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梦梦 · 2024年05月29日

红色好像不是总体均值的意思?

NO.PZ2024030508000079

问题如下:

A financial risk analyst at a real estate firm is preparing a report on housing prices. The analyst compiles the summary statistics for a dataset with 25 observations and decides to use bias-corrected estimators of the parameters due to the sample size. Which of the following correctly describes the bias of an estimator?

选项:

A.The bias is typically calculated by taking the square of the deviation between two mean estimators.

B.The bias is greatest when the expected value of the estimator is equal to the true population value being estimated.

C.The bias is equal to the expected value of the estimator divided by the population value being estimated.

D.The bias is the difference between the expected value of an estimator and the true value of the population parameter.

解释:

Explanation: D is correct. The bias of an estimator θ is defined as:

Bias(θ) =

Where θ is the true value of the parameter that we are estimating. It measures the difference between the expected value of the estimator and the population value being estimated.

A and C are incorrect. As explained above, bias is calculated as the difference between the expected value of the estimator and the population value being estimated.

B is incorrect. When the expected value of the estimator is equal to the true population value being estimated, bias is zero.

Learning Objective: Describe the bias of an estimator and explain what the bias measures.

Reference: Global Association of Risk Professionals. Quantitative Analysis. New York, NY: Pearson, 2023, Chapter 5, Sample Moments [QA-5].

老师好,在课件讲到“the bias of an estimator”时,老师提到过西塔是总体均值,西塔cap是估计量的均值,但是看答案红色英文并不是这个意思,到底哪个是准确的呢?


1 个答案

pzqa27 · 2024年05月30日

嗨,努力学习的PZer你好:


不是的,红色部分跟讲义是保持一致的。何老师的例子使用的随机变量是均值,所以才会出现均值的期望,同学可以再听一遍这页讲义对应的基础班内容。


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努力的时光都是限量版,加油!

梦梦 · 2024年05月31日

好的,明白了

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