开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)｜3.2.5(安卓)APP下载

返回

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？

添加评论
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


  • 1

    回答

  • 0

    关注

  • 1334

    浏览
相关问题

NO.PZ2021071601000001 问题如下 Otema Chi ha spreaheet with 108monthly returns for shares in Marunou Corporation. He writes a softwareprogrthuses bootstrresampling to create 200 resamples of this Marunouta sampling with replacement. Earesample h108 ta points. Chi’sprogrcalculates the meof eaof the 200 resamples, anthen itcalculates ththe meof these 200 resample means is 0.0261. The programsubtracts 0.0261 from eaof the 200 resample means, squares eaof these 200fferences, anas the squarefferences together. The result is 0.835.The progrthen calculates estimate of the stanrerror of the samplemean. A.0.0115 B.0.0648 C.0.0883 谢谢

2023-11-13 04:13 1 · 回答

NO.PZ2021071601000001问题如下 Otema Chi ha spreaheet with 108monthly returns for shares in Marunou Corporation. He writes a softwareprogrthuses bootstrresampling to create 200 resamples of this Marunouta sampling with replacement. Earesample h108 ta points. Chi’sprogrcalculates the meof eaof the 200 resamples, anthen itcalculates ththe meof these 200 resample means is 0.0261. The programsubtracts 0.0261 from eaof the 200 resample means, squares eaof these 200fferences, anas the squarefferences together. The result is 0.835.The progrthen calculates estimate of the stanrerror of the samplemean. A.0.0115B.0.0648C.0.0883 ​ it calculates ththe meof these 200 resample means is 0.0261. The progrsubtracts 0.0261 from eaof the 200 resample means,

2023-11-10 09:15 1 · 回答

NO.PZ2021071601000001 问题如下 Otema Chi ha spreaheet with 108monthly returns for shares in Marunou Corporation. He writes a softwareprogrthuses bootstrresampling to create 200 resamples of this Marunouta sampling with replacement. Earesample h108 ta points. Chi’sprogrcalculates the meof eaof the 200 resamples, anthen itcalculates ththe meof these 200 resample means is 0.0261. The programsubtracts 0.0261 from eaof the 200 resample means, squares eaof these 200fferences, anas the squarefferences together. The result is 0.835.The progrthen calculates estimate of the stanrerror of the samplemean. A.0.0115 B.0.0648 C.0.0883 老师，我不理解为什么再抽样的样本按照200-1计算，而不是108-1呢？

2022-06-05 16:18 1 · 回答

NO.PZ2021071601000001 Otema Chi ha spreaheet with 108 monthly returns for shares in Marunou Corporation. He writes a software progrthuses bootstrresampling to create 200 resamples of this Marunou ta sampling with replacement. Earesample h108 ta points.  他一共就有108个样本，然后他每次重复抽样的量都是108，那不就把全部都抽了么

2022-03-02 23:01 1 · 回答