which was published by the nist ( national institute of standard and technology ) and as the criterion to test the candidates of aes 在检验序列的随机性方面,本文详细讨论了由nist提出的作为测试aes加密算法的16中随机性测试方法。对于其中的游程测试,离散傅立叶变换测试和lempel - ziv压缩测试,讨论了其不恰当的地方。
2 . some phenomena of price complexity are discovered in csm , which are the complicated structure of returns frequency distribution and its evolution ; persistence and evolution of the market ; stable cycles in long - term , and persistence and reversion in short - term , using these methods , such as statistical test , rescaled range analysis , ljung - box test , bds test , v - statistic , spectral analysis , time - frequency analysis and so on 2 .利用统计检验、重标极差分析、 ljung - box检验、 bds检验、 v统计量、谱分析及时频分析等方法发现了中国股票市场价格复杂性的三种现象,即收益率分布的复杂结构及其演化现象、市场的持续性及其演化现象、市场长期稳定非周期循环和短期持续与反转现象。
In the first stage , p coefficient is computed with time serial method ; and in the second stage , as the regressions are cross section by nature , after the linear fitting of stock values on the market to the stock values being assessed , and after the statistical tests , the relations between them are analyzed with the method of gray - related - degree , besides , on the basis of choosing model parameter rationally , the suitability of dcf to chinese capital market is testified as well 本文实证研究采用了双程回归技术和灰色关联度分析方法,第一程是用时间序列求系数;第二程回归在性质上是横截面的,通过对股权评估价值与股权市场价值的线性拟合,对其进行统计检验;最后,通过灰色关联度分析方法,分析了二者的关联关系,检验了在合理选择模型参数的基础上, dcf方法在我国资本市场上的适用性。