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

chyje2007 · 2018年10月16日

问一道题:NO.PZ2015120604000154 [ CFA I ]

问题如下图:

选项:

A.

B.

C.

解释:

三个选项没看出来有什么区别?为什么a选项就是independent呢?

1 个答案

菲菲_品职助教 · 2018年10月16日

同学你好,B选项和C选项描述的都是两个stock来进行对比。只有A选项是对比stock和bond。stock和bond的收益是相对独立的,但stock和stock之间的收益是不独立的,都会跟市场的收益相关。所以说A选项的两个样本是独立的。

  • 1

    回答
  • 4

    关注
  • 565

    浏览
相关问题

NO.PZ2015120604000154 问题如下 Whiof the following situation is least appropriate for using the pairecomparisons test? All the populations are supposeto normally stribute A.Anastasia wants to test whether meannureturns over the last forty years are equfor can company's stoanoil company's bon She assumes the both returns have equvariances. B.Blanche Brown wants to test if the memonthly returns over the last three years are equfor airline's stoanmeccompany's stock. She assumes the both returns are with equvariances. C.Lauren Lee wants to test if the memonthly returns over the last five years are equfor a beer company's stoanoil company's stock. He assumes the both returns are with equvariances. A is correct.The returns of bonanstoare relatively inpennt. The pairecomparisons test requires samples are not inpennt. Storeturns are all relateto market returns, so the samples of B anC are both likely pennt. 矮子里面选个个高的,我觉得就是有点钻到牛角尖里去了。在这三个例子中,没有一个是适合使用配对比较检验的。配对比较检验(pairecomparisons test)通常用于比较同一组个体在不同条件下的表现,或者比较两组配对的个体在同一条件下的表现。A、B、C三个例子中,都是在比较两家不同的公司的股票或债券的年度或月度回报,这些公司和它们的投资回报并没有直接的配对关系。因此,这些例子更适合使用独立样本t检验(inpennt samples t-test)来比较两个独立样本的均值是否有显著差异。The returns of bonanstoare relatively inpennt. The pairecomparisons test requires samples are not inpennt. Storeturns are all relateto market returns, so the samples of B anC are both likely pennt.对于股票的回报,虽然它们都与市场回报相关,但这并不意味着它们之间是配对的或依赖的。每只股票的回报都受到许多因素的影响,包括公司的财务状况、行业趋势、市场情绪等。因此,即使两只股票都在同一市场上,它们的回报也可能存在显著差异。在这种情况下,使用独立样本t检验来比较两只股票的回报可能更为合适。股票收益率和债券收益率,独立性相对来说更强一些。其余都是股票和股票之间的关系,多多少少都有一些联系。就emm有点找不同的意味。

2023-11-02 13:07 1 · 回答

NO.PZ2015120604000154问题如下Whiof the following situation is least appropriate for using the pairecomparisons test? All the populations are supposeto normally stributeA.Anastasia wants to test whether meannureturns over the last forty years are equfor can company's stoanoil company's bon She assumes the both returns have equvariances.B.Blanche Brown wants to test if the memonthly returns over the last three years are equfor airline's stoanmeccompany's stock. She assumes the both returns are with equvariances.C.Lauren Lee wants to test if the memonthly returns over the last five years are equfor a beer company's stoanoil company's stock. He assumes the both returns are with equvariances.A is correct.The returns of bonanstoare relatively inpennt. The pairecomparisons test requires samples are not inpennt. Storeturns are all relateto market returns, so the samples of B anC are both likely pennt.beer和oil,airline 和mecal知道怎么会有联系哦?

2023-08-31 10:56 1 · 回答

NO.PZ2015120604000154问题如下Whiof the following situation is least appropriate for using the pairecomparisons test? All the populations are supposeto normally stributeA.Anastasia wants to test whether meannureturns over the last forty years are equfor can company's stoanoil company's bon She assumes the both returns have equvariances.B.Blanche Brown wants to test if the memonthly returns over the last three years are equfor airline's stoanmeccompany's stock. She assumes the both returns are with equvariances.C.Lauren Lee wants to test if the memonthly returns over the last five years are equfor a beer company's stoanoil company's stock. He assumes the both returns are with equvariances.A is correct.The returns of bonanstoare relatively inpennt. The pairecomparisons test requires samples are not inpennt. Storeturns are all relateto market returns, so the samples of B anC are both likely pennt.oil和mecal公司的股票为什么有关系哦?

2023-08-31 10:39 1 · 回答

NO.PZ2015120604000154问题如下Whiof the following situation is least appropriate for using the pairecomparisons test? All the populations are supposeto normally stributeA.Anastasia wants to test whether meannureturns over the last forty years are equfor can company's stoanoil company's bon She assumes the both returns have equvariances.B.Blanche Brown wants to test if the memonthly returns over the last three years are equfor airline's stoanmeccompany's stock. She assumes the both returns are with equvariances.C.Lauren Lee wants to test if the memonthly returns over the last five years are equfor a beer company's stoanoil company's stock. He assumes the both returns are with equvariances.A is correct.The returns of bonanstoare relatively inpennt. The pairecomparisons test requires samples are not inpennt. Storeturns are all relateto market returns, so the samples of B anC are both likely pennt.这个感觉考的是,是否独立的前提。可是BC就说明不独立了吗?

2023-06-05 18:38 1 · 回答

NO.PZ2015120604000154问题如下Whiof the following situation is least appropriate for using the pairecomparisons test? All the populations are supposeto normally stributeA.Anastasia wants to test whether meannureturns over the last forty years are equfor can company's stoanoil company's bon She assumes the both returns have equvariances.B.Blanche Brown wants to test if the memonthly returns over the last three years are equfor airline's stoanmeccompany's stock. She assumes the both returns are with equvariances.C.Lauren Lee wants to test if the memonthly returns over the last five years are equfor a beer company's stoanoil company's stock. He assumes the both returns are with equvariances.A is correct.The returns of bonanstoare relatively inpennt. The pairecomparisons test requires samples are not inpennt. Storeturns are all relateto market returns, so the samples of B anC are both likely pennt.请老师帮忙分析一下三个里面的商品的两两独立性呢?

2023-04-26 14:56 1 · 回答