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阿萌酱 · 2020年08月29日

问一道题:NO.PZ2018122801000005

问题如下:

Half of the mortgages in a portfolio are considered subprime. The principal balance of half of the subprime mortgages and one-quarter of the non-subprime mortgages exceeds the value of the property used as collateral. If you randomly select a mortgage from the portfolio for review and its principal balance exceeds the value of the collateral, what is the probability that it is a subprime mortgage?

选项:

A.

1/4

B.

1/3

C.

1/2

D.

2/3

解释:

D is correct.

考点 Bayes' formula

解析 Assume: A = event that the loan is subprime, B = event that the face value of the loan exceeds that the property

P(A) = 1/2, P(A’) = 1/2, P(B|A) = 1/2, P(B|A’) = 1/4

P(A|B) = P(B|A)*P(A)/[P(B|A)*P(A) + P(B|A’)*P(A’)]

P(A|B) = (1/2 * 1/2) / (1/2 * 1/2 + 1/4 * 1/2) = (1/4) / (1/4 + 1/8) = (1/4)/(3/8) = 8/12 = 2/3

这道题目如果画Bayes的图应该画成什么样子呢?

1 个答案

小刘_品职助教 · 2020年08月29日

同学你好,

如下图所示:蓝色部分既有subprime 又有non-subprime

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