判断是累积概率的条件是否是因写的是return？

NO.PZ2018062016000088

问题如下：

A stock obeying normal distribution has a mean return of 6% and a standard deviation of 18%. The probability for the stock's return to fall less than 4% is:

N(0.11) = 0.5438

选项：

37.91%

45.62%

57.68%

解释：

B is correct. Firstly, standardize the original normal distribution：Z= (x-6%)/18%, so P(x <4%) = P( Z<-0.11).

Notice that N(-0.11) = 1- N(0.11). Based on the given condition, N(0.11) = 0.5438, so N(-0.11) = 1-0.5438 = 0.4562 = 45.62%

另外题目给的是N也是累积概率的意思吗？为什么给的不是F

添加评论

1 个答案

星星_品职助教 · 2022年10月13日

同学你好，

只是不同的表述方式，表达的都是累积概率。

原版书中，两种表述都有出现过。

添加评论

1
回答
0
关注
315
浏览

我要回答关注问题

相关问题

NO.PZ2018062016000088问题如下 A stoobeying normstribution ha mereturn of 6% ana stanrviation of 18%. The probability for the stock's return to fall less th4% is:N(0.11) = 0.5438 A.37.91%B.45.62%C.57.68% B is correct. Firstly, stanrze the originnormstributionZ= (x-6%)/18%, so P(x 4%) = P( Z -0.11).NotithN(-0.11) = 1- N(0.11). Baseon the given contion, N(0.11) = 0.5438, so N(-0.11) = 1-0.5438 = 0.4562 = 45.62% 为什么能看出来是FX、有没有可能是T分布、0.11指的就是criticpoint右边区域的面积呢？

2022-09-04 11:03 1 · 回答

NO.PZ2018062016000088 45.62% 57.68% B is correct. Firstly, stanrze the originnormstributionZ= (x-6%)/18%, so P(x <4%) = P( Z<-0.11). NotithN(-0.11) = 1- N(0.11). Baseon the given contion, N(0.11) = 0.5438, so N(-0.11) = 1-0.5438 = 0.4562 = 45.62% 这道题哪句话说的是Z分布，另外x为什么是4呢？不太明白这道题目的意思

2021-11-06 19:42 2 · 回答

45.62% 57.68% B is correct. Firstly, stanrze the originnormstributionZ= (x-6%)/18%, so P(x <4%) = P( Z<-0.11). NotithN(-0.11) = 1- N(0.11). Baseon the given table, N(0.11) = 0.5438, so N(-0.11) = 1-0.5438 = 0.4562 = 45.62%请问考试时如何查表呢？

2021-01-27 22:56 1 · 回答

老师那个0.11是用（4-6）/18得到的吗？

2020-03-09 23:12 1 · 回答

判断是累积概率的条件是否是因写的是return？

1 个答案

1

0

315

相关问题