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yy1177 · 2021年03月07日

没看得太明白老师之前的解析

  1. FRM II
  2. Operational Risk and Resiliency

NO.PZ2016072602000007

问题如下：

Randy Bartell has collected operational loss data to calibrate frequency and severity distributions. Generally, he regards all data points as a sample from an underlying distribution and therefore gives each data point the same weight or probability in the statistical analysis. However, external loss data is inherently biased. Which of the following is not typically associated with external data?

选项：

A.

Data capture bias

B.

Scale bias

C.

Truncation bias

D.

Survivorship bias

解释：

D is correct. Internal data certainly has a problem of survivorship bias because a bank where employees compute the operational risk distribution is still alive. This precludes a history of large, deadly losses.

老师您好，



我的疑惑在于data capture bias和survivalship bias，B C选项没有问题哈


为什么data capture不是外部呢？也有可能是对外部数据有选择的capture呀，幸存者偏差为什么一定就是内部呢


谢谢

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已采纳答案

品职答疑小助手雍 · 2021年03月07日

嗨，努力学习的PZer你好：


正因为data capture是可能会有选择的，所以它是伴随着外部数据存在的bias。题目让选not associate with的，所以不选A。

但是说到survivorship bias，外部会有破产的公司等等的数据，在你可获得的范围内还是挺多挺全的，但是内部数据必然不可能是破产后还存在的，所以survivorship这块内部有这个bias，外部没有

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就算太阳没有迎着我们而来，我们正在朝着它而去，加油！

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