1、The probability that a standard normally distributed random variable will be less than one standard deviation above its mean is:
答案:题目问,对于正态分布,随机变量小于均值以上一倍标准差的概率是多少?查表得到F(1) = 0.8413
为什么是F(1)?
2、If the return on a stock, R, is normally distributed with a daily mean of 8%/252 and a daily variance of (20\%)^2/252(20%)2/252, find the values where
a. Pr(R < r) = .001
b. Pr(R < r) = .01
c. Pr(R < r) = .05
答案:b. The same idea an be used here where z = -2.32 so that Pr(Z < z) = .01.
为什么不是-2.33,查表的话,2.32对应的是0.9896,2.33对应的是0.9901
c. Here the value of z is -1.645
1.645怎么得出来得,0.95查表没有对应得数值,而且查表应该只有小数点2位,怎么会有3位
3、If X1 and X2 are independent, and both have univariate normal distributions, is the joint distribution of X1 and X2 a bivariate normal?
答案:It would be if these are independent, because this is a bivariate normal with 0 correlation.
不理解解析,为什么没有correalation,X1 and X2 就是 bivariate normal,不是只有线性关系才是服从正态分布得吗?此外,这里的joint distribution是指两个(X1+X2)得联合概率分布吗?