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sarasara · 2022年02月20日

没太看懂题目意思

NO.PZ2021062201000014

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.

The estimated standard error of the sample mean is closest to:

选项:

A.

0.0115

B.

0.0648

C.

0.0883

解释:

B is correct.

The estimate of the standard error of the sample mean with bootstrap resampling is calculated as follows:


使用 bootstrap resampling对样本均值的标准误的估算如下:


SE=sigma square / N square不可以用嘛?

1 个答案

星星_品职助教 · 2022年02月20日

同学你好,

不可以。

你列举的公式应为 standard error=σ / 根号n,这是中心极限定理情况下的样本均值的标准差(标准误)。

本题要求的是在 bootstrap resampling的背景下对样本均值的标准误,所以需要使用对应的公式。

这道题基础班上课讲过,可以参考:


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