置信水平

与这个范围相关联的概率p称为置信水平（confidencelevel）。

A probability p called the confidence level is associated with this range .

降低置信水平到90%，并减少可容忍的控制失败率到3%，将导致效率和效果的提高。b.可容忍的失败率从4%减少到3%将提高审计效率。

C.Increasing the confidence level to95 percent and decreasing the tolerable control failure rate to three percent will increase audit effectiveness .

GIS中折线元及面元置信水平的随机模拟

The Stochastic Simulation of Confidence Levels of Polygon and Area in GIS

置信水平增加到95%，可容忍的控制失败率降低到3%，将提高审计的效果。d.置信水平增加到95%将提高审计的效率。

D.Increasing the confidence level to95 percent will increase audit efficiency .

给出了这两种方法的程序流程图，并按置信水平为95%时，计算了竞聚率r1与r2的联合置信区域。

The program flow charts were given and the joint 95 % confidence limits of reactivity ratios r1 and r2 were calculated .

结论为：在95%的置信水平下，调整后的VaR值能更好的预测权证的风险。

It is shown that adjusted VaR can predicts the risk about warrants better in 95 % percent .

投资机会约束和VaR约束是以期望收益率和给定的置信水平为导向确定的。

The chance constraint and the VaR constraint are constructed respectively according to the prespecified expected rates of return and confidence level .

VaR表示在一定时段内，在给定的置信水平下预期的潜在最大损失。

The Value at risk ( VaR ) is the maximum expected loss over a given horizon period at a given level of confidence .

经实证分析我们发现，这种方法估计的VaR在各置信水平上都有效，而且非常接近期望值。

Through the empirical analysis we found , this method estimates the VaR in various confidence levels are effective , and very close to the expected value .

建立了海面溢油鉴别的Fuzzy相似优先比模式，提出了油种塑别的Fuzzy相似优先比置信水平λ的模糊区概念。

A model based on a fuzzy similarity preference ratio has been established to identify different kinds of oils spilt at sea surface , by introducing a concept of the fuzzy area of confidence level of a fuzzy similarity preference ratio .

一方面，VaR描述了一定置信水平下、一定时间内，由于市场风险暴露而可能发生的损失；

On one hand , VaR characterizes the loss that may occur over a given period , at a given confidence level , due to exposure to market risk ;

而基于正态分布下的GARCH模型所估计风险价值无论是在低置信水平还是高置信水平下都不能很好的覆盖实际损失。

The GARCH model under normal distribution , whether in high or low confidence level are not well cover the actual loss .

线性回归的结果表明，纵断面Ⅲ的丰、枯水期COD与S和N、P间相关性很好，在99%置信水平上显著；

The results of linear regression analysis showed that there was good correlation between COD and S , nitrate , phosphate respectively at confidence level 99 % in flood season and dry season along longitudinal section I .

并经相关系数显著性水平检验，表明在999%的置信水平下COD和BOD5线性相关非常显著。

The test of significance showed that under the 99.9 % confidence level , the linear correlation of COD and BOD 5 was notable .

用GARCH滤波的历史模拟与极值理论的混合方法也可得到在各个置信水平都有效而准确的VaR估计。

Or use the GARCH processed historical simulation and theory and mixed methods can also get the effective and accurate VaR estimation at various confidence levels .

VaR的全称是ValueAtRisk，意为处于风险中的价值，被定义为在正常的市场波动情况下，在一定的置信水平下，投资组合在未来某一个特定时期内的最大可能损失。

Value at Risk ( VaR ), which means " the value at risk ", is defined as the maximum possible loss that a portfolio will lose under normal market fluctuations , with a given confidence level , over a certain time horizon .

然后在相同的置信水平下利用GARCH-分位数回归-VaR方法计算了其VaR值，检验的结果显示此方法也能很好的度量其风险值。

Then VaR value is calculated by the GARCH-quantile regression-VaR model in the same confidence levels . The empirical study also finds that this model is good to measure the value at risk .

通过运用方差协方差法分别计量1%、5%及10%这三种不同置信水平下的VaR，并对其计量结果进行比较。

Through the use of variance-covariance method were measured 1 % , 5 % and 10 % of these three different confidence levels of VaR , and to compare the results of its measurement .

