NO.PZ2022062760000014
问题如下:
A data analyst at a large bank is evaluating the valuation of a unique stock option with few known properties. The analyst is considering using simulation to model the option’s potential value. The analyst assesses whether to use Monte Carlo simulation or bootstrapping to conduct the analysis. Which of the following statements about bootstrapping is correct?
选项:
A.
Data used for bootstrapping must follow a standard normal distribution.
B.
Data used for bootstrapping must be resampled with replacement.
C.
Data used for bootstrapping must come from a variable with known properties.
D.
Data used for bootstrapping must be resampled such that all possible outcomes in a probability space are present.
解释:
中文解析:
B 是正确的。在 bootstrapping 中,为了经验性地估计采样分布,数据被替换重新采样。
A 不正确。蒙特卡罗模拟的一个优点是数据不必遵循任何分布。
C 不正确。与 A 的解释相同。
D 不正确。这将是理想的,但并不总是可能的。
B is correct. In bootstrapping, data are resampled with replacement in order to empirically estimate the sampling distribution.
A is incorrect. One advantage of bootstrapping over Monte Carlo simulation is that the data do not have to follow any distribution.
C is incorrect. Same explanation as A.
D is incorrect. This would be ideal but not always possible.
A答案的中文解释是不是错了,说反了