Probability Distribution Analysis on Market Value,Amount and Varities of Stocks

The overall picture of stocks held by shareholders can be drawh from the market value, amount and varities of stocks. This paper studies the probability distributions of the above three aspects and reaches the following conclusions. The log stock market value and log stock amount are subject to two normal mixed distribution, stock varity is subject to power distribution. This conclusion has theoretical and practical significance to the study of the market structure, and to the improvement of market supervison.