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expected distribution

См. также в других словарях:

  • Expected shortfall — (ES) is a risk measure, a concept used in finance (and more specifically in the field of financial risk measurement) to evaluate the market risk or credit risk of a portfolio. It is an alternative to value at risk that is more sensitive to the… …   Wikipedia

  • Expected value — This article is about the term used in probability theory and statistics. For other uses, see Expected value (disambiguation). In probability theory, the expected value (or expectation, or mathematical expectation, or mean, or the first moment)… …   Wikipedia

  • Expected utility hypothesis — In economics, game theory, and decision theory the expected utility hypothesis is a theory of utility in which betting preferences of people with regard to uncertain outcomes (gambles) are represented by a function of the payouts (whether in… …   Wikipedia

  • Expected gain — The expected gain (or expected return) is the weighted average most likely outcome in gambling, probability theory, economics or finance.Discrete scenariosIn gambling and probability theory, there is usually a discrete set of possible outcomes.… …   Wikipedia

  • Expected return — The expected return is the weighted average most likely outcome in gambling, probability theory, economics or finance.Discrete scenariosIn gambling and probability theory, there is usually a discrete set of possible outcomes. In this case,… …   Wikipedia

  • distribution theory — ▪ economics Introduction       in economics, the systematic attempt to account for the sharing of the national income among the owners of the factors of production land, labour, and capital. Traditionally, economists have studied how the costs of …   Universalium

  • Expected Return — The average of a probability distribution of possible returns, calculated by using the following formula: How do you calculate the average of a probability distribution? As denoted by the above formula, simply take the probability of each… …   Investment dictionary

  • Expected value of sample information — In decision theory, the expected value of sample information (EVSI) is the price that one would be willing to pay in order to gain access to a sample from the distribution about which the prediction has to be made. For example, if one needs to… …   Wikipedia

  • Expected value — The weighted average of a probability distribution. The New York Times Financial Glossary * * * expected value expected value ➔ value1 * * * expected value UK US noun [U] ► ECONOMICS, FINANCE the probable value of something, calculated as the… …   Financial and business terms

  • expected value — The weighted average of a probability distribution. Also known as the mean value. Bloomberg Financial Dictionary * * * expected value expected value ➔ value1 * * * expected value UK US noun [U] ► ECONOMICS, FINANCE the probable value of something …   Financial and business terms

  • expected return — The expected return on a risky asset, given a probability distribution for the possible rates of return ( rate of return). Expected return equals some risk free rate (generally the prevailing U.S. Treasury note or bond rate ) plus a risk premium… …   Financial and business terms

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