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holicess · 2021年11月14日

老师，

  1. CFA I
  2. Quantitative

NO.PZ2021071601000001

问题如下：

Otema Chi has a spreadsheet with 108 monthly returns for shares in Marunou Corporation. He writes a software program that uses bootstrap resampling to create 200 resamples of this Marunou data by sampling with replacement. Each resample has 108 data points. Chi’s program calculates the mean of each of the 200 resamples, and then it calculates that the mean of these 200 resample means is 0.0261. The program subtracts 0.0261 from each of the 200 resample means, squares each of these 200 differences, and adds the squared differences together. The result is 0.835. The program then calculates an estimate of the standard error of the sample mean.

选项：

A.

0.0115

B.

0.0648

C.

0.0883

解释：

这题考的是什么呢？

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1 个答案

星星_品职助教 · 2021年11月15日

同学你好，

由于这道题基础班有完整的讲解，就暂时先不在这里打字说了。可以听一下对应内容，如果对内容还有疑问可以继续追问或者留言。

讲解位置如下：Reading 5 Sampling and Estimation→4. Resampling→Bootstrap


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