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WINWIN8 · 2022年08月19日

这个题在正文哪里有出现?

* 问题详情,请 查看题干

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.

小助手你好,这个题问的是什么意思啊?还有我在题目中没找到问题啊,可以麻烦翻译一下题目吗?

1 个答案

星星_品职助教 · 2022年08月19日

同学你好,

整道题目的理解可以参照习题讲解课程中的R41 Q13题。

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