单指数模型构建方法(中英对照)
统计学术语中英文对照
统计学术语中英文对照Absolute deviation 绝对离差Absolute number 绝对数Absolute residuals 绝对残差Acceleration array 加速度立体阵Acceleration in an arbitrary direction 任意方向上的加速度Acceleration normal 法向加速度Acceleration space dimension 加速度空间的维数Acceleration tangential 切向加速度Acceleration vector 加速度向量Acceptable hypothesis 可接受假设Accumulation 累积Accuracy 准确度Actual frequency 实际频数Adaptive estimator 自适应估计量Addition 相加Addition theorem 加法定理Additivity 可加性Adjusted rate 调整率Adjusted value 校正值Admissible error 容许误差Aggregation 聚集性Alternative hypothesis 备择假设Among groups 组间Amounts 总量Analysis of correlation 相关分析Analysis of covariance 协方差分析Analysis of regression 回归分析Analysis of time series 时间序列分析Analysis of variance 方差分析Angular transformation 角转换ANOVA （analysis of variance）方差分析ANOVA Models 方差分析模型Arcing 弧/弧旋Arcsine transformation 反正弦变换Area under the curve 曲线面积AREG 评估从一个时间点到下一个时间点回归相关时的误差ARIMA 季节和非季节性单变量模型的极大似然估计Arithmetic grid paper 算术格纸Arithmetic mean 算术平均数Arrhenius relation 艾恩尼斯关系Assessing fit 拟合的评估Associative laws 结合律Asymmetric distribution 非对称分布Asymptotic bias 渐近偏倚Asymptotic efficiency 渐近效率Asymptotic variance 渐近方差Attributable risk 归因危险度Attribute data 属性资料Attribution 属性Autocorrelation 自相关Autocorrelation of residuals 残差的自相关Average 平均数Average confidence interval length 平均置信区间长度Average growth rate 平均增长率Bar chart 条形图Bar graph 条形图Base period 基期Bayes' theorem Bayes定理Bell-shaped curve 钟形曲线Bernoulli distribution 伯努力分布Best-trim estimator 最好切尾估计量Bias 偏性Binary logistic regression 二元逻辑斯蒂回归Binomial distribution 二项分布Bisquare 双平方Bivariate Correlate 二变量相关Bivariate normal distribution 双变量正态分布Bivariate normal population 双变量正态总体Biweight interval 双权区间Biweight M-estimator 双权M估计量Block 区组/配伍组BMDP(Biomedical computer programs) BMDP统计软件包Boxplots 箱线图/箱尾图Breakdown bound 崩溃界/崩溃点Canonical correlation 典型相关Caption 纵标目Case-control study 病例对照研究Categorical variable 分类变量Catenary 悬链线Cauchy distribution 柯西分布Cause-and-effect relationship 因果关系Cell 单元Censoring 终检Center of symmetry 对称中心Centering and scaling 中心化和定标Central tendency 集中趋势Central value 中心值CHAID -χ2 Automatic Interaction Detector 卡方自动交互检测Chance 机遇Chance error 随机误差Chance variable 随机变量Characteristic equation 特征方程Characteristic root 特征根Characteristic vector 特征向量Chebshev criterion of fit 拟合的切比雪夫准则Chernoff faces 切尔诺夫脸谱图Chi-square test 卡方检验/χ2检验Choleskey decomposition 乔洛斯基分解Circle chart 圆图Class interval 组距Class mid-value 组中值Class upper limit 组上限Classified variable 分类变量Cluster analysis 聚类分析Cluster sampling 整群抽样Code 代码Coded data 编码数据Coding 编码Coefficient of contingency 列联系数Coefficient of determination 决定系数Coefficient of multiple correlation 多重相关系数Coefficient of partial correlation 偏相关系数Coefficient of production-moment correlation 积差相关系数Coefficient of rank correlation 等级相关系数Coefficient of regression 回归系数Coefficient of skewness 偏度系数Coefficient of variation 变异系数Cohort study 队列研究Column 列Column effect 列效应Column factor 列因素Combination pool 合并Combinative table 组合表Common factor 共性因子Common regression coefficient 公共回归系数Common value 共同值Common variance 公共方差Common variation 公共变异Communality variance 共性方差Comparability 可比性Comparison of bathes 批比较Comparison value 比较值Compartment model 分部模型Compassion 伸缩Complement of an event 补事件Complete association 完全正相关Complete dissociation 完全不相关Complete statistics 完备统计量Completely randomized design 完全随机化设计Composite event 联合事件Composite events 复合事件Concavity 凹性Conditional expectation 条件期望Conditional likelihood 条件似然Conditional probability 条件概率Conditionally linear 依条件线性Confidence interval 置信区间Confidence limit 置信限Confidence lower limit 置信下限Confidence upper limit 置信上限Confirmatory Factor Analysis 验证性因子分析Confirmatory research 证实性实验研究Confounding factor 混杂因素Conjoint 联合分析Consistency 相合性Consistency check 一致性检验Consistent asymptotically normal estimate 相合渐近正态估计Consistent estimate 相合估计Constrained nonlinear regression 受约束非线性回归Constraint 约束Contaminated distribution 污染分布Contaminated Gausssian 污染高斯分布Contaminated normal distribution 污染正态分布Contamination 污染Contamination model 污染模型Contingency table 列联表Contour 边界线Contribution rate 贡献率Control 对照Controlled experiments 对照实验Conventional depth 常规深度Convolution 卷积Corrected factor 校正因子Corrected mean 校正均值Correction coefficient 校正系数Correctness 正确性Correlation coefficient 相关系数Correlation index 相关指数Correspondence 对应Counting 计数Counts 计数/频数Covariance 协方差Covariant 共变Cox Regression Cox回归Criteria for fitting 拟合准则Criteria of least squares 最小二乘准则Critical ratio 临界比Critical region 拒绝域Critical value 临界值Cross-over design 交叉设计Cross-section analysis 横断面分析Cross-section survey 横断面调查Crosstabs 交叉表Cross-tabulation table 复合表Cube root 立方根Cumulative distribution function 分布函数Cumulative probability 累计概率Curvature 曲率/弯曲Curvature 曲率Curve fit 曲线拟和Curve fitting 曲线拟合Curvilinear regression 曲线回归Curvilinear relation 曲线关系Cut-and-try method 尝试法Cycle 周期Cyclist 周期性D test D检验Data acquisition 资料收集Data bank 数据库Data capacity 数据容量Data deficiencies 数据缺乏Data handling 数据处理Data manipulation 数据处理Data processing 数据处理Data reduction 数据缩减Data set 数据集Data sources 数据来源Data transformation 数据变换Data validity 数据有效性Data-in 数据输入Data-out 数据输出Dead time 停滞期Degree of freedom 自由度Degree of precision 精密度Degree of reliability 可靠性程度Degression 递减Density function 密度函数Density of data points 数据点的密度Dependent variable 应变量/依变量/因变量Dependent variable 因变量Depth 深度Derivative matrix 导数矩阵Derivative-free methods 无导数方法Design 设计Determinacy 确定性Determinant 行列式Determinant 决定因素Deviation 离差Deviation from average 离均差Diagnostic plot 诊断图Dichotomous variable 二分变量Differential equation 微分方程Direct standardization 直接标准化法Discrete variable 离散型变量DISCRIMINANT 判断Discriminant analysis 判别分析Discriminant coefficient 判别系数Discriminant function 判别值Dispersion 散布/分散度Disproportional 不成比例的Disproportionate sub-class numbers 不成比例次级组含量Distribution free 分布无关性/免分布Distribution shape 分布形状Distribution-free method 任意分布法Distributive laws 分配律Disturbance 随机扰动项Dose response curve 剂量反应曲线Double blind method 双盲法Double blind trial 双盲试验Double exponential distribution 双指数分布Double logarithmic 双对数Downward rank 降秩Dual-space plot 对偶空间图DUD 无导数方法Duncan's new multiple range method 新复极差法/Duncan新法Effect 实验效应Eigenvalue 特征值Eigenvector 特征向量Ellipse 椭圆Empirical distribution 经验分布Empirical probability 经验概率单位Enumeration data 计数资料Equal sun-class number 相等次级组含量Equally likely 等可能Equivariance 同变性Error 误差/错误Error of estimate 估计误差Error type I 第一类错误Error type II 第二类错误Estimand 被估量Estimated error mean squares 估计误差均方Estimated error sum of squares 估计误差平方和Euclidean distance 欧式距离Event 事件Event 事件Exceptional data point 