问题如下图:
选项:
A.
B.
C.
解释:
一头雾水,虽然看到了独立性一次,但是没明白,麻烦解释。星星_品职助教 · 2019年10月21日
同学你好,
这道题其实是乘法法则的应用。题目是说已知一个基金经理在接下来两个季度,分别业绩超过基准(benchmark)的概率,问基金经理连续两个季度业绩同时都超过基准的概率是多少。
所以如果假设第一个季度业绩超过基准的概率为P(A),第二个季度业绩超过基准的概率为P(B),其实求的就是第一个季度和第二个季度业绩都超过基准的联合概率P(AB)。或者说,在第一个季度超过基准的条件下,第二个季度仍然超过基准的概率 P(AB)=P(A|B)*P(B)。其实到这里这道题目就可以选择出答案用乘法法则了。
如果有进一步的计算,就需要用到题干中给出的独立性了。独立性可以推出 P(AB)=P(A|B)*P(B)=P(A)*P(B)。加油
NO.PZ2017092702000064 问题如下 After estimating the probability thinvestment manager will exceehis benchmark return in eaof the next two quarters, analyst wants to forecast the probability ththe investment manager will exceehis benchmark return over the two-quarter perioin total. Assuming theaquarter’s performanis inpennt of the other, whiprobability rule shoulthe analyst select? A.Aition rule B.Multiplication rule C.Totprobability rule B is correct.Because the events are inpennt, the multiplication rule is most appropriate for forecasting their joint probability. The multiplication rule for inpennt events states ththe joint probability of both A anB occurring is P(A= P(A)P(B).基金经理估计了两个概率,这两个概率是未来两个季度里,每个季度各自超过benchmark的概率。根据这两个概率来预测(forecast)两个季度都超过benchmark的概率,并假设独立。所以需使用乘法法则 应该说明是两个quarter都超过benchmark如果按题目中最后是否超过benchmark,那应该是个总的回报率吧,按条件求不出来
NO.PZ2017092702000064 问题如下 After estimating the probability thinvestment manager will exceehis benchmark return in eaof the next two quarters, analyst wants to forecast the probability ththe investment manager will exceehis benchmark return over the two-quarter perioin total. Assuming theaquarter’s performanis inpennt of the other, whiprobability rule shoulthe analyst select? A.Aition rule B.Multiplication rule C.Totprobability rule B is correct.Because the events are inpennt, the multiplication rule is most appropriate for forecasting their joint probability. The multiplication rule for inpennt events states ththe joint probability of both A anB occurring is P(A= P(A)P(B).基金经理估计了两个概率,这两个概率是未来两个季度里,每个季度各自超过benchmark的概率。根据这两个概率来预测(forecast)两个季度都超过benchmark的概率,并假设独立。所以需使用乘法法则 请问题干中已经说明了两者是inpennce。为什么还要用乘法法则?乘法法则的概念不是算的两个事件同时发生的概率吗?都说明了inpennce那不是怎么算都是为0的吗?
NO.PZ2017092702000064 问题如下 After estimating the probability thinvestment manager will exceehis benchmark return in eaof the next two quarters, analyst wants to forecast the probability ththe investment manager will exceehis benchmark return over the two-quarter perioin total. Assuming theaquarter’s performanis inpennt of the other, whiprobability rule shoulthe analyst select? A.Aition rule B.Multiplication rule C.Totprobability rule B is correct.Because the events are inpennt, the multiplication rule is most appropriate for forecasting their joint probability. The multiplication rule for inpennt events states ththe joint probability of both A anB occurring is P(A= P(A)P(B).基金经理估计了两个概率,这两个概率是未来两个季度里,每个季度各自超过benchmark的概率。根据这两个概率来预测(forecast)两个季度都超过benchmark的概率,并假设独立。所以需使用乘法法则 乘法法则可以适用于 contionprobability 为什么题目要强调两个季度inpenn呢 即使pennce也是可以用乘法法则的诶?
NO.PZ2017092702000064 问题如下 After estimating the probability thinvestment manager will exceehis benchmark return in eaof the next two quarters, analyst wants to forecast the probability ththe investment manager will exceehis benchmark return over the two-quarter perioin total. Assuming theaquarter’s performanis inpennt of the other, whiprobability rule shoulthe analyst select? A.Aition rule B.Multiplication rule C.Totprobability rule B is correct.Because the events are inpennt, the multiplication rule is most appropriate for forecasting their joint probability. The multiplication rule for inpennt events states ththe joint probability of both A anB occurring is P(A= P(A)P(B).基金经理估计了两个概率,这两个概率是未来两个季度里,每个季度各自超过benchmark的概率。根据这两个概率来预测(forecast)两个季度都超过benchmark的概率,并假设独立。所以需使用乘法法则 C在讲义中没有看到 是什么法则?
NO.PZ2017092702000064 Multiplication rule Totprobability rule B is correct. Because the events are inpennt, the multiplication rule is most appropriate for forecasting their joint probability. The multiplication rule for inpennt events states ththe joint probability of both A anB occurring is P(A= P(A)P(B). 基金经理估计了两个概率,这两个概率是未来两个季度里,每个季度各自超过benchmark的概率。根据这两个概率来预测(forecast)两个季度都超过benchmark的概率,并假设独立。所以需使用乘法法则 请问其他错误是什么意思,在哪些场景下应该选择另两个?谢谢