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今日打卡 · 2022年03月02日

对于每次抽样数量有疑惑

  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：

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. 

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

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1 个答案

星星_品职助教 · 2022年03月03日

同学你好，

108次抽样是有放回的，也就存在同一个样本被连续抽中好几次的情况，所以不会全部都抽。

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