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cathyhu0829 · 2020年02月05日

问一道题：NO.PZ2020010301000006

  1. FRM I
  2. Quantitative

问题如下：

Continue the application of Bayes’ rule to compute the probability that a manager is a star after observing two years of “high” returns.

选项：

解释：

Consider the three scenarios: (High, High), (High, Low) and (Low, Low). We are interested in Pr (Star|High, High) using Bayes’ rule, this is equal to

Pr(High, High|Star)Pr(Star) /Pr(High, High).

Stars produce high returns in 20% of years, and so Pr(High, High|Star) = 20% * 20% Pr (Star) is still 10%.

Finally, we need to compute Pr (High, High), which is Pr(High, High|Star) Pr(Star) + Pr(High, High|Normal)Pr(Normal).

This value is 20% * 20% * 10% + 5% * 5% = 90% = 0.625%. Combing these values,

20% * 20% * 10%/0.625%=64%

This is a large increase from the 30% chance after one year.

这道题题目在哪里啊

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1 个答案

orange品职答疑助手 · 2020年02月06日

同学你好，这道题题目不全，谢谢同学你的指正。


如果从答案看的话，它就是考的贝叶斯公式。解析第三段需要有题目才能看懂吧。第四段是求 P(H,H)，它把P(H,H)拆解成了P(H,H,Star)+P(H,H,normal)，然后再对这两项分别用条件概率去算出。

如果是因为题目条件不全而导致的不理解，那没关系的，掌握知识点就行啦

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