基本假设如下：（1）一个最优的投资组合模型，将在所选定的投资持有期以及给定的置信水平下，满足其最大预期损失不会超过VAR；

Principle hypothesizes are as follows : ( 1 ) a best portfolio model will meet that the maximum expected loss will not exceed the restrictive VaR given the holding period and believer level ;

第六章使用不同方法计算了上证综合指数和深圳成份指数在不同置信水平下的vaR值，并与实际损益作了比较。

Chapter 6 calculated VaR values of composite index in Shanghai Stock Exchange and component index in Shenzhen Stock Exchange at difference confidence level using difference methods , and we compared these results with real profit-loss .

根据线性滞弹性体松弛模型反演得到了介质品质因子Qm、95%置信水平下的测量误差及相关参数。

Based on a linear viscoelastic relaxation model we deduced the medium quality factor Q_m , and associated error with 95 % confidence level .

用均匀试验设计回归分析程序拟合产品的褐变度、维生素C和ADF质量分数随干燥室气体O2含量、干制温度和干制时间变化的回归方程，置信水平达95%，可用于指导实际生产。

Regression analysis shows a confidence level up to 95 % on the correlation among the degree of browning , Vitamin C retention rate , ADF change , O_2 content , drying temperature and time . The results are valuable for practical applications .

阐述了VAR的含义，指出了商业银行在运用VAR模型衡量个人理财产品的利率风险时，要注意两个因素的选取：一是时间间隔，二是置信水平。

The section defines the VAR and draws the attention of commercial banks to the selection of two factors when they adopt VAR model to measure the interest rate risk of personal financial products . The two factors are time interval and confidence level .

在90%或95%的置信水平（Pl）和相同精度（Δ）下，降雨后土壤水分合理取样数目最少，此时土壤水分的空间等值线分布的变化程度相对也较小。

Under P_1 of 90 % or 95 % and same precision , the reasonable sampling numbers was minimal after rainfall , and at the same time the change extent of spatial isoline distribution of soil water was also relatively small .

模型相关系数R2均达到0.91以上，验证值均在置信水平为95.4%的置信区间内，表明模型能够正确反应工艺处理效果。

The correlation coefficient R2 were all beyond 0.91 and validation were in the confidence interval which confidence level was 95.4 % . It proved that the model can correctly reflect the effect of technological processing .

初步结果表明：在一个地震系列中，随着临近较强地震（ML≥3.2）的发生，微震P波在10周&60周频率范围内的谱值增高，其置信水平一般在70%以上。

The preliminary results show that the amplitudes of the spectra of microearthquake P waves in the frequency range 10 cps-60 cps increase before the occurrences of larger earthquakes ( ML ≥ 3.2 ), and decrease after them within the corresponding frequency ranges .

VaR模型度量的是在某一置信水平下，资产损失的最高期望值，但是它没有指明一旦超过了这个期望值，资产的损失究竟是多少。

The scale of VaR model is under certain confidence level , to compute the capital ′ s , but it isn ′ t pointed out that once the expected value of maximum loss is exceeded , how much the loss of capital will be .

本文主要讨论了度量金融风险的VaR方法，并且在股票收益随机游动的假设下计算了深圳股市在不同置信水平下的风险值，并与实际投资收益做了对比。

This paper discusses the VaR methodology for measuring financial risk . Based on the random walk hypothesis of stock return , the VaRs of stock in Shenzhen market under different confidence level are investigated , and the comparisons with actual investment return are also presented .

置信水平为99%的条件EVT和置信水平为95%的条件t分布模型，分别是测度上证A、B股市场风险效果最好的模型。

Conditional EVT for confidence level 99 % and conditional t for confidence level 95 % is most excellent model to measure VaR of A stock and B stock market respectively .

经对越界概率的近似值的积分，导出了置信水平的大偏差和Edgeworth展开式。并得到了一些数值计算公式。

The large deviations and Edgeworth expansions for the confidence levels are derived by integrating the approximations for boundary crossing probabilities , Some expressions for numerical calculation are obtained .