异常数据点Expectation plane 期望平面Expectation surface 期望曲面Expected values 期望值Experiment 实验Experimental sampling 试验抽样Experimental unit 试验单位Explanatory variable 说明变量Exploratory data analysis 探索性数据分析Explore Summarize 探索-摘要Exponential curve 指数曲线Exponential growth 指数式增长EXSMOOTH 指数平滑方法Extended fit 扩充拟合Extra parameter 附加参数Extrapolation 外推法Extreme observation 末端观测值Extremes 极端值/极值F distribution F分布F test F检验Factor 因素/因子Factor analysis 因子分析Factor Analysis 因子分析Factor score 因子得分Factorial 阶乘Factorial design 析因试验设计False negative 假阴性False negative error 假阴性错误Family of distributions 分布族Family of estimators 估计量族Fanning 扇面Fatality rate 病死率Field investigation 现场调查Field survey 现场调查Finite population 有限总体Finite-sample 有限样本First derivative 一阶导数First principal component 第一主成分First quartile 第一四分位数Fisher information 费雪信息量Fitted value 拟合值Fitting a curve 曲线拟合Fixed base 定基Fluctuation 随机起伏Forecast 预测Four fold table 四格表Fourth 四分点Fraction blow 左侧比率Fractional error 相对误差Frequency 频率Frequency polygon 频数多边图Frontier point 界限点Function relationship 泛函关系Gamma distribution 伽玛分布Gauss increment 高斯增量Gaussian distribution 高斯分布/正态分布Gauss-Newton increment 高斯-牛顿增量General census 全面普查GENLOG (Generalized liner models) 广义线性模型Geometric mean 几何平均数Gini's mean difference 基尼均差GLM (General liner models) 通用线性模型Goodness of fit 拟和优度/配合度Gradient of determinant 行列式的梯度Graeco-Latin square 希腊拉丁方Grand mean 总均值Gross errors 重大错误Gross-error sensitivity 大错敏感度Group averages 分组平均Grouped data 分组资料Guessed mean 假定平均数Half-life 半衰期Hampel M-estimators 汉佩尔M估计量Happenstance 偶然事件Harmonic mean 调和均数Hazard function 风险均数Hazard rate 风险率Heading 标目Heavy-tailed distribution 重尾分布Hessian array 海森立体阵Heterogeneity 不同质Heterogeneity of variance 方差不齐Hierarchical classification 组内分组Hierarchical clustering method 系统聚类法High-leverage point 高杠杆率点HILOGLINEAR 多维列联表的层次对数线性模型Hinge 折叶点Histogram 直方图Historical cohort study 历史性队列研究Holes 空洞HOMALS 多重响应分析Homogeneity of variance 方差齐性Homogeneity test 齐性检验Huber M-estimators 休伯M估计量Hyperbola 双曲线Hypothesis testing 假设检验Hypothetical universe 假设总体Impossible event 不可能事件Independence 独立性Independent variable 自变量Index 指标/指数Indirect standardization 间接标准化法Individual 个体Inference band 推断带Infinite population 无限总体Infinitely great 无穷大Infinitely small 无穷小Influence curve 影响曲线Information capacity 信息容量Initial condition 初始条件Initial estimate 初始估计值Initial level 最初水平Interaction 交互作用Interaction terms 交互作用项Intercept 截距Interpolation 内插法Interquartile range 四分位距Interval estimation 区间估计Intervals of equal probability 等概率区间Intrinsic curvature 固有曲率Invariance 不变性Inverse matrix 逆矩阵Inverse probability 逆概率Inverse sine transformation 反正弦变换Iteration 迭代Jacobian determinant 雅可比行列式Joint distribution function 分布函数Joint probability 联合概率Joint probability distribution 联合概率分布K means method 逐步聚类法Kaplan-Meier 评估事件的时间长度Kaplan-Merier chart Kaplan-Merier图Kendall's rank correlation Kendall等级相关Kinetic 动力学Kolmogorov-Smirnove test 柯尔莫哥洛夫-斯米尔诺夫检验Kruskal and Wallis test Kruskal及Wallis检验/多样本的秩和检验/H检验Kurtosis 峰度Lack of fit 失拟Ladder of powers 幂阶梯Lag 滞后Large sample 大样本Large sample test 大样本检验Latin square 拉丁方Latin square design 拉丁方设计Leakage 泄漏Least favorable configuration 最不利构形Least favorable distribution 最不利分布Least significant difference 最小显着差法Least square method 最小二乘法Least-absolute-residuals estimates 最小绝对残差估计Least-absolute-residuals fit 最小绝对残差拟合Least-absolute-residuals line 最小绝对残差线Legend 图例L-estimator L估计量L-estimator of location 位置L估计量L-estimator of scale 尺度L估计量Level 水平Life expectance 预期期望寿命Life table 寿命表Life table method 生命表法Light-tailed distribution 轻尾分布Likelihood function 似然函数Likelihood ratio 似然比line graph 线图Linear correlation 直线相关Linear equation 线性方程Linear programming 线性规划Linear regression 直线回归Linear Regression 线性回归Linear trend 线性趋势Loading 载荷Location and scale equivariance 位置尺度同变性Location equivariance 位置同变性Location invariance 位置不变性Location scale family 位置尺度族Log rank test 时序检验Logarithmic curve 对数曲线Logarithmic normal distribution 对数正态分布Logarithmic scale 对数尺度Logarithmic transformation 对数变换Logic check 逻辑检查Logistic distribution 逻辑斯特分布Logit transformation Logit转换LOGLINEAR 多维列联表通用模型Lognormal distribution 对数正态分布Lost function 损失函数Low correlation 低度相关Lower limit 下限Lowest-attained variance 最小可达方差LSD 最小显着差法的简称Lurking variable 潜在变量Main effect 主效应Major heading 主辞标目Marginal density function 边缘密度函数Marginal probability 边缘概率Marginal probability distribution 边缘概率分布Matched data 配对资料Matched distribution 匹配过分布Matching of distribution 分布的匹配Matching of transformation 变换的匹配Mathematical expectation 数学期望Mathematical model 数学模型Maximum L-estimator 极大极小L 估计量Maximum likelihood method 最大似然法Mean 均数Mean squares between groups 组间均方Mean squares within group 组内均方Means (Compare means) 均值-均值比较Median 中位数Median effective dose 半数效量Median lethal dose 半数致死量Median polish 中位数平滑Median test 中位数检验Minimal sufficient statistic 最小充分统计量Minimum distance estimation 最小距离估计Minimum effective dose 最小有效量Minimum lethal dose 最小致死量Minimum variance estimator 最小方差估计量MINITAB 统计软件包Minor heading 宾词标目Missing data 缺失值Model specification 模型的确定Modeling Statistics 模型统计Models for outliers 离群值模型Modifying the model 模型的修正Modulus of continuity 连续性模Morbidity 发病率Most favorable configuration 最有利构形Multidimensional Scaling (ASCAL) 多维尺度/多维标度Multinomial Logistic Regression 多项逻辑斯蒂回归Multiple comparison 多重比较Multiple correlation 复相关Multiple covariance 多元协方差Multiple linear regression 多元线性回归Multiple response 多重选项Multiple solutions 多解Multiplication theorem 乘法定理Multiresponse 多元响应Multi-stage sampling 多阶段抽样Multivariate T distribution 多元T分布Mutual exclusive 互不相容Mutual independence 互相独立Natural boundary 自然边界Natural dead 自然死亡Natural zero 自然零Negative correlation 负相关Negative linear correlation 负线性相关Negatively skewed 负偏Newman-Keuls method q检验NK method q检验No statistical significance 无统计意义Nominal variable 名义变量Nonconstancy of variability 变异的非定常性Nonlinear regression 非线性相关Nonparametric statistics 非参数统计Nonparametric test 非参数检验Nonparametric tests 非参数检验Normal deviate 正态离差Normal distribution 正态分布Normal equation 正规方程组Normal ranges 正常范围Normal value 正常值Nuisance parameter 多余参数/讨厌参数Null hypothesis 无效假设Numerical variable 数值变量Objective function 目标函数Observation unit 观察单位Observed value 观察值One sided test 单侧检验One-way analysis of variance 单因素方差分析Oneway ANOVA 单因素方差分析Open sequential trial 开放型序贯设计Optrim 优切尾Optrim efficiency 优切尾效率Order statistics 顺序统计量Ordered categories 有序分类Ordinal logistic regression 序数逻辑斯蒂回归Ordinal variable 有序变量Orthogonal basis 正交基Orthogonal design 正交试验设计Orthogonality conditions 正交条件ORTHOPLAN 正交设计Outlier cutoffs 