lion · 2023年05月10日
NO.PZ2020011303000146
问题如下：
The mean and standard deviation of a lognormal loss distribution are 100 and 40. What are the mean and variance of the logarithm of the loss?
解释：
In this case w = 0.42 = 0.16, so that the mean and variance of the logarithm of the
题目问：lognormal损失分布的均值和标准差为100和40，求logarithm损失分布的均值和方差是多少？
w = 0.42 = 0.16
均值= ln(100/1.16^0.5) = 4.53
方差=ln(1.16) = 0.148.
这个我们看懂。。。。
NO.PZ2020011303000146 问题如下 The meanstanrviation of a lognormloss stribution are 100 an40. Whare the meanvarianof the logarithm of the loss? In this case w = 0.42 = 0.16, so ththe meanvarianof the logarithm of the loss are ln(100/1.16^0.5) = 4.53 anln(1.16) = 0.148.题目问lognormal损失分布的均值和标准差为100和40，求logarithm损失分布的均值和方差是多少？w = 0.42 = 0.16均值= ln(100/1.16^0.5) = 4.53 方差=ln(1.16) = 0.148. 考纲要求吗？基础讲义哪页？谢谢。
NO.PZ2020011303000146 完全不记得老师讲过，是基础课件第几页呢？
答案也没看明白!能详细讲一下解题过程吗？
