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vicki · 2022年08月22日

老师,怎么推出2.58对应的面积是0.5呢

NO.PZ2015120604000178

问题如下:

BIM is a well-developed public company and its market capitalization growth rates over past few decades are normally distributed.The population has a mean of 10% and a standard deviation of 5.4%. An investor wants to figure out the probability that BIM's average capitalization growth rate will over 12.32% in the next three years (all the data are monthly statistics).Which of the following option is most accurate?

选项:

A.

0.5%.

B.

1%.

C.

5%.

解释:

A is correct.

It is appropriate to use the central limit theroy to calculate. Standard error=5.4%/36\sqrt {\rm{36}} P(X>12.32%)=P(Z> (12.32%-10%)/0.009)=P(Z>2.58). So the corresponding probability is 0.5%.

老师,怎么推出2.58对应的面积是0.5呢

1 个答案

星星_品职助教 · 2022年08月22日

同学你好,

上课要求背诵过:正态分布下,99%的置信区间对应关键值为±2.58.

由于 99%置信区间两侧尾部的总面积为1%,可知单侧尾部面积为1%/2=0.5%。

结合上面的关键值,可知+2.58右侧以及-2.58左侧的面积均为0.5%。即P(Z>2.58)=P(Z<-2.58)=0.5%。


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