离群值截断点Outliers 极端值OVERALS 多组变量的非线性正规相关Overshoot 迭代过度Paired design 配对设计Paired sample 配对样本Pairwise slopes 成对斜率Parabola 抛物线Parallel tests 平行试验Parameter 参数Parametric statistics 参数统计Parametric test 参数检验Partial correlation 偏相关Partial regression 偏回归Partial sorting 偏排序Partials residuals 偏残差Pattern 模式Pearson curves 皮尔逊曲线Peeling 退层Percent bar graph 百分条形图Percentage 百分比Percentile 百分位数Percentile curves 百分位曲线Periodicity 周期性Permutation 排列P-estimator P估计量Pie graph 饼图Pitman estimator 皮特曼估计量Pivot 枢轴量Planar 平坦Planar assumption 平面的假设PLANCARDS 生成试验的计划卡Point estimation 点估计Poisson distribution 泊松分布Polishing 平滑Polled standard deviation 合并标准差Polled variance 合并方差Polygon 多边图Polynomial 多项式Polynomial curve 多项式曲线Population 总体Population attributable risk 人群归因危险度Positive correlation 正相关Positively skewed 正偏Posterior distribution 后验分布Power of a test 检验效能Precision 精密度Predicted value 预测值Preliminary analysis 预备性分析Principal component analysis 主成分分析Prior distribution 先验分布Prior probability 先验概率Probabilistic model 概率模型probability 概率Probability density 概率密度Product moment 乘积矩/协方差Profile trace 截面迹图Proportion 比/构成比Proportion allocation in stratified random sampling 按比例分层随机抽样Proportionate 成比例Proportionate sub-class numbers 成比例次级组含量Prospective study 前瞻性调查Proximities 亲近性Pseudo F test 近似F检验Pseudo model 近似模型Pseudosigma 伪标准差Purposive sampling 有目的抽样QR decomposition QR分解Quadratic approximation 二次近似Qualitative classification 属性分类Qualitative method 定性方法Quantile-quantile plot 分位数-分位数图/Q-Q图Quantitative analysis 定量分析Quartile 四分位数Quick Cluster 快速聚类Radix sort 基数排序Random allocation 随机化分组Random blocks design 随机区组设计Random event 随机事件Randomization 随机化Range 极差/全距Rank correlation 等级相关Rank sum test 秩和检验Rank test 秩检验Ranked data 等级资料Rate 比率Ratio 比例Raw data 原始资料Raw residual 原始残差Rayleigh's test 雷氏检验Rayleigh's Z 雷氏Z值Reciprocal 倒数Reciprocal transformation 倒数变换Recording 记录Redescending estimators 回降估计量Reducing dimensions 降维Re-expression 重新表达Reference set 标准组Region of acceptance 接受域Regression coefficient 回归系数Regression sum of square 回归平方和Rejection point 拒绝点Relative dispersion 相对离散度Relative number 相对数Reliability 可靠性Reparametrization 重新设置参数Replication 重复Report Summaries 报告摘要Residual sum of square 剩余平方和Resistance 耐抗性Resistant line 耐抗线Resistant technique 耐抗技术R-estimator of location 位置R估计量R-estimator of scale 尺度R估计量Retrospective study 回顾性调查Ridge trace 岭迹Ridit analysis Ridit分析Rotation 旋转Rounding 舍入Row 行Row effects 行效应Row factor 行因素RXC table RXC表Sample 样本Sample regression coefficient 样本回归系数Sample size 样本量Sample standard deviation 样本标准差Sampling error 抽样误差SAS(Statistical analysis system ) SAS统计软件包Scale 尺度/量表Scatter diagram 散点图Schematic plot 示意图/简图Score test 计分检验Screening 筛检SEASON 季节分析Second derivative 二阶导数Second principal component 第二主成分SEM (Structural equation modeling) 结构化方程模型Semi-logarithmic graph 半对数图Semi-logarithmic paper 半对数格纸Sensitivity curve 敏感度曲线Sequential analysis 贯序分析Sequential data set 顺序数据集Sequential design 贯序设计Sequential method 贯序法Sequential test 贯序检验法Serial tests 系列试验Short-cut method 简捷法Sigmoid curve S形曲线Sign function 正负号函数Sign test 符号检验Signed rank 符号秩Significance test 显着性检验Significant figure 有效数字Simple cluster sampling 简单整群抽样Simple correlation 简单相关Simple random sampling 简单随机抽样Simple regression 简单回归simple table 简单表Sine estimator 正弦估计量Single-valued estimate 单值估计Singular matrix 奇异矩阵Skewed distribution 偏斜分布Skewness 偏度Slash distribution 斜线分布Slope 斜率Smirnov test 斯米尔诺夫检验Source of variation 变异来源Spearman rank correlation 斯皮尔曼等级相关Specific factor 特殊因子Specific factor variance 特殊因子方差Spectra 频谱Spherical distribution 球型正态分布Spread 展布SPSS(Statistical package for the social science) SPSS统计软件包Spurious correlation 假性相关Square root transformation 平方根变换Stabilizing variance 稳定方差Standard deviation 标准差Standard error 标准误Standard error of difference 差别的标准误Standard error of estimate 标准估计误差Standard error of rate 率的标准误Standard normal distribution 标准正态分布Standardization 标准化Starting value 起始值Statistic 统计量Statistical control 统计控制Statistical graph 统计图Statistical inference 统计推断Statistical table 统计表Steepest descent 最速下降法Stem and leaf display 茎叶图Step factor 步长因子Stepwise regression 逐步回归Storage 存Strata 层（复数）Stratified sampling 分层抽样Stratified sampling 分层抽样Strength 强度Stringency 严密性Structural relationship 结构关系Studentized residual 学生化残差/t化残差Sub-class numbers 次级组含量Subdividing 分割Sufficient statistic 充分统计量Sum of products 积和Sum of squares 离差平方和Sum of squares about regression 回归平方和Sum of squares between groups 组间平方和Sum of squares of partial regression 偏回归平方和Sure event 必然事件Survey 调查Survival 生存分析Survival rate 生存率Suspended root gram 悬吊根图Symmetry 对称Systematic error 系统误差Systematic sampling 系统抽样Tags 标签Tail area 尾部面积Tail length 尾长Tail weight 尾重Tangent line 切线Target distribution 目标分布Taylor series 泰勒级数Tendency of dispersion 离散趋势Testing of hypotheses 假设检验Theoretical frequency 理论频数Time series 时间序列Tolerance interval 容忍区间Tolerance lower limit 容忍下限Tolerance upper limit 容忍上限Torsion 扰率Total sum of square 总平方和Total variation 总变异Transformation 转换Treatment 处理Trend 趋势Trend of percentage 百分比趋势Trial 试验Trial and error method 试错法Tuning constant 细调常数Two sided test 双向检验Two-stage least squares 二阶最小平方Two-stage sampling 二阶段抽样Two-tailed test 双侧检验Two-way analysis of variance 双因素方差分析Two-way table 双向表Type I error 一类错误/α错误Type II error 二类错误/β错误UMVU 方差一致最小无偏估计简称Unbiased estimate 无偏估计Unconstrained nonlinear regression 无约束非线性回归Unequal subclass number 不等次级组含量Ungrouped data 不分组资料Uniform coordinate 均匀坐标Uniform distribution 均匀分布Uniformly minimum variance unbiased estimate 方差一致最小无偏估计Unit 单元Unordered categories 无序分类Upper limit 上限Upward rank 升秩Vague concept 模糊概念Validity 有效性VARCOMP (Variance component estimation) 方差元素估计Variability 变异性Variable 变量Variance 方差Variation 变异Varimax orthogonal rotation 方差最大正交旋转Volume of distribution 容积W test W检验Weibull distribution 威布尔分布Weight 权数Weighted Chi-square test 加权卡方检验/Cochran检验Weighted linear regression method 加权直线回归Weighted mean 加权平均数Weighted mean square 加权平均方差Weighted sum of square 加权平方和Weighting coefficient 权重系数Weighting method 加权法W-estimation W估计量W-estimation of location 位置W估计量Width 宽度Wilcoxon paired test 威斯康星配对法/配对符号秩和检验Wild point 野点/狂点Wild value 野值/狂值Winsorized mean 缩尾均值Withdraw 失访Youden's index 尤登指数Z test Z检验Zero correlation 零相关Z-transformation Z变换。
单指数模型
单指数模型一、多个证券的组合：利用两种证券的收益风险计算模型E(g)二X A E(「A)X B E(J)_2 2_2 2_2:-P A ■X B；- B ■2X A X B；-A- B AB可得多个证券组合的收益率与风险计算模型。
设有证券N种，记作A l、A2、... A N ,证券组合P = (x1,x2^ ,x N)表示将资金以权数X j,X2,…x N投资到相应证券A i , A2……A N上。
