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最爱吃排骨 · 2024年01月14日

为啥中位数是0不是1。一共10个数,为啥中位数是第五个不是第六个。

NO.PZ2020010302000010

问题如下:

Suppose the return on an asset has the following distribution:

a. Compute the mean, variance, and standard deviation.

b. Verify your result in (a) by computing E[X2]E[X^2] directly and using the alternative expression for the variance.

c. Is this distribution skewed?

d. Does this distribution have excess kurtosis? e. What is the median of this distribution?

选项:

解释:

a. The mean is E[X] = Σx Pr(X = x) = 0.25%.

The variance is Var[X]=Σ(xE[X])2Pr(X=x)=0.000555Var[X] = Σ(x - E[X])^2 Pr(X = x) = 0.000555.

The standard deviation is Var[X]=2.355\sqrt {Var[X]} = 2.355%.

b. E[X2]=Σx2Pr(X=x)=.000561E[X^2] = Σx^2 Pr(X = x) = .000561 and so E[X2](E[X])2=0.000561(.0025)2=.000555E[X^2] - (E[X])^2 = 0.000561 - (.0025)^2 = .000555, which is the same.

c. The skewness requires computing

skew(X)=E[XE[X]]3/σ3=E[(Xμσ)3]=Σ(xμσ)3Pr(Xx)skew(X)=E[X-E[X]]^3/{\sigma^3}=E[(\frac{X-\mu}{\sigma})^3]=Σ(\frac{x-\mu}{\sigma})^3Pr(X-x)

Thus the skewness is 0.021, and the distribution has a mild positive skew.

d. The kurtosis requires computing

kurtosis(X)=E[(XE[X])4]σ4=E[(Xμσ)4]=Σ(xμσ)4Pr(Xx)kurtosis(X)=\frac{E[(X-E[X])^4]}{\sigma^4}=E[(\frac{X-\mu}{\sigma})^4]=Σ(\frac{x-\mu}{\sigma})^4Pr(X-x)

Thus the kurtosis is 2.24. The excess kurtosis is then 2.24 - 3 = -0.76. This distribution does not have excess kurtosis.

e. The median is the value where at least 50% probability lies to the left, and at least 50% probability lies to the right. Cumulating the probabilities into a CDF, this occurs at the return value of 0%.

这道题为啥中位数是0不是1。一共10个数,为啥中位数是第五个不是第六个。

最爱吃排骨 · 2024年02月29日

比1小的是52%,比1大的是48%我理解,我算出来了, 但是比0小的是6+9+11+12=34 比0大的是16+15++8+5+4=48 啊 不是50比50啊。

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已采纳答案

pzqa27 · 2024年02月29日

嗨,爱思考的PZer你好:


从-4%到0概率累加起来是6%+9%+11%+12%=38%,然后0本身也有14%,那么6%+9%+11%+12%+14%=52%,这就说明50%这个位置就刚好被0包含了,所以这里选0%

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虽然现在很辛苦,但努力过的感觉真的很好,加油!

最爱吃排骨 · 2024年02月29日

你第二个回答是对的,我理解了。谢谢·

pzqa27 · 2024年01月15日

嗨,从没放弃的小努力你好:


因为中位数是要处于最中间的数字,从-4%到5%这10个回报率中,只有0是最中间的,因为根据题目给出的概率,比0小的占50%,比0大的也占50%。这里不能选1%,因为比1%小的数字占到了52%。

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努力的时光都是限量版,加油!

最爱吃排骨 · 2024年02月29日

你好,比1小的是52%,比1大的是48%我理解,我算出来了, 但是比0小的是6+9+11+12=34 比0大的是16+15++8+5+4=48 啊 不是50比50啊。

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