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amarelleqy · 2021年07月08日

正态分布=random variable？

  1. CFA II
  2. Quantitative

* 问题详情，请 查看题干

NO.PZ201709270100000308

问题如下：

8.If Varden’s beliefs about ROE and CEO tenure are true, which of the following would violate the assumptions of multiple regression analysis?

选项：

A.

The assumption about CEO tenure distribution only

B.

The assumption about the ROE/dividend growth correlation only

C.

The assumptions about both the ROE/dividend growth correlation and CEO tenure distribution

解释：

C is correct. Multiple linear regression assumes that the relationship between the dependent variable and each of the independent variables is linear.

Varden believes that this is not true for dividend growth because he believes the relationship may be different in firms with a long-standing CEO. Multiple linear regression also assumes that the independent variables are not random. Varden states that he believes CEO tenure is a random variable.

Multiple linear regression also assumes that the independent variables are not random. Varden states that he believes CEO tenure is a random variable.

题目中只说了CEO tenure是正态分布的，那么是不是正态分布=random variable？

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1 个答案

星星_品职助教 · 2021年07月08日

同学你好，

只有随机变量才会服从一个分布。

所以 Varden认为CEO tenure服从正态分布就相当于认为CEO tenure（X变量之一）是随机变量，也就违反了假设。

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