关于转换GEV随机变量的应力强度可靠性与对金融资产选择的应用

The Wald-Wolfowitz runs test, commonly referred to as the runs test, is a nonparametric test used to assess the randomness of ordered data. The test evaluates the number of runs, which are consecutive sequences of similar elements within the data. If the number of runs is significantly higher or lower than expected, the data is considered non-random, indicating a detectable pattern or structure.
For binary data, runs are identified using symbols such as + and −, or equivalently, 1s and...

Studying stress transformation is essential in understanding how stress components within a material, like a cube under plane stress, change with rotation. This change is analyzed by considering a prismatic element within the cube. As the element rotates, the stress components acting on it—both normal and shearing stresses—change in magnitude and orientation. This change is quantified using trigonometric functions of the rotation angle, relating the forces acting on the rotated element's...

A random variable is a single numerical value that indicates the outcome of a procedure. The concept of random variables is fundamental to the probability theory and was introduced by a Russian mathematician, Pafnuty Chebyshev, in the mid-nineteenth century.
Uppercase letters such as X or Y denote a random variable. Lowercase letters like x or y denote the value of a random variable. If X is a random variable, then X is written in words, and x is given as a number.
For example, let X = the...

Regression toward the mean (“RTM”) is a phenomenon in which extremely high or low values—for example, and individual’s blood pressure at a particular moment—appear closer to a group’s average upon remeasuring. Although this statistical peculiarity is the result of random error and chance, it has been problematic across various medical, scientific, financial and psychological applications. In particular, RTM, if not taken into account, can interfere when...

The general state of stress within a material can be accurately depicted using a stress tensor. This tensor encapsulates the internal forces distributed within a material subjected to external forces or deformations.
Specifically, consider a tetrahedral element where one face, labeled XYZ, is perpendicular to the line OA, and the remaining faces align with the coordinate axes with point O as the origin. At any point, such as point O, the stress tensor can be used to determine the stress...

To grasp the intricacy of real-world conditions where multiple loads are applied simultaneously to a structure, one might visualize a section passing through a specific point within a body, aligned parallel to the xy plane. This section is subjected to various forces, including original loads, normal forces, and shearing forces.
The shearing force, possessing potential directionality within the plane of the section, is simplified into two component forces running parallel to the x and y axes....