X i可以小于0,组ZX i =1，设A i的收益率为A(i =1,2,…N)，则组合P的收益率为：丨M X" • X2.「2 •X N.「N(1) 由马可维茨投资组合理论定义，N个证券的组合P的预期收益率和方差，分别由下式计算：NE(g)八xE(rJ (2)i 二N二；x222、^X j.cov(N ,X j)i吕1生日却N八X i2.+ 2 ' X i X j—订(3)i 11丄::j即二、单指数模型由(3)式知，若要计算一个有较多种证券构成的组合投资P的方差或标准差，并由此比较风险，则需计算证券两两间的相关系数。
计算工作量随着N的增大而快速增加。
比如沪深两地共有股票1600种左右，则需要估算的预期收益率、方差和协方差个数将达130(也可)万个之多。
此时用(3)式衡量组合投2资的风险就来得困难了。
人们总希望用一些相对简洁、明了的方式来揭示证券市场中收益与风险的关系。
考虑可以有一个指数作为基准参照指标，将证券两两之间关联性的计算转为证券与指数的关联性，最后仍可作出比较。
这样，关联性数据只需计算与证券个数一样多的即可。
如果一个指数说明不了问题，可考虑2个或2个以上(多个)，这样就有了单指数模型与多指数模型。
单个证券的单指数模型为:" （4）这是一个回归方程，对于随机误差变量「有假设①E（；J=O，② Cov（；i, J =0,-i = j,③,Covg, =0, r M为市场整体的收益率水平。
单一指数模型-详解
单一指数模型-详解本条目包含过多不是中文的内容，欢迎协助翻译。
若已有相当内容译为中文，可迳自去除本模板。
单一指数模型(Single-index model)目录• 1 Single-index model• 2 单一指数模型假设Single-index model单一指数模型(single-index model (SIM))是简单资产定价模型，它通常用于金融行业对于一个股票的风险和回报的评估。
•其中：o r it is return to stock i in period to r f is the risk free rate (i.e. the interest rate on treasury bills)o r mt < / sub > ''isthereturntothemarketportfolioinperiod''t'' * * < math> αi is the stock's alpha, or abnormal returnoβi is the stocks's beta, or responsiveness to the market returno Note that r it−r f is called the excess return on the stock, r mt−r f the excess return on the marketoεit is the residual (random) return, which is assumed normally distributed with mean zero and standard deviation σiThese equations show that the stock return is influenced by the market (beta), has a firm specific expected value (alpha) and firm-specific unexpected component (residual). Each stock's performance is in relation to the performance of a market index (such as the All Ordinaries). Security analysts often use the SIM for such functions as computing stock betas, evaluating stock selection skills, and conducting event studies.单一指数模型假设为了便于分析，单一指数模型假设只有一种宏观因素会引起股票收益风险，可以用一个市场指数的收益率来表示，例如标普指数500（S&P 500）。
统计学词汇中英文对照完整版
统计学词汇中英文对照完整版Absolute deviation, 绝对离差Absolute number，绝对数Absolute residuals, 绝对残差Acceleration array, 加速度立体阵Acceleration in an arbitrary direction, 任意方向上的加速度Acceleration normal, 法向加速度Acceleration space dimension, 加速度空间的维数Acceleration tangential, 切向加速度Acceleration vector，加速度向量Acceptable hypothesis，可接受假设Accumulation，累积Accuracy，准确度Actual frequency, 实际频数Adaptive estimator，自适应估计量Addition，相加Addition theorem，加法定理Additive Noise，加性噪声Additivity, 可加性Adjusted rate，调整率Adjusted value，校正值Admissible error，容许误差Aggregation，聚集性Alpha factoring,α因子法Alternative hypothesis, 备择假设Among groups, 组间Amounts, 总量Analysis of correlation，相关分析Analysis of covariance, 协方差分析Analysis Of Effects，效应分析Analysis Of Variance, 方差分析Analysis of regression，回归分析Analysis of time series, 时间序列分析Analysis of variance, 方差分析Angular transformation, 角转换ANOVA (analysis of variance）, 方差分析ANOVA Models，方差分析模型ANOVA table and eta，分组计算方差分析Arcing，弧/弧旋Arcsine transformation，反正弦变换Area 区域图Area under the curve, 曲线面积AREG ，评估从一个时间点到下一个时间点回归相关时的误差ARIMA，季节和非季节性单变量模型的极大似然估计Arithmetic grid paper，算术格纸Arithmetic mean, 算术平均数Arrhenius relation，艾恩尼斯关系Assessing fit, 拟合的评估Associative laws, 结合律Asymmetric distribution, 非对称分布Asymptotic bias, 渐近偏倚Asymptotic efficiency, 渐近效率Asymptotic variance，渐近方差Attributable risk, 归因危险度Attribute data，属性资料Attribution, 属性Autocorrelation, 自相关Autocorrelation of residuals, 残差的自相关Average, 平均数Average confidence interval length, 平均置信区间长度Average growth rate, 平均增长率Bar chart, 条形图Bar graph, 条形图Base period, 基期Bayes' theorem , Bayes定理Bell—shaped curve，钟形曲线Bernoulli distribution，伯努力分布Best-trim estimator，最好切尾估计量Bias，偏性Binary logistic regression, 二元逻辑斯蒂回归Binomial distribution，二项分布Bisquare, 双平方Bivariate Correlate，二变量相关Bivariate normal distribution, 双变量正态分布Bivariate normal population, 双变量正态总体Biweight interval, 双权区间Biweight M—estimator, 双权M估计量Block，区组/配伍组BMDP（Biomedical computer programs）, BMDP统计软件包Boxplots, 箱线图/箱尾图Breakdown bound, 崩溃界/崩溃点Canonical correlation，典型相关Caption，纵标目Case-control study，病例对照研究Categorical variable，分类变量Catenary，悬链线Cauchy distribution，柯西分布Cause—and—effect relationship，因果关系Cell，单元Censoring，终检Center of symmetry, 对称中心Centering and scaling，中心化和定标Central tendency, 集中趋势Central value，中心值CHAID -χ2 Automatic Interaction Detector，卡方自动交互检测Chance，机遇Chance error，随机误差Chance variable, 随机变量Characteristic equation, 特征方程Characteristic root, 特征根Characteristic vector, 特征向量Chebshev criterion of fit，拟合的切比雪夫准则Chernoff faces, 切尔诺夫脸谱图Chi-square test，卡方检验/χ2检验Choleskey decomposition，乔洛斯基分解Circle chart, 圆图Class interval，组距Class mid-value，组中值Class upper limit, 组上限Classified variable, 分类变量Cluster analysis，聚类分析Cluster sampling，整群抽样Code, 代码Coded data，编码数据Coding, 编码Coefficient of contingency，列联系数Coefficient of determination，决定系数Coefficient of multiple correlation，多重相关系数Coefficient of partial correlation, 偏相关系数Coefficient of production-moment correlation，积差相关系数Coefficient of rank correlation，等级相关系数Coefficient of regression, 回归系数Coefficient of skewness，偏度系数Coefficient of variation，变异系数Cohort study，队列研究Collinearity，共线性Column, 列Column effect, 列效应Column factor, 列因素Combination pool, 合并Combinative table，组合表Common factor，共性因子Common regression coefficient，公共回归系数Common value，共同值Common variance, 公共方差Common variation，公共变异Communality variance, 共性方差Comparability, 可比性Comparison of bathes，批比较Comparison value，比较值Compartment model，分部模型Compassion, 伸缩Complement of an event，补事件Complete association, 完全正相关Complete dissociation, 完全不相关Complete statistics, 完备统计量Completely randomized design, 完全随机化设计Composite event, 联合事件Composite events, 复合事件Concavity, 凹性Conditional expectation，条件期望Conditional likelihood，条件似然Conditional probability，条件概率Conditionally linear, 依条件线性Confidence interval, 置信区间Confidence limit, 置信限Confidence lower limit, 置信下限Confidence upper limit，置信上限Confirmatory Factor Analysis ，验证性因子分析Confirmatory research, 证实性实验研究Confounding factor，混杂因素Conjoint, 联合分析Consistency，相合性Consistency check，一致性检验Consistent asymptotically normal estimate, 相合渐近正态估计Consistent estimate，相合估计Constrained nonlinear regression, 受约束非线性回归Constraint，约束Contaminated distribution, 污染分布Contaminated Gausssian，污染高斯分布Contaminated normal distribution，污染正态分布Contamination, 污染Contamination model, 污染模型Contingency table，列联表Contour，边界线Contribution rate，贡献率Control, 对照, 质量控制图Controlled experiments，对照实验Conventional depth，常规深度Convolution, 卷积Corrected factor，校正因子Corrected mean, 校正均值Correction coefficient，校正系数Correctness，正确性Correlation coefficient，相关系数Correlation, 相关性Correlation index，相关指数Correspondence，对应Counting，计数Counts，计数/频数Covariance, 协方差Covariant，共变Cox Regression, Cox回归Criteria for fitting，拟合准则Criteria of least squares，最小二乘准则Critical