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Yan · 2021年07月24日

1.645是怎么计算出的？用的是什么公式？

  1. FRM I
  2. Quantitative

NO.PZ2020010303000010

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)

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.

a中 1.645是怎么计算出的？用的是什么公式？
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1 个答案

品职答疑小助手雍 · 2021年07月25日

嗨，从没放弃的小努力你好：


正态分布分位点都是查表得到的，这题其实就是在考察如何查表的，在百度里搜一下正态分布表就能查的到。不过考试其实查表考的少（但是不排除不考），只需要记住几个常用分位点就行了，比如95%和99%的。

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努力的时光都是限量版，加油！

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