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这个知识点重要吗?在基础课或是强化课的那一页PPT有讲到?
NO.PZ2017092702000087问题如下A portfolio hexpectemereturn of 8 percent anstanrviation of 14 percent. The probability thits return falls between 8 an11 percent is closest to:A.8.3% B.14.8%.C.58.3%. A is correct. P(8% ≤ Portfolio return ≤ 11%) = N(Z corresponng to 11%) - N(Z corresponng to 8%). For the first term, Z = (11% – 8%)/14% = 0.21 approximately, anusing the table of cumulative normstribution given in the problem, N(0.21) = 0.5832. To get the seconterm immeately, note th8 percent is the mean, anfor the normstribution 50 percent of the probability lies on either si of the mean. Therefore, N(Z corresponng to 8%) must equ50 percent. So P(8% ≤ Portfolio return ≤ 11%) = 0.5832 – 0.50 = 0.0832 or approximately 8.3 percent. 1.(11%-8%)/14%是对正态分布标准化的过程,直接套用标注化公式(X-均值)/标准差, 即可。2. 标准化后得到的关键值就是Z值,之后可以通过查表求得对应的概率。比如N(0.5832)3. 题目要求的P(8%<X<11%),我们可以求得P(X<11%)以及P(X<8%),再用前者减去后者 横轴纵轴都什么意思呢
NO.PZ2017092702000087 问题如下 A portfolio hexpectemereturn of 8 percent anstanrviation of 14 percent. The probability thits return falls between 8 an11 percent is closest to: A.8.3% B.14.8%. C.58.3%. A is correct. P(8% ≤ Portfolio return ≤ 11%) = N(Z corresponng to 11%) - N(Z corresponng to 8%). For the first term, Z = (11% – 8%)/14% = 0.21 approximately, anusing the table of cumulative normstribution given in the problem, N(0.21) = 0.5832. To get the seconterm immeately, note th8 percent is the mean, anfor the normstribution 50 percent of the probability lies on either si of the mean. Therefore, N(Z corresponng to 8%) must equ50 percent. So P(8% ≤ Portfolio return ≤ 11%) = 0.5832 – 0.50 = 0.0832 or approximately 8.3 percent. 1.(11%-8%)/14%是对正态分布标准化的过程,直接套用标注化公式(X-均值)/标准差, 即可。2. 标准化后得到的关键值就是Z值,之后可以通过查表求得对应的概率。比如N(0.5832)3. 题目要求的P(8%<X<11%),我们可以求得P(X<11%)以及P(X<8%),再用前者减去后者 这是MOLE4 基础视频里第几个视频有知识点讲解?我重新看一遍,谢谢。
我看题干没有说portfolio符合正态分布?
14.8%. 58.3%. A is correct. P(8% ≤ Portfolio return ≤ 11%) = N(Z corresponng to 11%) – N(Z corresponng to 8%). For the first term, Z = (11% – 8%)/14% = 0.21 approximately, anusing the table of cumulative normstribution given in the problem, N(0.21) = 0.5832. To get the seconterm immeately, note th8 percent is the mean, anfor the normstribution 50 percent of the probability lies on either si of the mean. Therefore, N(Z corresponng to 8%) must equ50 percent. So P(8% ≤ Portfolio return ≤ 11%) = 0.5832 – 0.50 = 0.0832 or approximately 8.3 percent.老师, 请问一下 x≦8的概率具体求法不是应该也标准化吗?那x-8/14应该等于零啊?答案的50%怎样用公式算呢?
这个是啥知识点,以及门将讲解一下这么算的原因吗