NO.PZ201904080100002101
问题如下:
1. Using the Bayesian approach, what is the approximate probability that the new manager is an medium manager today?
选项:
A.42.20%.
B.14.94%.
C.32.17%.
D.77.97%.
解释:
D is correct
考点:贝叶斯公式
解析:一个好的基金经理跑赢大盘的概率是75%,那么他三年连续跑赢大盘的概率就是0.75的三次方(42.2%)。同理一个中等的基金经理跑赢大盘的概率是55%,三年连续跑赢的概率是0.55的三次方(16.6%)
10%的是好基金经理,90%的是中等的基金经理。
贝叶斯公式:
P(O) = P(O|G) x P(G) + P(O|M) x P(M)
=42.2%*10%+16.6%*90%
=0.0422+0.1494=0.1916
然后0.1494/0.1916=77.97%
老师好,这道题如果我用Bayes Formula 画图的解法:条件是已连续三年Outperform market, 求为median经理的概率是多少?
good manager 3 years probability: 75%三次方= 42.2%, medium manager 3 years probability: 55.3%的三次方=16.6%。
mediam manager: 90%*16.6% / (90%*16.6%+10%*42.2%)=77.97%
能否解释一下连续3年为优秀经理,或者连续三年为medium经理,这个概率- good manager 3 years probability: 75%三次方= 42.2%, medium manager 3 years probability: 55.3%的三次方=16.6%。为什么要算3次方?