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Drink H · 2020年07月01日

问一道题：NO.PZ2020011101000043

  1. FRM I
  2. Quantitative

问题如下：

What is the main difference between a simulation and the bootstrap?

选项：

解释：

A simulation uses draws from a specific distribution to simulate the shocks and other quantities in a model error. A simulation requires a fully specified model that provides the distribution of all random quantities. A bootstrap uses random sampling from the observed data to produce a new dataset that has similar characteristics. In a bootstrap, the random samples are used to generate indices when selecting the data to include in the bootstrap sample.

In a bootstrap, the random samples are used to generate indices when selecting the data to include in the bootstrap sample.这句话怎么理解？

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1 个答案

袁园_品职助教 · 2020年07月02日

同学你好！

这句话就是想表达 bootstrap 里 data 的选择是随机的

逐字翻译一下就是：当我们为bootstrap sample选择 data的时候，我们使用随机的sample来生成index

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