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Jacinth · 2023年02月26日

c选项

  1. FRM I
  2. Quantitative

NO.PZ2020010303000009

问题如下：

Either using a Z table or the Excel function NORM.S.DIST, compute

a. Pr(-1.5 < Z < 0), where Z ∼ N(0, 1)

b. Pr(Z < -1.5), where Z ∼ N(0, 1)

c. Pr(-1.5 < X < 0), where X ∼ N(1, 2)

d. Pr(X > 2), where X ∼ N(1, 2)

e. Pr(W > 12), where W ∼ N(3, 9)

选项：

解释：

a. 43.3%. In Excel, the command to compute this value is NORM.S.DIST(0,TRUE) – NORM.S.DIST(-1.5,TRUE).

b. 6.7%. In Excel, the command to compute this value is NORM.S.DIST(-1.5,TRUE).

c. 20.1%. In Excel, the command to compute this value is NORM.S.DIST((0 – 1)/SQRT(2),TRUE) – NORM.S.DIST((-1.5-1)/SQRT(2),TRUE).

d. 24.0%. In Excel, the command to compute this value is 1 – NORM.S.DIST((2 – 1)/SQRT(2),TRUE).

e. 0.13%. In Excel, the command to compute this value is 1 – NORM.S.DIST((12 – 3)/3,TRUE).

c. 是不是可以标准化到 P（-1.77

但是-1.77超过了将以中给的表的范围

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DD仔_品职助教 · 2023年02月26日

嗨，爱思考的PZer你好：


同学你好，

是的，c问可以这么做。

同学可以直接在网上搜更加完整的z table，不过不需要担心，考试的时候如果涉及到查表，肯定都会给出完整的z table。这里掌握方法即可。

----------------------------------------------
努力的时光都是限量版，加油！

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