ratio, 临界比Critical region, 拒绝域Critical value, 临界值Cross—over design，交叉设计Cross-section analysis, 横断面分析Cross-section survey，横断面调查Crosstabs ，交叉表Crosstabs 列联表分析Cross—tabulation table, 复合表Cube root, 立方根Cumulative distribution function, 分布函数Cumulative probability, 累计概率Curvature，曲率/弯曲Curvature，曲率Curve Estimation, 曲线拟合Curve fit ，曲线拟和Curve fitting，曲线拟合Curvilinear regression, 曲线回归Curvilinear relation, 曲线关系Cut—and—try method，尝试法Cycle，周期Cyclist, 周期性D test, D检验Data acquisition, 资料收集Data bank，数据库Data capacity，数据容量Data deficiencies, 数据缺乏Data handling，数据处理Data manipulation, 数据处理Data processing, 数据处理Data reduction, 数据缩减Data set, 数据集Data sources, 数据来源Data transformation，数据变换Data validity, 数据有效性Data—in，数据输入Data-out, 数据输出Dead time, 停滞期Degree of freedom，自由度Degree of precision, 精密度Degree of reliability, 可靠性程度Degression，递减Density function，密度函数Density of data points, 数据点的密度Dependent variable，应变量/依变量/因变量Dependent variable, 因变量Depth, 深度Derivative matrix, 导数矩阵Derivative-free methods, 无导数方法Design, 设计Determinacy，确定性Determinant, 行列式Determinant, 决定因素Deviation，离差Deviation from average, 离均差Diagnostic plot, 诊断图Dichotomous variable，二分变量Differential equation，微分方程Direct standardization，直接标准化法Direct Oblimin, 斜交旋转Discrete variable, 离散型变量DISCRIMINANT，判断Discriminant analysis, 判别分析Discriminant coefficient，判别系数Discriminant function, 判别值Dispersion，散布/分散度Disproportional, 不成比例的Disproportionate sub—class numbers, 不成比例次级组含量Distribution free，分布无关性/免分布Distribution shape，分布形状Distribution—free method, 任意分布法Distributive laws，分配律Disturbance，随机扰动项Dose response curve, 剂量反应曲线Double blind method, 双盲法Double blind trial，双盲试验Double exponential distribution，双指数分布Double logarithmic, 双对数Downward rank，降秩Dual-space plot, 对偶空间图DUD, 无导数方法Duncan's new multiple range method，新复极差法/Duncan新法Error Bar，均值相关区间图Effect，实验效应Eigenvalue, 特征值Eigenvector, 特征向量Ellipse, 椭圆Empirical distribution, 经验分布Empirical probability, 经验概率单位Enumeration data, 计数资料Equal sun-class number，相等次级组含量Equally likely, 等可能Equivariance，同变性Error, 误差/错误Error of estimate，估计误差Error type I, 第一类错误Error type II，第二类错误Estimand，被估量Estimated error mean squares，估计误差均方Estimated error sum of squares，估计误差平方和Euclidean distance, 欧式距离Event, 事件Event, 事件Exceptional data point, 异常数据点Expectation plane，期望平面Expectation surface，期望曲面Expected values, 期望值Experiment, 实验Experimental sampling, 试验抽样Experimental unit, 试验单位Explained variance （已说明方差）Explanatory variable，说明变量Exploratory data analysis, 探索性数据分析Explore Summarize, 探索-摘要Exponential curve, 指数曲线Exponential growth，指数式增长EXSMOOTH, 指数平滑方法Extended fit, 扩充拟合Extra parameter, 附加参数Extrapolation, 外推法Extreme observation，末端观测值Extremes，极端值/极值F distribution， F分布F test， F检验Factor，因素/因子Factor analysis, 因子分析Factor Analysis, 因子分析Factor score, 因子得分Factorial, 阶乘Factorial design, 析因试验设计False negative, 假阴性False negative error, 假阴性错误Family of distributions，分布族Family of estimators, 估计量族Fanning，扇面Fatality rate，病死率Field investigation, 现场调查Field survey, 现场调查Finite population, 有限总体Finite-sample, 有限样本First derivative，一阶导数First principal component，第一主成分First quartile, 第一四分位数Fisher information, 费雪信息量Fitted value, 拟合值Fitting a curve, 曲线拟合Fixed base, 定基Fluctuation, 随机起伏Forecast，预测Four fold table, 四格表Fourth，四分点Fraction blow, 左侧比率Fractional error, 相对误差Frequency, 频率Frequency polygon, 频数多边图Frontier point, 界限点Function relationship, 泛函关系Gamma distribution, 伽玛分布Gauss increment，高斯增量Gaussian distribution，高斯分布/正态分布Gauss—Newton increment, 高斯-牛顿增量General census，全面普查Generalized least squares, 综合最小平方法GENLOG （Generalized liner models)，广义线性模型Geometric mean, 几何平均数Gini's mean difference，基尼均差GLM （General liner models)，通用线性模型Goodness of fit, 拟和优度/配合度Gradient of determinant，行列式的梯度Graeco—Latin square，希腊拉丁方Grand mean，总均值Gross errors，重大错误Gross-error sensitivity，大错敏感度Group averages，分组平均Grouped data，分组资料Guessed mean, 假定平均数Half—life, 半衰期Hampel M—estimators, 汉佩尔M估计量Happenstance, 偶然事件Harmonic mean, 调和均数Hazard function, 风险均数Hazard rate, 风险率Heading，标目Heavy-tailed distribution，重尾分布Hessian array，海森立体阵Heterogeneity, 不同质Heterogeneity of variance，方差不齐Hierarchical classification, 组内分组Hierarchical clustering method, 系统聚类法High—leverage point, 高杠杆率点High-Low, 低区域图Higher Order Interaction Effects，高阶交互作用HILOGLINEAR, 多维列联表的层次对数线性模型Hinge, 折叶点Histogram, 直方图Historical cohort study, 历史性队列研究Holes, 空洞HOMALS, 多重响应分析Homogeneity of variance, 方差齐性Homogeneity test, 齐性检验Huber M—estimators, 休伯M估计量Hyperbola, 双曲线Hypothesis testing, 假设检验Hypothetical universe, 假设总体Image factoring,，多元回归法Impossible event，不可能事件Independence, 独立性Independent variable, 自变量Index，指标/指数Indirect standardization, 间接标准化法Individual, 个体Inference band, 推断带Infinite population，无限总体Infinitely great, 无穷大Infinitely small, 无穷小Influence curve, 影响曲线Information capacity，信息容量Initial condition, 初始条件Initial estimate, 初始估计值Initial level，最初水平Interaction，交互作用Interaction terms, 交互作用项Intercept, 截距Interpolation, 内插法Interquartile range, 四分位距Interval estimation，区间估计Intervals of equal probability，等概率区间Intrinsic curvature，固有曲率Invariance, 不变性Inverse matrix, 逆矩阵Inverse probability，逆概率Inverse sine transformation, 反正弦变换Iteration，迭代Jacobian determinant, 雅可比行列式Joint distribution function, 分布函数Joint probability, 联合概率Joint probability distribution，联合概率分布K—Means Cluster逐步聚类分析K means method, 逐步聚类法Kaplan—Meier, 评估事件的时间长度Kaplan-Merier chart, Kaplan-Merier图Kendall's rank correlation， Kendall等级相关Kinetic，动力学Kolmogorov-Smirnove test，柯尔莫哥洛夫-斯米尔诺夫检验Kruskal and Wallis test， Kruskal及Wallis检验/多样本的秩和检验/H检验Kurtosis, 峰度Lack of fit，失拟Ladder of powers, 幂阶梯Lag，滞后Large sample，大样本Large sample test, 大样本检验Latin square，拉丁方Latin square design, 拉丁方设计Leakage，泄漏Least favorable configuration，最不利构形Least favorable distribution，最不利分布Least significant difference, 最小显著差法Least square method，最小二乘法Least Squared Criterion，最小二乘方准则Least-absolute-residuals estimates，最小绝对残差估计Least—absolute-residuals fit, 最小绝对残差拟合Least-absolute—residuals line, 最小绝对残差线Legend，图例L-estimator, L估计量L-estimator of location，位置L估计量L-estimator of scale，尺度L估计量Level，水平Leveage Correction，杠杆率校正Life expectance，预期期望寿命Life table，寿命表Life table method，生命表法Light-tailed distribution，轻尾分布Likelihood function, 似然函数Likelihood ratio, 似然比line graph, 线图Linear correlation, 直线相关Linear equation，线性方程Linear programming, 线性规划Linear regression，直线回归Linear Regression, 线性回归Linear trend，线性趋势Loading，载荷Location and scale equivariance, 位置尺度同变性Location equivariance，位置同变性Location invariance，位置不变性Location scale family，位置尺度族Log rank test，时序检验Logarithmic curve, 对数曲线Logarithmic normal distribution，对数正态分布Logarithmic