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marciaaa · 2022年02月13日

这题没有提到是否是normally distributed，怎么确定是用non parametric呢

  1. CFA I
  2. Quantitative

NO.PZ2018062016000147

问题如下：

A fund manager Oliver wanted to figure out the size of steel companies(measured by revenue) which distributed in a specified state in US, and their use of derivatives. The sample size is 16. He intended to use the derivatives to hedge one of three types of risk explosure:interest rate risk, exchange risk and credit risk. To explore the relationship between derivatives usage and size, Oliver can use:

选项：

A.

a parametric test only.

B.

a nonparametric test only.

C.

both parametric and nonparametric tests.

解释：

B is correct. Although the revenue is measured on a ratio scale, scope of risk explosure is measured on only an ordinary scale. Besides, the sample size is small. Oliver thus employed nonparametric statistics to explore the relationship between derivatives usage and size.

如题

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1 个答案

星星_品职助教 · 2022年02月14日

同学你好，

本题要研究的对象“use of derivative”中，使用的变量为“ one of three types of risk exposure:interest rate risk, exchange risk and credit risk”。这是被分成三类的分类数据（ordinal data）。分类数据只能用非参数检验。

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NO.PZ2018062016000147 问题如下 A funmanager Oliver wanteto figure out the size of steel companies(measurerevenue) whistributein a specifiestate in US, antheir use of rivatives. The sample size is 16. He intento use the rivatives to hee one of three types of risk explosure:interest rate risk, exchange risk ancret risk. To explore the relationship between rivatives usage ansize, Oliver cuse: A.a parametric test only. B.a nonparametric test only. C.both parametric annonparametric tests. B is correct. Although the revenue is measureon a ratio scale, scope of risk explosure is measureon only ornary scale. Besis, the sample size is small. Oliver thus employenonparametric statistito explore the relationship between rivatives usage ansize. Although the revenue is measureon a ratio scale, scope of risk explosure is measureon only ornary scale.中ornary scale什么意思，其相反对应的是什么？

2024-08-14 17:15 1 · 回答

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2023-11-07 16:18 1 · 回答

a nonparametric test only. both parametric annonparametric tests. B is correct. Although the revenue is measureon a ratio scale, scope of risk explosure is measureon only ornary scale. Besis, the sample size is small. Oliver thus employenonparametric statistito explore the relationship between rivatives usage ansize.老师好，这道题不是很理解，能否详细下？

2020-05-02 14:26 1 · 回答

提问答案的不太能看懂，老师可否一下？谢谢您

2018-10-28 11:59 3 · 回答