概率论与数理统计在经济升生活的应用.docxVIP

概率论与数理统计在经济升生活的应用组员系部金融系班级金融5班指导老师赵梅春编写日期2015年11月20号目录一、概率论与数理统计原理在投资“风险报酬”分析中的应用二、概率论在股票投资中的运用三、期望在求解最大经济利润问题的应用四、古典概型在彩票中的应用五、利用中心极限定理求解经济保险问题摘要：本文以举例方式,应用概率论与数理统计原理,通过确定各投资项目盈亏的概率分布,计算期望报酬率,标准差,及应用置信概率与置信区间原理对投资“风险报酬”的有关问题进行定量分析,为投资决策提供依据；概率论反映的是大量同类随机现象的统计规律性。对变幻莫测的股市可以用概率论进行统计分析。现运用概率论对股市中股票的具体炒作尺度、创新高、股评等方面进行分析。同时建立数学模型进行说明；就概率论的思想和方法在经济生活中展开一些讨论，具体介绍期望在求解最大经济利润中的应用、利用古典概型求彩票中奖概率和中心极限定理在保险盈利中的应用。可以得到概率论在经济生活中应用广泛，让人们更清楚地认识问题的本质，使我们能够更加理智思考生活中的问题。关键词：概率论与数理统计;投资;风险报酬;应用;股票;股市;统计规律;数学模型;经济生活;期望;中心极限定理ABSTRACT　This article analyse some content of investing hazard emolument by using theory ofprobability and statistics. The analysis steps are: defined probability distribution, calculate expecta-tion, calculate standard deviation, calculate standard scatter rate, confidence probability and confi-dence interval.Statistic law of a lot of similar random phenomena is reflected by the probability theory which, therefore, can be usedin the uncertain stocks market to do the statistic analysis. The paper makes use of probability theory to analyze some aspects of stocksin stocks market.Under the assumption of T distribution and normal distribution ,daily return series of Shanghai property storks index are modeledand analyzed by GARCH model and FIGARCH modeLResultsshowthat the vdatility of the above series has the obvious fearture of longmemory end that external shacks have long term effect on the vdatility.Therefore ,FIGARCH modeling is~effective than GARCHmodeling in addition the fitting model under the assumption of distribution is superiortothat under the assumption of normal distribution.KEY WORDS　probability and statistics; investing; hazard emolument; use; stocks; stocks market; statistic law; maths mode ;FIGARCH model ;LARCH model ;long memory T distribution