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echo919 · 2020年10月03日

问一道题:NO.PZ2016070201000012 [ FRM II ]

问题如下:

The peaks-over-threshold approach generally requires:

选项:

A.

more estimated parameters than the GEV approach and shares one parameter with the GEV.

B.

fewer estimated parameters than the GEV approach and shares one parameter with the GEV.

C.

more estimated parameters than the GEV approach and does not share any parameters with the GEV approach.

D.

fewer estimated parameters than the GEV approach and does not share any parameters with the GEV approach.

解释:

B is correct. The POT approach generally has fewer parameters, but both POT and GEV approaches share the tail parameter ξ.

请问这道题的答案对吗?pot应该是多一个参数才对吧?
1 个答案

小刘_品职助教 · 2020年10月04日

同学你好,

GEV有三个参数,POT有两个参数哈,所以这道题答案是对的。