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ladycoco想放假 · 2017年11月15日

问一道题:NO.PZ2017092702000141 [ CFA I ]

pooled-estimator是什么意思?

问题如下图:

    

选项:

A.

B.

C.

解释:



1 个答案

源_品职助教 · 2017年11月15日

合并估计指标的意思。比如特定条件下一个组合样本的标准差分别由两个资产样本的标准差构成,样本的均值,以及总体的均值构成。这里就是个术语,不需要纠结。

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NO.PZ2017092702000141 问题如下 A pooleestimator is usewhen testing a hypothesis concerning the: A.equality of the variances of two normally stributepopulations. B.fferenbetween the means of two least approximately normally stributepopulations with unknown but assumeequvariances. C.fferenbetween the means of two least approximately normally stributepopulations with unknown anassumeunequvariances. B is correct. The assumption ththe variances are equallows for the combining of both samples to obtain a pooleestimate of the common variance.如下图所示,这是一个POOLEESTIMATOR。之所以为POOLE可以理解为在等式右边需要同时用到S1以及S2两个不同样本的方差。而上图的公式,是T检验中一步,这个T检验就是检验B说论述的假设检验。 B C but an一词之差,可以下表达意思有什么不同吗?

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NO.PZ2017092702000141 fferenbetween the means of two least approximately normally stributepopulations with unknown but assumeequvariances. fferenbetween the means of two least approximately normally stributepopulations with unknown anassumeunequvariances. B is correct. The assumption ththe variances are equallows for the combining of both samples to obtain a pooleestimate of the common variance. 如下图所示,这是一个POOLEESTIMATOR。 之所以为POOLE可以理解为在等式右边需要同时用到S1以及S2两个不同样本的方差。而上图的公式,是T检验中一步,这个T检验就是检验B说论述的假设检验。 不应该是不同的方差吗?答案不是C?

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NO.PZ2017092702000141 完全读不懂。。。

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