① 個股k線值怎樣計算聽過一個金融人士的理論:XX值取對數呈正態分布，這個XX指的什麼
這些理論也不一定準確
② 已知某股票的一年以後價格X服從對數正態分布,當前價格為十元，且期望為15，方差為4，。求其連續復合年收益
鑒於以上3個樓層的搞笑，我算了下看圖
③ 如果用matlab驗證股票的收盤價符合對數正態分布
先導入數據，然後取收盤價的對數值即y＝ln（y）
clc;clear
y=ln(y)
Std=std(y) %標准差
[F,XI]=ksdensity(y)
figure(1)
plot(XI,F,'o-')
x =randn(300000,1);
figure(2)
[f,xi] = ksdensity(x);
plot(xi,f);
畫出概率分布圖
ksdensity -------------------- Kernel smoothing density estimation.
表示核平滑密度估計
④ 如何求對數正態分布的累積分布函數
% 生成1e6個均值為1、方差為2的對數正態分布的隨機數
N=1e6;
m = 1;
v = 2;
mu = log((m^2)/sqrt(v+m^2));
sigma = sqrt(log(v/(m^2)+1))
[M,V]= lognstat(mu,sigma)
X = lognrnd(mu,sigma,1,N);
⑤ 為什麼股票價格服從對數正態分布
我們可以假設連續復利，用lnS1-lnS0來近似股票的收益（S1-S0）/S0，而且根據集合布朗運動可知，此收益是服從正態分布的。
⑥ 如何用EXCEL製作對數正態分布圖
一、獲取正態分布概念密度
正態分布概率密度正態分布函數「NORMDIST」獲取。
在這里是以分組邊界值為「X」來計算：
Mean=AVERAGE(A:A)(數據算術平均）
Standard_dev=STDEV(A:A)(數據的標准方差）
Cumulative=0(概率密度函數）
六、平滑正態分布圖。
選中正態分布曲線→右鍵→設置數據列格式→線型→勾選「平滑線」→關閉。
大功告成！！！
本例中原始數據：
51.7,50.6,57.9,56.9,56.7,56.7,55.3,56.1,53.7,54.5,56.9,51.9,52.1,55.1,54.9,54.7,55.3,55.3,54.5,54.9,54.5,55.3,54.9,54.3,53.7,53.5,53.7,53.1,54.5,53.1,53.9,53.5,53.3,53.9,53.5,53.5,52.5,53.3,53.5,53.3,53.7,53.1,54.5,53.9,56.7,54.5,54.3,55.1,54.1,54.5,53.9,53.1,53.3,55.3,55.7,56.1,54.7,53.1,53.3,52.7,53.1,52.9,53.1,54.3,53.1,52.7,53.1,53.3,53.1,53.3,53.1,53.3,55.1,54.7,54.9,54.3,53.9,53.7,53.9,53.5,54.5,54.3,55.5,55.7,55.5,54.9,55.3,55.5,53.7,54.1,53.9,55.7,55.9,53.7,53.5,53.1,52.3,52.7,52.9,53.3,53.9,52.7,53.5,53.1,52.7,51.9,52.5,53.9,54.5,55.7,55.3,54.9,53.1,52.9,54.1,53.3,54.7,53.9,54.3,54.1,53.7,53.3,52.7,52.9,52.5,53.9,53.5,54.1,54.1,54.7,54.9,54.9,54.1,53.3,52.9,53.7,53.9,54.3,54.1,54.5,54.7,54.9,52.1,52.9,53.5,52.7,53.1,53.1,53.5,52.9,52.9,53.1,53.3,52.7,53.5,53.9,54.9,55.1,54.3,55.1,54.3,54.3,53.9,54.5,54.5,54.3,55.3,54.5,54.9,53.5,52.1,55.3,55.7,55.7,55.5,54.5,57.7,54.7,53.7,53.1,53.7,55.9,56.1,53.9,53.7,53.3,53.9,53.9,54.5,54.7,56.1,55.7,53.1,53.7,53.5,53.9,53.9,53.5,53.3,53.1,52.5,55.9,55.7,54.1,54.3,54.1,54.1,54.5,54.5,55.1,53.1,53.3,54.1,54.3,53.9,54.1,54.7,54.7,53.7,53.1,53.3,52.7,53.5,52.9,53.7,56.5,56.1,55.7,55.5,56.9,57.7,56.5,55.7,54.1,54.7,55.7,55.5,53.1,52.7,53.1,53.3,53.5,54.3,54.1,54.5,54.7,55.7,55.5,54.1,54.3,54.7,53.1,53.3,53.1,52.7,53.1,53.7,53.1,54.7,54.5,55.1,54.7,54.5,56.1,55.7,53.3,52.5,53.7,54.1,53.3,52.1,52.3,53.1,53.3,53.5,53.3,53.1,52.7,53.1,55.7,55.1,54.3,53.7,53.1,52.9,53.1,52.7,52.5,53.1,53.5,53.1,53.3,54.1,55.1,54.9,56.1,55.7,56.5,54.7,53.7
⑦ 對數正態分布的概述
在分析測試中，特別是在衡量分析中，在不少情況下，測定值不遵循正態分布，而是遵循對數正態分布。
⑧ 為什麼股票價格服從對數正態分布
我們可以假設連續復利,用lnS1-lnS0來近似股票的收益(S1-S0)/S0,而且根據集合布朗運動可知,此收益是服從正態分布的。
⑨ 對數正態分布和正態分布是不是一個意思
lognrnd得到的是無單位的量，用它得到的是一組其自然對數滿足正態分布的隨機數，而不是本身就滿足正態分布的dB值。 dB通常都是以"20log10()」定義的吧（如果是功率之類的就是10log10()），其對數的底數為10，而lognrnd應該得到的是自然對數，需要轉化一下。