- binomial process
- Математика: процесс с биномиальным распределением (вероятностей состояний)
Универсальный англо-русский словарь. Академик.ру. 2011.
binomial process
Смотреть что такое "binomial process" в других словарях:
binomial process — A process consisting of several stages, at each one of which there are two possible outcomes with separate probabilities. In finance, models based on binomial processes are used to consider the value of financial obligations, most notably certain … Big dictionary of business and management
Binomial options pricing model — BOPM redirects here; for other uses see BOPM (disambiguation). In finance, the binomial options pricing model (BOPM) provides a generalizable numerical method for the valuation of options. The binomial model was first proposed by Cox, Ross and… … Wikipedia
Binomial distribution — Probability distribution name =Binomial type =mass pdf cdf Colors match the image above parameters =n geq 0 number of trials (integer) 0leq p leq 1 success probability (real) support =k in {0,dots,n}! pdf ={nchoose k} p^k (1 p)^{n k} ! cdf =I {1… … Wikipedia
Binomial transform — In combinatorial mathematics the binomial transform is a sequence transformation (ie, a transform of a sequence) that computes its forward differences. It is closely related to the Euler transform, which is the result of applying the binomial… … Wikipedia
binomial distribution — Statistics. a distribution giving the probability of obtaining a specified number of successes in a finite set of independent trials in which the probability of a success remains the same from trial to trial. Also called Bernoulli distribution.… … Universalium
Negative binomial distribution — Probability mass function The orange line represents the mean, which is equal to 10 in each of these plots; the green line shows the standard deviation. notation: parameters: r > 0 number of failures until the experiment is stopped (integer,… … Wikipedia
Bernoulli process — In probability and statistics, a Bernoulli processis a discrete time stochastic process consisting ofa sequence of independent random variables taking values over two symbols. Prosaically, a Bernoulli process is coin flipping, possibly with an… … Wikipedia
Lévy process — In probability theory, a Lévy process, named after the French mathematician Paul Lévy, is any continuous time stochastic process that starts at 0, admits càdlàg modification and has stationary independent increments this phrase will be explained… … Wikipedia
Jump process — A jump process is a type of stochastic process that has large discrete movements (jumps), rather than small continuous movements. This concept is frequently used in finance. Various stochastic models are used to model the price movements of… … Wikipedia
Maximum likelihood — In statistics, maximum likelihood estimation (MLE) is a method of estimating the parameters of a statistical model. When applied to a data set and given a statistical model, maximum likelihood estimation provides estimates for the model s… … Wikipedia
distribution — 1. The passage of the branches of arteries or nerves to the tissues and organs. 2. The area in which the branches of an artery or a nerve terminate, or the area supplied by such an artery or nerve. 3. The relative numbers of individuals in each… … Medical dictionary
