¼ÙÉèÔÚÒ»¸ö²©²ÊÓÎÏ·ÖÐ,³õʼ×ʽðÊÇC,ÿ´ÎͶעµÄ±ÈÀýÊÇx,Ó®µÄ¸ÅÂÊÊÇp,Ïà¶ÔÓÚxµÄ»ñÀû±ÈÀýΪA;ÊäµÄ¸ÅÂÊÊÇq,Ïà¶ÔÓÚxµÄ¿÷Ëð±ÈÀýΪB,½øÐÐÁËn´ÎÓÎÏ·ºóµÄÊ£Óà×ʽðÊÇ:
F = C * (1+Ax)^np * (1-Bx)^nq ----------------- (7.¸´Àû¹«Ê½)
Ôòƽ¾ù×ʽðÊÕÒæÂÊÊÇ:
f = (1+Ax)^p * (1-Bx)^q ------------------------- (8.ƽ¾ùÊÕÒæÂÊ,ÓëC,nÎÞ¹Ø)
Ϊʹf×î´ó,Áîdf/dx=0,½âµÃ:
x = (Ap-Bq)/AB ---------------------- (9.ÃèÊö×î¼ÑͶע±ÈÀýµÄ×îÒ»°ã·½³Ì)
ÔÚʽ(9)ÖÐ,
ÁîA=o-1 (AÊDz»º¬±¾½ðµÄÅâÂÊ)
B=1 (BÔÚ×ãÇò²©²ÊÖкãµÈÓÚ1)
q=1-p (q,p¾Í²»Ó÷ϻ°ÁË)
ʽ(9)¼´¿É»¯ÎªÊ½(2),ʽ(1),ʽ(3),ʽ(4)ͬÀí.
¶Ôʽ(5)д³É:
G = log(1+L)^p*(1-L)^(1-p),ÔÚÕâÀï:
A=1,B=1(¼´Ò»¶ÔÒ»¶Ô¶Ä)
LÊÇÓûÇóµÄͶע±ÈÀý,
ÔòÁîµÚÒ»¸öL=AL,µÚ¶þ¸öL=BL,
ÔòdG/dLÓÐÓëdf/dxͬÑùµÄÐÎʽ,¹Êʽ(5)Ò²¿É»¯ÎªÊ½(2)µÄÐÎʽ.
ÔÚʽ(6)ÖÐ,Áî
S/N=p
1-S/N=q
1-k0=x
L=A+1
Ôòʽ(6)¿Éд³É:
Z = [x*(A+1)+(1-x)]^p * (1-x)^q
= (1+Ax)^p * (1-x)^q
´Ë´¦,B=1,¹Êʽ(6)¾ßÓÐÓëʽ(8)ÏàͬµÄÐÎʽ,¼´Ò²¿É»¯ÎªÓëʽ(2)µÈͬµÄÐÎʽ.
ÂÞàÂÁËÕâô¶à,ÈÃÎÒÃÇ»ØÍ·¿´¿´Ê½(9.×îÒ»°ã·½³Ì)Ëù¶ÔÎÒÃǵÄÖ¸µ¼ÒâÒå.
°Ñʽ(9)×öÒ»¸ö±ä»»,¿ÉµÃ:
x=p/B-q/A ---------------------- (10.×îÒ»°ã·½³ÌµÄ±äÐÎ)
ÆäÖÐ:
x: ×î¼ÑͶע±ÈÀý
p: »ñʤ¸ÅÂÊ
q: ʧ°Ü¸ÅÂÊ(q=1-p)
A: »ñʤʱµÄ»ñÀû±ÈÀý(ÔÚ×ãÇò²©²ÊÖÐ,A=Odds-1)
B: ʧ°ÜʱµÄ¿÷Ëð±ÈÀý(ÔÚ×ãÇò²©²ÊÖÐ,¶ÔÓÚÏмÒÀ´ËµBºãµÈÓÚ1)
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