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ditto · 2023年11月10日

题干这一步操作什么意思

NO.PZ2021071601000001

问题如下:

Otema Chi has a spreadsheet with 108monthly returns for shares in Marunou Corporation. He writes a softwareprogram that uses bootstrap resampling to create 200 resamples of this Marunoudata by sampling with replacement. Each resample has 108 data points. Chi’sprogram calculates the mean of each of the 200 resamples, and then itcalculates that the mean of these 200 resample means is 0.0261. The programsubtracts 0.0261 from each of the 200 resample means, squares each of these 200differences, and adds the squared differences together. The result is 0.835.The program then calculates an estimate of the standard error of the samplemean.

选项:

A.

0.0115

B.

0.0648

C.

0.0883

解释:

 it calculates that the mean of these 200 resample means is 0.0261. The program subtracts 0.0261 from each of the 200 resample means, 

1 个答案

星星_品职助教 · 2023年11月10日

同学你好,

这一步操作在本题中没用,0.0261是公式中括号内的θ的均值。但因为整个操作后的最终结果0.835已经直接给了,所以不需要再自己算,这个0.0261也就用不上了。

唯一能用上的就是“200 resample”即B=200,所以B-1=199.

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