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ZF Everyday · 2021年05月03日

不是贝叶斯公式么?

* 问题详情,请 查看题干

NO.PZ201904080100002103

问题如下:

The database of a large information organization divides the fund managers into good and medium. The data shows that the probability of a good fund manager and a medium fund manager outperforming the market is 75% and 55% respectively, assuming that the performance of the fund managers is independent of his prior year performance. And the database manager believes that only 10% of fund managers are good. Suppose a new fund manager has consistently outperformed the market for three consecutive years since he started.


3. Using the frequentist approach, what is the probability that the new manager will outperform the market next year?

选项:

A.

55.0%.

B.

58.5%.

C.

75.0%.

D.

100.0%.

解释:

D is correct

考点:根据样本预测

解析:The frequentist approach就是根据最近的样本来预测未来。本题中由于这位新的基金经理的样本是过去三年的数据,而且每年都跑赢大盘,所以根据样本他明年还是可以跑赢大盘,故答案为100%

请问这道题的思路不是应该按照贝叶斯公式计算么?

1 个答案
已采纳答案

品职答疑小助手雍 · 2021年05月03日

嗨,爱思考的PZer你好:


不用贝叶斯,题目问句里写了frequentist approach

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虽然现在很辛苦,但努力过的感觉真的很好,加油!