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Quant版 - 概率题一道
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1 (共1页)
B*****9
发帖数: 48
1
ax^2+bx+c=0 有两个实根的概率
a,c 同号时的实根概率怎么求?
p*****k
发帖数: 318
2
Breeze9, you need to specify the p.d.f.s of these parameters
in any case, it has been thoroughly discussed at:
http://www.wilmott.com/messageview.cfm?catid=26&threadid=34299
b******e
发帖数: 118
3
那个积分求极限的公式是怎么来的?

【在 p*****k 的大作中提到】
: Breeze9, you need to specify the p.d.f.s of these parameters
: in any case, it has been thoroughly discussed at:
: http://www.wilmott.com/messageview.cfm?catid=26&threadid=34299

p*****k
发帖数: 318
4
i guess (s)he assumes "a" (b,c) is uniform on real by the limiting
procedure: a ~ U[-R,+R], then R->infty
on the other hand, if they are standard normals, there is a nice
geometrical approach for the general case
1 (共1页)
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