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Churning · 2019年10月09日

问一道题:NO.PZ2015120604000145 [ CFA I ]

问题如下图:

选项:

A.

B.

C.

解释:

老师想问下 当选择用哪一个分布时 方差已知和未知是指总体方差吗

1 个答案
已采纳答案

星星_品职助教 · 2019年10月09日

同学你好,

你理解的没问题,方差的已知未知指得都是总体的方差。因为样本的方差其实在抽出样本的同时就可以算出来了,不存在未知的情况。

这其实是中心极限定理的一个思路,如果我们已知总体的方差的话,那么抽出来的样本的样本均值就服从正态分布(N>30)。但绝大多数情况下,我们是不知道总体的方差的,所以只能用抽样抽出来的样本的方差来代替未知的总体方差,这种情况下,样本均值服从t-分布,所以可以发现大部分的题目其实都是用t-分布来解题的。

加油

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