scale，对数尺度Logarithmic transformation, 对数变换Logic check, 逻辑检查Logistic distribution，逻辑斯特分布Logit transformation, Logit转换LOGLINEAR，多维列联表通用模型Lognormal distribution, 对数正态分布Lost function，损失函数Low correlation, 低度相关Lower limit, 下限Lowest-attained variance, 最小可达方差LSD，最小显著差法的简称Lurking variable，潜在变量Main effect, 主效应Major heading, 主辞标目Marginal density function，边缘密度函数Marginal probability，边缘概率Marginal probability distribution, 边缘概率分布Matched data, 配对资料Matched distribution, 匹配过分布Matching of distribution, 分布的匹配Matching of transformation, 变换的匹配Mathematical expectation，数学期望Mathematical model, 数学模型Maximum L—estimator，极大极小L 估计量Maximum likelihood method, 最大似然法Mean, 均数Mean squares between groups，组间均方Mean squares within group，组内均方Means （Compare means）, 均值-均值比较Median，中位数Median effective dose, 半数效量Median lethal dose，半数致死量Median polish, 中位数平滑Median test, 中位数检验Minimal sufficient statistic, 最小充分统计量Minimum distance estimation, 最小距离估计Minimum effective dose，最小有效量Minimum lethal dose，最小致死量Minimum variance estimator, 最小方差估计量MINITAB，统计软件包Minor heading，宾词标目Missing data，缺失值Model specification，模型的确定Modeling Statistics , 模型统计Models for outliers, 离群值模型Modifying the model，模型的修正Modulus of continuity, 连续性模Morbidity, 发病率Most favorable configuration，最有利构形MSC（多元散射校正)Multidimensional Scaling （ASCAL)，多维尺度/多维标度Multinomial Logistic Regression , 多项逻辑斯蒂回归Multiple comparison, 多重比较Multiple correlation , 复相关Multiple covariance, 多元协方差Multiple linear regression, 多元线性回归Multiple response ，多重选项Multiple solutions，多解Multiplication theorem, 乘法定理Multiresponse，多元响应Multi-stage sampling，多阶段抽样Multivariate T distribution，多元T分布Mutual exclusive，互不相容Mutual independence，互相独立Natural boundary, 自然边界Natural dead, 自然死亡Natural zero，自然零Negative correlation, 负相关Negative linear correlation，负线性相关Negatively skewed，负偏Newman-Keuls method， q检验NK method， q检验No statistical significance, 无统计意义Nominal variable, 名义变量Nonconstancy of variability，变异的非定常性Nonlinear regression，非线性相关Nonparametric statistics, 非参数统计Nonparametric test，非参数检验Nonparametric tests, 非参数检验Normal deviate, 正态离差Normal distribution，正态分布Normal equation, 正规方程组Normal P-P，正态概率分布图Normal Q-Q，正态概率单位分布图Normal ranges，正常范围Normal value，正常值Normalization 归一化Nuisance parameter, 多余参数/讨厌参数Null hypothesis，无效假设Numerical variable，数值变量Objective function, 目标函数Observation unit，观察单位Observed value, 观察值One sided test, 单侧检验One—way analysis of variance，单因素方差分析Oneway ANOVA , 单因素方差分析Open sequential trial，开放型序贯设计Optrim，优切尾Optrim efficiency，优切尾效率Order statistics, 顺序统计量Ordered categories, 有序分类Ordinal logistic regression , 序数逻辑斯蒂回归Ordinal variable, 有序变量Orthogonal basis, 正交基Orthogonal design, 正交试验设计Orthogonality conditions, 正交条件ORTHOPLAN，正交设计Outlier cutoffs，离群值截断点Outliers, 极端值OVERALS ，多组变量的非线性正规相关Overshoot，迭代过度Paired design, 配对设计Paired sample, 配对样本Pairwise slopes，成对斜率Parabola, 抛物线Parallel tests，平行试验Parameter，参数Parametric statistics, 参数统计Parametric test，参数检验Pareto，直条构成线图(又称佩尔托图）Partial correlation, 偏相关Partial regression，偏回归Partial sorting，偏排序Partials residuals, 偏残差Pattern，模式PCA（主成分分析）Pearson curves，皮尔逊曲线Peeling, 退层Percent bar graph, 百分条形图Percentage，百分比Percentile, 百分位数Percentile curves, 百分位曲线Periodicity, 周期性Permutation，排列P-estimator, P估计量Pie graph, 构成图，饼图Pitman estimator，皮特曼估计量Pivot，枢轴量Planar，平坦Planar assumption, 平面的假设PLANCARDS, 生成试验的计划卡PLS(偏最小二乘法）Point estimation，点估计Poisson distribution，泊松分布Polishing，平滑Polled standard deviation，合并标准差Polled variance，合并方差Polygon, 多边图Polynomial, 多项式Polynomial curve，多项式曲线Population, 总体Population attributable risk，人群归因危险度Positive correlation, 正相关Positively skewed，正偏Posterior distribution，后验分布Power of a test，检验效能Precision，精密度Predicted value, 预测值Preliminary analysis，预备性分析Principal axis factoring，主轴因子法Principal component analysis, 主成分分析Prior distribution, 先验分布Prior probability, 先验概率Probabilistic model，概率模型probability，概率Probability density, 概率密度Product moment, 乘积矩/协方差Profile trace，截面迹图Proportion, 比/构成比Proportion allocation in stratified random sampling, 按比例分层随机抽样Proportionate，成比例Proportionate sub-class numbers, 成比例次级组含量Prospective study，前瞻性调查Proximities, 亲近性Pseudo F test, 近似F检验Pseudo model, 近似模型Pseudosigma, 伪标准差Purposive sampling, 有目的抽样QR decomposition, QR分解Quadratic approximation, 二次近似Qualitative classification, 属性分类Qualitative method，定性方法Quantile—quantile plot，分位数-分位数图/Q—Q图Quantitative analysis, 定量分析Quartile，四分位数Quick Cluster, 快速聚类Radix sort, 基数排序Random allocation, 随机化分组Random blocks design, 随机区组设计Random event, 随机事件Randomization，随机化Range，极差/全距Rank correlation, 等级相关Rank sum test，秩和检验Rank test, 秩检验Ranked data, 等级资料Rate, 比率Ratio，比例Raw data，原始资料Raw residual，原始残差Rayleigh’s test，雷氏检验Rayleigh’s Z, 雷氏Z值Reciprocal，倒数Reciprocal transformation，倒数变换Recording，记录Redescending estimators, 回降估计量Reducing dimensions, 降维Re-expression，重新表达Reference set, 标准组Region of acceptance, 接受域Regression coefficient，回归系数Regression sum of square, 回归平方和Rejection point, 拒绝点Relative dispersion, 相对离散度Relative number, 相对数Reliability，可靠性Reparametrization, 重新设置参数Replication, 重复Report Summaries，报告摘要Residual sum of square, 剩余平方和residual variance (剩余方差)Resistance, 耐抗性Resistant line，耐抗线Resistant technique，耐抗技术R-estimator of location，位置R估计量R—estimator of scale, 尺度R估计量Retrospective study, 回顾性调查Ridge trace, 岭迹Ridit analysis， Ridit分析Rotation，旋转Rounding，舍入Row, 行Row effects，行效应Row factor, 行因素RXC table， RXC表Sample，样本Sample regression coefficient，样本回归系数Sample size，样本量Sample standard deviation, 样本标准差Sampling error，抽样误差SAS(Statistical analysis system ), SAS统计软件包Scale，尺度/量表Scatter diagram，散点图Schematic plot, 示意图/简图Score test，计分检验Screening，筛检SEASON，季节分析Second derivative，二阶导数Second principal component，第二主成分SEM (Structural equation modeling), 结构化方程模型Semi—logarithmic graph，半对数图Semi-logarithmic paper，半对数格纸Sensitivity curve, 敏感度曲线Sequential analysis, 贯序分析Sequence，普通序列图Sequential data set, 顺序数据集Sequential design，贯序设计Sequential method, 贯序法Sequential test，贯序检验法Serial tests, 系列试验Short-cut method，简捷法Sigmoid curve， S形曲线Sign function, 正负号函数Sign test，符号检验Signed rank, 符号秩Significant Level，显著水平Significance test, 显著性检验Significant figure，有效数字Simple cluster sampling，简单整群抽样Simple correlation, 简单相关Simple random sampling, 简单随机抽样Simple regression，简单回归simple table，简单表Sine estimator, 正弦估计量Single—valued estimate, 单值估计Singular matrix，奇异矩阵Skewed distribution，偏斜分布Skewness，偏度Slash distribution, 斜线分布Slope, 斜率Smirnov test，斯米尔诺夫检验Source of variation，变异来源Spearman rank correlation, 斯皮尔曼等级相关Specific factor, 特殊因子Specific factor variance，特殊因子方差Spectra ，频谱Spherical distribution, 球型正态分布Spread, 展布SPSS(Statistical