问题如下图:
选项:
A.
B.
C.
D.
解释:
这里的survivorship bais 指的是幸存的银行偏差吧, 由于遭受巨大损失已经dead的银行就没有数据report, 所以在使用外部数据的时候这种huge loss data 就没有, 会导致收集的数据缺少极端损失的情况。
NO.PZ2016072602000007 Ran Bartell hcollecteoperationloss ta to calibrate frequenanseverity stributions. Generally, he regar all ta points a sample from unrlying stribution antherefore gives eata point the same weight or probability in the statisticanalysis. However, externloss ta is inherently biase Whiof the following is not typically associatewith externt ta capture biScale biTruncation bi Survivorship bi is correct. Internta certainly ha problem of survivorship bibecause a bank where employees compute the operationrisk stribution is still alive. This preclus a history of large, ay losses. Truncation bias可以理解为threshol择大小导致的偏差吗?
NO.PZ2016072602000007 Ran Bartell hcollecteoperationloss ta to calibrate frequenanseverity stributions. Generally, he regar all ta points a sample from unrlying stribution antherefore gives eata point the same weight or probability in the statisticanalysis. However, externloss ta is inherently biase Whiof the following is not typically associatewith externt ta capture biScale biTruncation bi Survivorship bi is correct. Internta certainly ha problem of survivorship bibecause a bank where employees compute the operationrisk stribution is still alive. This preclus a history of large, ay losses. 老师您好, 我的疑惑在于ta capture bias和survivalship bias,B C没有问题哈 为什么ta capture不是外部呢?也有可能是对外部数据有选择的capture呀,幸存者偏差为什么一定就是内部呢 谢谢
Truncation bias和scale bia什么区别?
这题不是选不是的项吗?那不就应该是 not typicassociate with
C什么意思?