开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

薛真 · 2020年03月03日

问一道题:NO.PZ2019040801000030

问题如下:

Which of the following options best reflects the characteristics of the one-factor model?The one-factor model is shown as follows:

Ui=αiF+1αi2ZiU_i=\alpha_iF+\sqrt{1-\alpha_{{}^i}^2Z_i}

选项:

A.

Each has a component dependent on one common factor (F) and another component (Zi). Each Zi is uncorrelated with the other variables.

B.

F and Zi both have Student's t-distributions or F distributions.

C.

The number of calculations for estimating correlations is equal to C(N,2)

D.

The covariance matrix for a one-factor model may not be positive-semidefinite.

解释:

A is correct.

考点:One-factor Model

解析:每一个Ui中,F是相同的,它是common factor。有区别的是Zi,每个Ui中的Zi是彼此独立的,并服从标准正态分布。

接下来的只需要简单了解即可:单因素模型的协方差矩阵是正半定矩阵(positive-semidefinite matrix);每个单因素模型的相关性估计,只需要N次计算。

强烈建议老师讲一下这块的内容。老师没有讲这儿

1 个答案

orange品职答疑助手 · 2020年03月04日

同学你好,你去听一下第四门课老师的相关讲解哈