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李建钢 · 2019年09月12日

问一道题:NO.PZ2017092702000100

问题如下图:

    

选项:

A.

B.

C.

解释:


 B,C两个选项为什么错误, 麻烦解答! 谢谢

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已采纳答案

星星_品职助教 · 2019年09月13日

同学你好,

B选项考察的是正态分布下置信区间的知识点,题干中已说了stock的收益率服从正态分布,那么根据上课讲的内容,return是有99%的可能分布在均值周围2.58倍标准差范围内的,而并不是2倍标准差。2倍标准差的范围内的对应概率在95%左右(因为1.96对应95%)。这几组对应关系非常重要,需要牢记,如果对于置信区间不了解,可以去再听下正态分布那一章中的对应内容。

C选项的和A选项的考点其实是一致的,都是一般的正态分布转化为标准正态分布的标准化过程,X≤3%的概率其实就等价于Z≤(3%-2%)/5%,即对应的Z-score为0.2,并非0.25.标准化的知识也需要多过几遍的,因为这部分本身就是出题重点,此外在后续章节还有应用。

加油

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2022-09-21 07:28 1 · 回答

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2022-07-06 14:07 2 · 回答

NO.PZ2017092702000100 老师这题是不是因为已知了正态分布,所以不用标准化,得出来的概率就可以直接比较大小?

2021-02-10 09:22 2 · 回答