注释——均值变异系数规则:对数正态情形

Note—The Mean-Coefficient-of-Variation Rule: The Lognormal Case

Management Science · 1991
被引 13
人大 A+FT50UTD24ABS 4*

中文导读

指出均值方差规则可能导致悖论,而均值变异系数规则能解决该问题,并证明该规则是对数正态分布的最优决策规则。

Abstract

The mean-variance (M-V) rule may lead to paradoxical results which may be resolved by employing the mean coefficient of variation (M-C) rule. It is shown that the M-C rule constitutes an optimal decision rule for lognormal distributions.

均值-变异系数规则对数正态分布最优决策准则