package for the social science）, SPSS统计软件包Spurious correlation，假性相关Square root transformation，平方根变换Stabilizing variance, 稳定方差Standard deviation, 标准差Standard error, 标准误Standard error of difference, 差别的标准误Standard error of estimate，标准估计误差Standard error of rate, 率的标准误Standard normal distribution，标准正态分布Standardization, 标准化Starting value, 起始值Statistic，统计量Statistical control，统计控制Statistical graph，统计图Statistical inference，统计推断Statistical table, 统计表Steepest descent，最速下降法Stem and leaf display, 茎叶图Step factor，步长因子Stepwise regression，逐步回归Storage, 存Strata，层（复数）Stratified sampling, 分层抽样Stratified sampling, 分层抽样Strength，强度Stringency, 严密性Structural relationship, 结构关系Studentized residual，学生化残差/t化残差Sub—class numbers, 次级组含量Subdividing，分割Sufficient statistic, 充分统计量Sum of products, 积和Sum of squares, 离差平方和Sum of squares about regression，回归平方和Sum of squares between groups，组间平方和Sum of squares of partial regression, 偏回归平方和Sure event，必然事件Survey，调查Survival，生存分析Survival rate, 生存率Suspended root gram, 悬吊根图Symmetry, 对称Systematic error，系统误差Systematic sampling, 系统抽样Tags，标签Tail area, 尾部面积Tail length，尾长Tail weight，尾重Tangent line，切线Target distribution, 目标分布Taylor series，泰勒级数Test（检验)Test of linearity, 线性检验Tendency of dispersion，离散趋势Testing of hypotheses，假设检验Theoretical frequency, 理论频数Time series, 时间序列Tolerance interval, 容忍区间Tolerance lower limit，容忍下限Tolerance upper limit, 容忍上限Torsion, 扰率Total sum of square，总平方和Total variation，总变异Transformation，转换Treatment, 处理Trend，趋势Trend of percentage，百分比趋势Trial, 试验Trial and error method，试错法Tuning constant, 细调常数Two sided test, 双向检验Two-stage least squares, 二阶最小平方Two—stage sampling，二阶段抽样Two-tailed test，双侧检验Two—way analysis of variance，双因素方差分析Two—way table，双向表Type I error, 一类错误/α错误Type II error, 二类错误/β错误UMVU，方差一致最小无偏估计简称Unbiased estimate，无偏估计Unconstrained nonlinear regression ，无约束非线性回归Unequal subclass number，不等次级组含量Ungrouped data, 不分组资料Uniform coordinate, 均匀坐标Uniform distribution, 均匀分布Uniformly minimum variance unbiased estimate, 方差一致最小无偏估计Unit，单元Unordered categories，无序分类Unweighted least squares, 未加权最小平方法Upper limit，上限Upward rank, 升秩Vague concept, 模糊概念Validity，有效性VARCOMP （Variance component estimation)，方差元素估计Variability，变异性Variable, 变量Variance，方差Variation，变异Varimax orthogonal rotation, 方差最大正交旋转Volume of distribution, 容积W test, W检验Weibull distribution, 威布尔分布Weight, 权数Weighted Chi-square test, 加权卡方检验/Cochran检验Weighted linear regression method，加权直线回归Weighted mean, 加权平均数Weighted mean square, 加权平均方差Weighted sum of square, 加权平方和Weighting coefficient，权重系数Weighting method，加权法W-estimation, W估计量W—estimation of location，位置W估计量Width，宽度Wilcoxon paired test，威斯康星配对法/配对符号秩和检验Wild point，野点/狂点Wild value, 野值/狂值Winsorized mean, 缩尾均值Withdraw，失访Youden’s index, 尤登指数Z test, Z检验Zero correlation, 零相关Z-transformation, Z变换。
单一指数模型
6
2) Main Assumptions of Single-index model
(1) The returns on stocks tend to change in a similar fashion as an average return on the market, because the same economic factors affect almost all firms. This implies the excess return on stock i over risk-free rate can be decomposed into three components: ri－rf = αi + βi(rm－rf ) + ei (10.1)
(3) Mean and variance differing combinations of 4 assets.
This is fine when the portfolio consists of only two assets. What if there are 20 assets to construct? you need the information: n = 20 estimates of E(Ri) n = 20 estimates of variances n(n - 1)/2 = 190 estimates of covariances 230 estimates So for each combination we need 230 estimates.
Hale Waihona Puke 10.1 Guidelines
Ⅰ.单一指数证券市场 1. 证券的收益与方差 Ⅰ. A single-index security market
卫生经济学中英文对照
卫生经济学中英文名称对照ABC成本分析法active based costinformation imperfectionsA按病种付费diagnosis related groups, DRGs按服务单元付费flat rate按服务项目付费制fee for service, FFS按人头付费capitation澳大利亚卫生福利部Australian Institute of Health andWelfare, AIHWB半变动成本semi-variable cost半固定成本semi-fixed cost保健储蓄Medisave保健基金Medifund保险insurance保险药品参考定价reference pricing保险因子factor of insurance比较分析法horizontal analysis比率分析法ratio analysis边际产量marginal product, 简称MP边际技术替代率MRTS边际利益marginal benefits边际收益递减规律the law of diminishing return边际效用marginal utility变动成本variable cost标准博弈法standard gamble标准成本standard cost不变投入fixed input不可控成本un-controllable costC产出output长期long run沉没成本sunk costs成本cost成本差异调查cost variance investigation成本差异分析cost variance analysis成本的可控制性cost controllability成本的可追踪性cost traceability成本函数cost function“成本加成”管制“cost plus”成本效果分析cost-effectiveness analysis, CEA 成本效益分析cost-benefit analysis, CBA成本效用比cost utility ratio, CUR成本效用分析cost utility analysis, CUA成本行为cost behavior储蓄医疗保险medisave处方分析与反馈prescribing analysis and cost, PACT 纯保费pure premiumD代理失灵agency imperfections单元成本unit cost道德损害moral hazard等产量线equal-product curve等成本线equal-cost curve等级衡量法rating scale定价控制price controls短期short runF非处方药over-the-counter, OTC分步模型法step-model method分摊allocation分摊参数allocation parameter风险risk风险储蓄金reserve风险选择risk selection负债liabilitiesG个人觉察到的需要perceived felt need公平equity供给supply供给弹性supply elasticity供给曲线supply curve供给者诱导需求supplier-induced demand, SID共付co-payment共付保险co-insurance固定成本fixed cost固定价格体系“fixed price”管理费用expense of management管理型医疗保健manage care惯性inertia规模收益不变constant return to scale规模收益递减decreasing return to scale规模收益递增increasing return to scale国家卫生服务National Health Service国家卫生服务制度national health service, NHS国家医疗保险national health service, NHS国民经济核算体系system of national accounts, SNA 过程评价process evaluationH后付制post-paymentJ机会成本opportunity cost基本医疗服务basic medical services疾病预防prevention计量经济学econometrics技术效率technical efficiency价格冻结或消减price freezes and cut“价格歧视”现象price discrimination间接成本indirect cost间接经济负担indirect economic burden间接效益indirect benefit建立单个实际的或虚拟的集资池creating single actual or virtual pools 健抱双全计划medisield健康保护protection健康保险实验rand health insurance experiment, HIE 健康保障health security健康促进promotion健康的生产health production健康筛检screening健康生产函数health production function健康寿命损失年years lived with disability, YLD健康效用指数health utilities index阶梯分摊法step-done allocation method结构分析法vertical analysis结果评价outcome evaluation截面数据cross date净现值net present value, NPV净资产net assetsK柯布-道格拉斯生产函数Cobb-Douglas Form可变投入variable input可控成本controllable cost可缩减成本avoidable cost可替代性interchangeability扣除保险deductiblesL劳动力labor老年医疗保险计划Medicare类似药“me, too” drugs类型学typology利润控制profit controls连带性externality联合作用joint effects of cost and intensity零基预算法zero-base budgeting流动比率current ration流动负债current Liabilities流动性比率liquidity ration流动资产current AssetsM美国卫生保健集资管理局National Care Finance Administration, HCFA 版面数据panel