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aileen20180623 · 2018年09月26日

问一道题:NO.PZ2015120604000178 [ CFA I ]

问题如下图:

    

选项:

A.

B.

C.

解释:


请问n=36是怎么来的? 

如果是36》30,Z statistic 也是可以用的吧?

为什么不是不是-2.58 是因为x-m中(mean选的是总体,x 选的是参考值吗?


1 个答案

菲菲_品职助教 · 2018年09月27日

同学你好,首先第一个问题,因为在题目的结尾有提到,这个投资者想知道在接下来的三年中增长率超过12.32%的概率,所以这个样本容量n即为三年,括号中又提到说,所有的数据是按月来统计的,所以n=3*12=36。

第二个问题,本题考查的是中心极限定理,已知总体的均值和方差,且n大于30,所以可以推断样本服从正态分布,用的就是Z统计量。

第三个问题,统计量的计算公式如下:

通过题目我们可以知道,参考值为12.32%,总体均值为10%,所以是12.32%-10%,计算出来是2.58。

 

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