八月必过 · 2020年12月25日
问题如下：
The return distributions for the S&P 500 and Nikkei for the next year are given as:
选项：
解释：
If the two variables are unrelated, then the joint distribution is just given by the products
For example, the probability of seeing -10% on the S&P and -5% on the Nikkei is 25%*20% = 5%.
为什么unrelated是-10% on the S&P and -5% on the Nikkei？
NO.PZ2020010304000017 问题如下 The return stributions for the S P 500 anNikkei for the next yeare given as:Whis the joint stribution matrix if the two return series are unrelate If the two variables are unrelate then the joint stribution is just given the proctsfX1,X2(x1,x2)=fX1(x1)fX2(x2)f_{X_1, X_2}(x_1, x_2) = f_{X_1} (x_1)f_{X_2} (x_2)fX1,X2(x1,x2)=fX1(x1)fX2(x2)For example, the probability of seeing -10% on the S P an-5% on the Nikkei is 25%*20% = 5%. 想问 Nekki的25%是 5%+15%+5%=25% 20%=5%+10%5%
NO.PZ2020010304000017 问题如下 The return stributions for the S P 500 anNikkei for the next yeare given as:Whis the joint stribution matrix if the two return series are unrelate If the two variables are unrelate then the joint stribution is just given the proctsfX1,X2(x1,x2)=fX1(x1)fX2(x2)f_{X_1, X_2}(x_1, x_2) = f_{X_1} (x_1)f_{X_2} (x_2)fX1,X2(x1,x2)=fX1(x1)fX2(x2)For example, the probability of seeing -10% on the S P an-5% on the Nikkei is 25%*20% = 5%. unrelate体指什么？不等同于inpennt吧？
NO.PZ2020010304000017 这题的答案就是把它做成答案中的矩阵吗？
unrelate相关的意思，但是不相关只能说明不是线性相关，并不能等同于inpennce吧？可以像答案这样直接相乘？
