NO.PZ202110140100000505
问题如下:
Based on the statistical study performed by GWP, which of the following represents a suggested course of action if GWP were to conduct Monte Carlo simulation analyses on the factor strategies?
选项:
A.Inverse transformation B.Bootstrapping C.Sensitivity analysis解释:
C is correct.
Performing sensitivity analysis represents best practice given these
characteristics, because the user could test different probability distributions
that relax the assumptions of the normal distribution, for example.
A is incorrect. Inverse transformation is a method of random observation generation, often used in simulation.
B is incorrect. Bootstrapping refers to random sampling with replacement, often used in historical simulation.
老师,麻烦帮解释一下,在simulation这边没有找到。