问题如下图:
选项:
A.
B.
C.
D.
解释:
老师,请问这是哪个地方讲的?不记得one factor model有提到这一块知识啊?NO.PZ2019040801000030问题如下 Whiof the following options best reflects the characteristiof the one-factor mol?The one-factor mol is shown follows:Ui=αiF+1−αi2ZiU_i=\alpha_iF+\sqrt{1-\alpha_{{}^i}^2Z_i}Ui=αiF+1−αi2ZiA.Eaha component pennt on one common factor (F) ananother component (Zi). EaZi is uncorrelatewith the other variables.B.F anZi both have Stunt's t-stributions or F stributions.C.The number of calculations for estimating correlations is equto C(N,2)The covarianmatrix for a one-factor mol mnot positive-semifinite.A is correct.考点One-factor Mol解析每一个Ui中,F是相同的,它是common factor。有区别的是Zi,每个Ui中的Zi是彼此独立的,并服从标准正态分布。接下来的只需要简单了解即可单因素模型的协方差矩阵是正半定矩阵(positive-semifinite matrix);每个单因素模型的相关性估计,只需要N次计算。新考纲是不是把这个知识点删除了?基础班老师没讲过
NO.PZ2019040801000030 这里在mereverse哪里体现了?
NO.PZ2019040801000030 这道题是重点吗 强化课的讲义里没有找到
我能知道A是对的,BC在哪里呢
强烈建议老师讲一下这块的内容。老师没有讲这儿