开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

Jessica XU · 2024年05月08日

可否画一下二叉树来解释一下

NO.PZ2022123001000059

问题如下:

An analyst estimates that 20% of high-risk bonds will fail (go bankrupt). If she applies a bankruptcy prediction model, she finds that 70% of the bonds will receive a “good” rating, implying that they are less likely to fail. Of the bonds that failed, only 50% had a “good” rating. Use Bayes’ formula to predict the probability of failure given a “good” rating. (Hint, let P(A) be the probability of failure, P(B) be the probability of a “good” rating, P(B | A) be the likelihood of a “good” rating given failure, and P(A | B) be the likelihood of failure given a “good” rating.)

选项:

A.

5.7%

B.

14.3%

C.

28.6%

解释:

With Bayes’ formula, the probability of failure given a “good” rating is


where

P(A) = 0.20 = probability of failure

P(B) = 0.70 = probability of a “good” rating

P(B | A) = 0.50 = probability of a “good” rating given failure

With these estimates, the probability of failure given a “good” rating is


If the analyst uses the bankruptcy prediction model as a guide, the probability of failure declines from 20% to 14.3%.

可否画一下二叉树来解释一下

1 个答案

品职助教_七七 · 2024年05月08日

嗨,爱思考的PZer你好:


本题给出的是两个非条件概率20% will fail 和70% receive a "good" rating和一个条件概率Of the bonds that failed, only 50% had a “good” rating)。这种情况无法画图,只能如答案解析那样使用公式来解。

画图法只能解决一个非条件概率,两个条件概率的问题。此时第一支画非条件概率,两个条件概率随之展开。

----------------------------------------------
努力的时光都是限量版,加油!

  • 1

    回答
  • 0

    关注
  • 182

    浏览
相关问题

NO.PZ2022123001000059 问题如下 analyst estimates th20% of high-risk bon willfail (go bankrupt). If she applies a bankruptprection mol, she finth70% of the bon will receive a “goo rating, implying ththey are lesslikely to fail. Of the bon thfaile only 50% ha “goo rating. UseBayes’ formula to prethe probability of failure given a “goo rating.(Hint, let P(the probability of failure, P(the probability of a“goo rating, P(B | the likelihooof a “goo rating given failure, an(A | the likelihooof failure given a “goo rating.) A.5.7% B.14.3% C.28.6% With Bayes’formulthe probability of failure given a “goo rating iswhereP(= 0.20 =probability of failureP(= 0.70 =probability of a “goo ratingP(B | = 0.50 =probability of a “goo rating given failureWith theseestimates, the probability of failure given a “goo rating isIfthe analyst uses the bankruptprection mol a gui, the probability offailure clines from 20% to 14.3%. 为何20%是非条件概率P(= 0.20 = probability of failure,而不是条件概率(在high-risk Bon20%会fail)

2024-08-05 21:18 3 · 回答

NO.PZ2022123001000059问题如下 analyst estimates th20% of high-risk bon willfail (go bankrupt). If she applies a bankruptprection mol, she finth70% of the bon will receive a “goo rating, implying ththey are lesslikely to fail. Of the bon thfaile only 50% ha “goo rating. UseBayes’ formula to prethe probability of failure given a “goo rating.(Hint, let P(the probability of failure, P(the probability of a“goo rating, P(B | the likelihooof a “goo rating given failure, an(A | the likelihooof failure given a “goo rating.) A.5.7%B.14.3%C.28.6% With Bayes’formulthe probability of failure given a “goo rating iswhereP(= 0.20 =probability of failureP(= 0.70 =probability of a “goo ratingP(B | = 0.50 =probability of a “goo rating given failureWith theseestimates, the probability of failure given a “goo rating isIfthe analyst uses the bankruptprection mol a gui, the probability offailure clines from 20% to 14.3%. 能否?P(A|B)怎么会=P(B|A)/P(*P(A)?怎么推导出来的?

2024-06-21 16:44 1 · 回答