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安在 · 2022年09月10日

选项C是什么意思

NO.PZ2017092702000064

问题如下:

After estimating the probability that an investment manager will exceed his benchmark return in each of the next two quarters, an analyst wants to forecast the probability that the investment manager will exceed his benchmark return over the two-quarter period in total. Assuming that each quarter’s performance is independent of the other, which probability rule should the analyst select?

选项:

A.

Addition rule

B.

Multiplication rule

C.

Total probability rule

解释:

B is correct.

Because the events are independent, the multiplication rule is most appropriate for forecasting their joint probability. The multiplication rule for independent events states that the joint probability of both A and B occurring is P(AB) = P(A)P(B).

基金经理估计了两个概率,这两个概率是未来两个季度里,每个季度各自超过benchmark的概率。根据这两个概率来预测(forecast)两个季度都超过benchmark的概率,并假设独立。所以需使用乘法法则

选项C在讲义中没有看到 是什么法则?

1 个答案

星星_品职助教 · 2022年09月13日

同学你好,

C选项为全概率,即如一件事情可分为多个子场景,这件事情的全概率就是所有子场景的情况汇总。

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2023-01-30 10:18 1 · 回答

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2022-11-30 05:20 1 · 回答

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2022-09-10 21:56 1 · 回答

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