The paper put forward the author’views about essence of index after discussing the concept of Statistical Indices at the first.Then the author introduces the bayesian theory and the connection with statistics indices...The paper put forward the author’views about essence of index after discussing the concept of Statistical Indices at the first.Then the author introduces the bayesian theory and the connection with statistics indices.Combining Shanghai Stock Exchange,the paper mainly introduce the model of point of chain 180 index,and empirical research of bayesian estimator for Statistical Indices.展开更多
After a research on the stochastic property of individual index, the paper examined the individual price index and the individual quantity index of the whole goods of a society under the probability space. On the basi...After a research on the stochastic property of individual index, the paper examined the individual price index and the individual quantity index of the whole goods of a society under the probability space. On the basis of the examination, the paper made a conclusion that the stochastic vector (X,Y) are approximately subjects to the dual normal distribution, and found the true values of price index EZ and quantity index EY under different economic environment in witch supply or demand plays the major role in different periods of time. The paper also argued that as long as the sample size n of representative goods are getting large, the price index of representative goods will approach the true value of price index of all goods. This shows that the price index of representative goods is a good estimate value of the true values of price index EZ of all goods in a society.展开更多
文摘The paper put forward the author’views about essence of index after discussing the concept of Statistical Indices at the first.Then the author introduces the bayesian theory and the connection with statistics indices.Combining Shanghai Stock Exchange,the paper mainly introduce the model of point of chain 180 index,and empirical research of bayesian estimator for Statistical Indices.
文摘After a research on the stochastic property of individual index, the paper examined the individual price index and the individual quantity index of the whole goods of a society under the probability space. On the basis of the examination, the paper made a conclusion that the stochastic vector (X,Y) are approximately subjects to the dual normal distribution, and found the true values of price index EZ and quantity index EY under different economic environment in witch supply or demand plays the major role in different periods of time. The paper also argued that as long as the sample size n of representative goods are getting large, the price index of representative goods will approach the true value of price index of all goods. This shows that the price index of representative goods is a good estimate value of the true values of price index EZ of all goods in a society.
