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010****0328 · 2021年02月20日

请问连续随机变量是在这个区间可以取任何一个值是吗

NO.PZ2017092702000089

问题如下:

Which of the following is a continuous random variable?

选项:

A.

The value of a futures contract quoted in increments of $0.05

B.

The total number of heads recorded in 1 million tosses of a coin

C.

The rate of return on a diversified portfolio of stocks over a three-month period

解释:

C is correct.

The rate of return is a random variable because the future outcomes are uncertain, and it is continuous because it can take on an unlimited number of outcomes.

连续随机变量的含义是什么呢谢谢
1 个答案

星星_品职助教 · 2021年02月20日

同学你好,

连续随机变量和离散随机变量的数学定义非常复杂,也没有掌握的必要。理解为离散随机变量的结果可以去数出来,而连续随机变量的结果是连续的无数多个,中间没有空隙,并不可数就可以了。

例如回报率(rate of return)就是一个常用的连续随机变量。如果对于价格(Price)没有最小变动单位的限制,那么价格也可以是连续随机变量。

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