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