dateN内部收益率internal rate of return, IRR逆向选择adverse selection年当量净效益net equivalent annual benefitF帕累托低效率Pareto inefficiency帕累托改进Pareto improvement帕累托无效率Pareto inefficiency帕累托最优Pareto optimum配给rationing配置效率allocating efficiency平均产量average product, 简称APQ起付线annual deductible潜在减寿年数potential years of life lost, PYLL潜在需要Potential need穷人医疗救济制度Medicaid区域卫生规划regional health planning区域分析法trend analysis全科医生基金持有者general practitioner fund holder, GPFH 全球疾病负担Global Burden of Disease, GBDR容忍区间margin of toleranceS伤残所致生命年损失years lived with disability, LYDs上下法top-down method社会保障social security社会医疗保险medical social insurance“渗透”战略“penetration” strategy生产函数product function生产可能性边界production possibility frontier生命年损失years of life lost, YLLs失能调整生命年disability adjusted life years, DALYs 时间权衡法time trade-off时间相对值discounting rate时间序列数据time-series date市场market收入预算budge for revenue收入支出表operating statement寿命损失年years of life lost, YLL双向或多向分配法double or multiple distribution method 税收为基础的卫生支出tax funded government expenditure on health 私人卫生支出private expenditure on health似然比检验likelihood ratio test速动比率quick ratioT替代指标proxy贴现discount贴现率discount rate通科医生general practitioner, GP通用药品generic drugs通用药品悖论generic paradoxW卫生保健的界定boundaries of health care卫生保健制度（健康保险）health insurance卫生保健总支出Total Expenditure on Health, THE 卫生筹资health financing卫生服务供给supply of health care卫生服务利用health services utilization卫生服务内部市场internal market卫生服务体系health service system卫生服务投入input卫生服务需求demand of health services卫生服务需要health service need卫生服务要求want of health services卫生机构预算budge of health institutions卫生经济学Health Economics卫生资源health resource卫生资源配置health resource allocating卫生总费用（国民卫生帐户）National Health Account卫生总费用核算National Health Accounts, NHA 未来成本future cost无形经济负担intangible economic burden无形效益intangible benefitX系数值allocation value狭义政府卫生支出territorial government expenditure on health 现金比率cash ratio限额保险maximums or ceiling线性回归模型linear regression model消费品consumption commodities消费预算线consumer budget line效果effectiveness效率efficiency效率收益efficiency gains效益benefit效益成本比率benefit-cost ratio效用最大化maximize utility新药研究与开发Research & Development信息不对称性information asymmetry需求demand需求变动changes in demand需求法则law of demand需求量的变动change in quantity demandedY药品管理公司Pharmaceutical Benefits Management 医保双全Medishield医疗保健供给medical insurance supply医疗保险需求medical insurance demand医疗服务体系medical service system医院成本指数hospital cost index医院服务强度指数hospital intensity index医院联合体hospital trust医院作为医生的合作者the hospital as a physicians cooperative 因素分析法factor analysis应收款周转次数receivables turnover影响评价impact evaluation诱导需求induced demand预付制pre-paymentZ增量成本incremental cost“占优”战略“skimming” strategy政府卫生支出general government expenditure on health 支出预算budget for expenditure直接成本direct cost直接分摊法direct allocation method直接经济负担direct economic burden直接效益direct benefit止损线stop loss质量调整生命年quality adjusted life years, QALYs资本capital资产assets资产负债表statement of financial position资产负债率debt ratio资产周转率assets turnover资源分配resource allocation资源汇集pooling resource总产量total product, TP总成本total cost总额预算制global budget最大似然估计maximum likelihood estimation, MLE 最小二乘法ordinary least square, OLS最小化分析cost-minimization analysis, CMA最小平方回归分析法least square regression analysis。
单指数模型课件
现代投资组合理论与投资风险管理——单指数模型一、模型概述单指数模型假设股票之间的相关移动是因为单一的共同影响或指数。
随意观察股票价格，可以看出：当股市上涨的时候，大多数股价也会上涨，当股市下跌的时候，大多数股价也会下跌。
这说明证券收益之间可能相关的原因之一是由于对市场变动的共同反应，代表这种相关性的一个有用指标也许可以通过把股票收益与股市收益联系起来而得到。
股票收益：i i i m R a R β=+i R 代表股票收益。
m R 代表市场指数的收益率——随机变量。
i a 代表股票i 的收益中独立于市场表现的部分——随机变量。
iβ度量一只股票的收益对市场收益的敏感程度。
i a 项代表收益中独立于市场收益的部分，将其分解成两部分：用i α表示i a 的期望值，i e 表示i a 中的随机变量，()0i E e =。
即：i i i a e α=+一只股票的收益方程现在可以写为：i i i m i R R e αβ=++i e 和mR 都是随机变量，分别以eiσ和mσ表示它们的标准差。
单指数模型的基本方程：i i i m i R R e αβ=++其中()0i E e =，对所有股票1,,i N = 二、模型的假设条件 1. 指数与特有收益不相关：[()]0i m m E e R R -= 1,,i N=2. 证券仅通过对市场的共同反应相互关联：()0i j E e e = 1,,1,,i N j N i j==≠ 及且三、单指数模型条件下投资组合的期望收益率与方差的计算 在单指数模型的假设条件下，我们可以推倒出期望收益、标准差和协方差。
结果是： （1） 收益均值：im i i R R αβ=+（2） 证券收益的方差：2222i i m ei σβσσ=+（3） 证券i 和j 收益之间的协方差：2ij i j m ββσσ=这样在单指数模型成立的情况下我们可以转向计算任何投资组合的期望收益率和方差的计算。
Chap008指数模型
i 1 i 1 2 n 1 n 1 2 2 2 2 2 2 P P M (eP ) M wi i wi (ei ) i 1 i 1 E ( RP ) SP 1 2 1 2 n 1 n 1
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Figure 8.1 The Variance of an Equally Weighted Portfolio with Risk Coefficient βp 等权重组合的方差与风险系数Beta
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RHP t HP HP RS &P500 t eHP t
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Table 8.1 Excel Output: Regression Statistics for the SCL of Hewlett-Packard Excel输出：HP证券特征线的回归统计
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Alpha and Security Analysis Alpha与证券分析
3. Establish the expected return of each security absent any contribution from security analysis.建立
每只证券的期望收益，这时不需要任何证券分析，这 是贝塔溢价
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• HP’s beta is 2.0348, but the 95% confidence interval is 1.43 to 2.53. Beta收益是2.0348显著不为零，但是也有可 能是在143与2.53之间的其他数，可能性为95%
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Once we has finished the securities analysis and has ensured the exponential model’s estimate of the securities and market, we can easily summarize the construction procedure of the optimal portfolio risk as follows:
1.Calculate the original positions of each securities in the active portfolio:
2.Adjust the original weight, so that the sum of the combination weights is 1:
3. Calculate the Alpha coefficients of the active portfolio:
4. Calculate the residual of the active portfolio:
5. Calculatethe original positions of the active portfolio:
6. Calculate the Beta coefficients of the active portfolio:
7. Adjust the original positions of active portfolio:
8. Then, the weights of the optimal portfolio is:
9.Calculate the risk premiumof the optimal portfolio. According to the risk premium of index portfolio and the alpha coefficient of active portfolio, we can conclude that the risk premium of
the optimal portfolio.
Attention: Because the beta coefficient is one in the index portfolio, the risk portfolio beta
coefficient is
10. Using the variance of the index portfolioand the residual of the active portfolio to
calculatethe variance of the optimal portfolio.
一旦证券分析securities analysis完成，证券securities和市场的指数模型估计值确定，可以总结最优风险组合optimal portfolio risk的构建程序如下：
1.计算积极组合中每个证券的原始头寸
2.调整这些原始权重，使组合权重和为1
3.计算积极组合的α值
4.计算积极组合的残差
5.计算积极组合的原始头寸
6.计算积极组合的β值
7.调整积极组合的原始头寸
8.此时最优风险组合的权重
9.计算最优风险组合的风险溢价。
根据指数组合的风险溢价和积极组合的α系数，得出最优风险组合的风险溢价。
10.运用指数组合的方差和积极组合的残差计算最优风险组合的方差。