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Jessie999 · 2021年01月14日

问一道题：NO.PZ2020010303000010

  1. FRM I
  2. Quantitative

问题如下：

Either using a Z table or the Excel function NORM.S.INV, compute

a. z so that Pr(z < Z) = .95 when Z ∼ N(0, 1)

b. z so that Pr(z > Z) = .95 when Z ∼ N(0, 1)

c. z so that Pr(-z < Z < z) = .75 when Z ∼ N(0, 1)

d. a and b so that Pr(a < X < b) = .75 and Pr(X < a) = 0.125 when X ∼ N(2, 4)

选项：

解释：

a. 1.645. In Excel, the command to compute this value is NORM.S.INV(.95).

b. -1.645. In Excel, the command to compute this value is NORM.S.INV(.05).

c. 1.15. Here the tail to the left should have 12.5% and the tail to the right should also have 12.5%. In Excel, the command to compute this value is –NORM.S.INV(.125).

d. -0.3 and 4.3. The area of the left and right should each have 12.5%. These can be constructed using the answer to the previous problem by re-centering on the mean and scaling by the standard deviation, so that a = 2 * -1.15 + 2 and b = 2 * 1.15 + 2. Note that the formula is a=σ∗q+μa = \sigma * q + \mu, where q is the quantile value.

请问这题的解体思路是什么？没太看懂a\b的答案

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2 个答案

袁园_品职助教 · 2021年01月17日

不是考点

常用的自己记住

不常用的题目中会给

袁园_品职助教 · 2021年01月16日

同学你好！

a b 是让你算一下0.95的分位点

以a为例

Pr(z < Z) =0.95 表示累计概率为95%

Z ∼ N(0, 1) 即Z是一个均值为0 方差为1 的标准正态分布

答案中的 NORM.S.INV(.95) 是在excel 中计算分位点所用到的公式

Jessie999 · 2021年01月16日

在excel中计算分位点的公式是考点吗？一般不是查表得到的答案？

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