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XP · 2024年07月21日

条件概率 和 联合概率 不是一个东西吗?

NO.PZ2024050101000030

问题如下:

Suppose the hazard rate is constant and equal to 0.090. In this case, each of the following is true except which is false?

选项:

A.

The unconditional one-year default probability is 8.6%

B.

The unconditional two-year default probability is 16.5%

C.

The probability of joint event of survival through the first year and default in the second year is 7.9%

D.

The conditional one-year default probability, given survival through the first year, is 17.3%

解释:

The conditional one-year PD is equal to 8.6%, same as the unconditional one-year default probability.

请解释条件概率 和 联合概率 的区别

1 个答案

pzqa27 · 2024年07月22日

嗨,从没放弃的小努力你好:


这个是1级数量里学的。条件概率是指在一个条件下某事发生的概率,联合概率是2个事情同时发生的概率。

它们之间的关系如下图所示


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