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lc1991 · 2020年01月28日

问一道题:NO.PZ2020010304000016 [ FRM I ]

问题如下图:

选项:

A.

B.

C.

D.

解释:

请问940.31是怎么得到的?

1 个答案

orange品职答疑助手 · 2020年02月04日

同学你好,计算过程其实和上麦的3.01是类似的


(-50)^2*11.77%+0^2*54.98%+10^2*27.06%+100^2*6.19% = 940.31

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NO.PZ2020010304000016 问题如下 Suppose ththe annuprofit of two firms, one incumbent (Big Firm, X1) anthe other a startup (Small Firm, X2), cscribewith the following probability matrix:Whare the contionexpecteprofit ancontionstanrviation of the profit of Big Firm when Small Firm either hno profit or loses money (X2 ≤ 0)? A.3.01; 30.52 B.3.01; 931 C.1.03; 30.52 1.03; 931.25 We neeto compute the contionstribution given X2 ≤ 0. The relevant rows of the probability matrix areThe contionstribution cconstructesumming across rows anthen normalizing to sum to unity. The non-normalizesum anthe normalizeversion areFinally, the contionexpectation is E[X1|X2 ≤0] = Σx1Pr(X1 = x1|X2 ≤0) = US3.01M. The contionexpectation squareis E[X1^2|X2 ≤0]=940.31, ansothe contionvarianis V[X1] = E[X1^2] - E[X1]^2 =940.31-3.01^2=931.25anthe contionstanrviation is US30.52M. 如题,我这样计算出的答案S30.43

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