NO.PZ2020011303000149
问题如下:
A bank estimates from its own data that external fraud losses have (in USD millions) a mean of 50 and a standard deviation of 40. The data from a vendor shows that external fraud has a mean of 100 and a standard deviation of 800. It also shows that cyber risk has a mean of 300 and a standard deviation of 1,600. The bank has no data on cyber risk losses. How should it estimate the mean and standard deviation for its cyber risk losses?
选项:
解释:
In the absence of any other data, the bank would assume that the mean cyber loss is 300/100 or three times its mean external fraud loss (i.e., 150), and that the standard deviation of cyber risk losses is 1,600/800, or twice its standard deviation of external fraud loss (i.e., 80).
不懂为什么这么定义?