NO.PZ2015120604000095
问题如下:
A fund manager finds that the return of funds in the market are normally distributed having a mean of $160,000 and a standard deviation of $30,000. What is the percent of return that are less than $100,000 ?
选项:
A. 0.05%.
B. 0.13%.
C. 2.28%.
解释:
C is correct.
z = (100000- 160000) /30000 = -2,
F(-2) = 1 - F(2)= 1 - 0.9772 = 0.0228
从1.96倍标准差95%的依据,均值160K刚好减去2倍标准差(30*2)是100K,为何这个5%比1-F(2)大很多?