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SYc · 2023年12月18日

108

NO.PZ2021062201000014

问题如下:

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

The estimated standard error of the sample mean is closest to:

选项:

A.

0.0115

B.

0.0648

C.

0.0883

解释:

B is correct.

The estimate of the standard error of the sample mean with bootstrap resampling is calculated as follows:


使用 bootstrap resampling对样本均值的标准误的估算如下:


这里的 108 points data 怎么理解

2 个答案

品职助教_七七 · 2023年12月20日

嗨,努力学习的PZer你好:


@SYc

n是108。

standard error的公式里没有n,只有B(resamples的数量,即本题中的“create 200 resamples”)

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努力的时光都是限量版,加油!

品职助教_七七 · 2023年12月19日

嗨,从没放弃的小努力你好:


重抽样所得到的200个bootstrap sample中,每个sample的sample size也是108。

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就算太阳没有迎着我们而来,我们正在朝着它而去,加油!

SYc · 2023年12月19日

那n怎么不是108呢?

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NO.PZ2021062201000014 问题如下 Otema Chi ha spreaheet with 108 monthly returns for shares in Marunou Corporation. He writes a software progrthuses bootstrresampling to create 200 resamples of this Marunou ta sampling with replacement. Earesample h108 ta points. Chi's progrcalculates the meof eaof the 200 resamples, anthen it calculates ththe meof these 200 resample means is 0.0261. The progrsubtracts 0.0261 from eaof the 200 resample means, squares eaof these 200 fferences, anas the squarefferences together. The result is 0.835. The progrthen calculates estimate of the stanrerror of the sample mean.The estimatestanrerror of the sample meis closest to: A.0.0115 B.0.0648 C.0.0883 B is correct.The estimate of the stanrerror of the sample mewith bootstrresampling is calculatefollows: 使用 bootstrresampling对样本均值的标准误的估算如下 Otema Chi ha spreaheet with 108 monthly returns for shares in Marunou Corporation. He writes a software progrthuses bootstrresampling to create 200 resamples of this Marunou ta sampling with replacement. Earesample h108 ta points. Chi's progrcalculates the meof eaof the 200 resamples, anthen it calculates ththe meof these 200 resample means is 0.0261. The progrsubtracts 0.0261 from eaof the 200 resample means, squares eaof these 200 fferences, anas the squarefferences together. The result is 0.835. The progrthen calculates estimate of the stanrerror of the sample mean. Earesample h108 ta points. 请问这个B不应该是108吗?为什么是200

2024-04-29 10:49 1 · 回答

NO.PZ2021062201000014问题如下 Otema Chi ha spreaheet with 108 monthly returns for shares in Marunou Corporation. He writes a software progrthuses bootstrresampling to create 200 resamples of this Marunou ta sampling with replacement. Earesample h108 ta points. Chi's progrcalculates the meof eaof the 200 resamples, anthen it calculates ththe meof these 200 resample means is 0.0261. The progrsubtracts 0.0261 from eaof the 200 resample means, squares eaof these 200 fferences, anas the squarefferences together. The result is 0.835. The progrthen calculates estimate of the stanrerror of the sample mean.The estimatestanrerror of the sample meis closest to: A.0.0115B.0.0648C.0.0883 B is correct.The estimate of the stanrerror of the sample mewith bootstrresampling is calculatefollows: 使用 bootstrresampling对样本均值的标准误的估算如下 如题,这道题感觉每一次重复抽样都把总体抽完了呀,也就是说每一次抽样抽出来的东西都是一样的,那重复抽200次也没有意义了呀

2023-12-26 23:31 1 · 回答

NO.PZ2021062201000014 问题如下 Otema Chi ha spreaheet with 108 monthly returns for shares in Marunou Corporation. He writes a software progrthuses bootstrresampling to create 200 resamples of this Marunou ta sampling with replacement. Earesample h108 ta points. Chi's progrcalculates the meof eaof the 200 resamples, anthen it calculates ththe meof these 200 resample means is 0.0261. The progrsubtracts 0.0261 from eaof the 200 resample means, squares eaof these 200 fferences, anas the squarefferences together. The result is 0.835. The progrthen calculates estimate of the stanrerror of the sample mean.The estimatestanrerror of the sample meis closest to: A.0.0115 B.0.0648 C.0.0883 B is correct.The estimate of the stanrerror of the sample mewith bootstrresampling is calculatefollows: 使用 bootstrresampling对样本均值的标准误的估算如下 其实这道题目的0.0261是不需要用到,也能算到答案的咯?

2022-05-21 15:50 1 · 回答

NO.PZ2021062201000014 0.0648 0.0883 B is correct. The estimate of the stanrerror of the sample mewith bootstrresampling is calculatefollows: 使用 bootstrresampling对样本均值的标准误的估算如下 SE=sigma square / N square不可以用嘛?

2022-02-20 12:12 1 · 回答