請問variance是如何算出來的？-有问必答-品职教育专注CFA ESG FRM CPA 考研等财经培训课程

NO.PZ2021061603000025 问题如下 Annureturns ansummary statistifor three fun are listein the following exhibit:The funwith the highest absolute spersion is: A.FunPQR if the measure of spersion is the range B.FunXYZ if the measure of spersion is the varian C.FunAif the measure of spersion is the meabsolute viation C is correct. The meabsolute viation (MA of FunABC's returns is greater ththe Mof both of the other fun.MA∑i=1n∣Xi−Xˉ∣nM= \frac{{\sum\limits_{i = 1}^n {\left| {{X_i} - \bX} \right|} }}{n}MAni=1∑n∣Xi−Xˉ∣, where Xˉ{\bX}Xˉ is the arithmetic meof the series.Mfor FunA=∣−20−(−4)∣+∣23−(−4)∣+∣−14−(−4)∣+∣5−(−4)∣+∣−14−(−4)∣5=14.4%\frac{{\left| { - 20 - ( - 4)} \right| + \left| {23 - ( - 4)} \right| + \left| { - 14 - ( - 4)} \right| + \left| {5 - ( - 4)} \right| + \left| { - 14 - ( - 4)} \right|}}{5} = 14.4\% 5∣−20−(−4)∣+∣23−(−4)∣+∣−14−(−4)∣+∣5−(−4)∣+∣−14−(−4)∣=14.4% Mfor FunXYZ=∣−33−(−10.8)∣+∣−12−(−10.8)∣+∣−12−(−10.8)∣+∣−8−(−10.8)∣+∣11−(−10.8)∣5=9.8%\frac{{\left| { - 33 - ( - 10.8)} \right| + \left| { - 12 - ( - 10.8)} \right| + \left| { - 12 - ( - 10.8)} \right| + \left| { - 8 - ( - 10.8)} \right| + \left| {11 - ( - 10.8)} \right|}}{5} = 9.8\%5∣−33−(−10.8)∣+∣−12−(−10.8)∣+∣−12−(−10.8)∣+∣−8−(−10.8)∣+∣11−(−10.8)∣=9.8% Mfor FunPQR=∣−14−(−5)∣+∣−18−(−5)∣+∣6−(−5)∣+∣−2−(−5)∣+∣3−(−5)∣5=8.8%\frac{{\left| { - 14 - ( - 5)} \right| + \left| { - 18 - ( - 5)} \right| + \left| {6 - ( - 5)} \right| + \left| { - 2 - ( - 5)} \right| + \left| {3 - ( - 5)} \right|}}{5} =8.8\% 5∣−14−(−5)∣+∣−18−(−5)∣+∣6−(−5)∣+∣−2−(−5)∣+∣3−(−5)∣=8.8% A anB are incorrebecause the range anvarianof the three fun are follows: The numbers shown for varianare unrstooto in \"percent square" terms so thwhen taking the square root, the result is stanrviation in percentage terms. Alternatively, expressing stanrviation anvarianin cimform, one cavoithe issue of units. In cimform, the variances for FunABFunXYZ, anFunPQR are 0.0317, 0.0243, an0.0110, respectively. 我可以这样理解?只有meabsolute viation 才能计算absolute viationrange 及varian都不能计算absolute viation/ 与absolute viation无关所以 B 错, C 对

2024-11-16 13:47 1 · 回答

NO.PZ2021061603000025 问题如下 Annureturns ansummary statistifor three fun are listein the following exhibit:The funwith the highest absolute spersion is: A.FunPQR if the measure of spersion is the range B.FunXYZ if the measure of spersion is the varian C.FunAif the measure of spersion is the meabsolute viation C is correct. The meabsolute viation (MA of FunABC's returns is greater ththe Mof both of the other fun.MA∑i=1n∣Xi−Xˉ∣nM= \frac{{\sum\limits_{i = 1}^n {\left| {{X_i} - \bX} \right|} }}{n}MAni=1∑n∣Xi−Xˉ∣, where Xˉ{\bX}Xˉ is the arithmetic meof the series.Mfor FunA=∣−20−(−4)∣+∣23−(−4)∣+∣−14−(−4)∣+∣5−(−4)∣+∣−14−(−4)∣5=14.4%\frac{{\left| { - 20 - ( - 4)} \right| + \left| {23 - ( - 4)} \right| + \left| { - 14 - ( - 4)} \right| + \left| {5 - ( - 4)} \right| + \left| { - 14 - ( - 4)} \right|}}{5} = 14.4\% 5∣−20−(−4)∣+∣23−(−4)∣+∣−14−(−4)∣+∣5−(−4)∣+∣−14−(−4)∣=14.4% Mfor FunXYZ=∣−33−(−10.8)∣+∣−12−(−10.8)∣+∣−12−(−10.8)∣+∣−8−(−10.8)∣+∣11−(−10.8)∣5=9.8%\frac{{\left| { - 33 - ( - 10.8)} \right| + \left| { - 12 - ( - 10.8)} \right| + \left| { - 12 - ( - 10.8)} \right| + \left| { - 8 - ( - 10.8)} \right| + \left| {11 - ( - 10.8)} \right|}}{5} = 9.8\%5∣−33−(−10.8)∣+∣−12−(−10.8)∣+∣−12−(−10.8)∣+∣−8−(−10.8)∣+∣11−(−10.8)∣=9.8% Mfor FunPQR=∣−14−(−5)∣+∣−18−(−5)∣+∣6−(−5)∣+∣−2−(−5)∣+∣3−(−5)∣5=8.8%\frac{{\left| { - 14 - ( - 5)} \right| + \left| { - 18 - ( - 5)} \right| + \left| {6 - ( - 5)} \right| + \left| { - 2 - ( - 5)} \right| + \left| {3 - ( - 5)} \right|}}{5} =8.8\% 5∣−14−(−5)∣+∣−18−(−5)∣+∣6−(−5)∣+∣−2−(−5)∣+∣3−(−5)∣=8.8% A anB are incorrebecause the range anvarianof the three fun are follows: The numbers shown for varianare unrstooto in \"percent square" terms so thwhen taking the square root, the result is stanrviation in percentage terms. Alternatively, expressing stanrviation anvarianin cimform, one cavoithe issue of units. In cimform, the variances for FunABFunXYZ, anFunPQR are 0.0317, 0.0243, an0.0110, respectively. 不考虑实际意义的话，题目告诉3个数据集的标准差，要求3个数据集的MA大小，那么是否根据标准差和MA公式，直接通过n*S2=(MAn)^2即MA(S2/n)^1/2？如此，还可以推导出标准差更大的数据集其实MA更大？

2024-08-06 10:23 1 · 回答

NO.PZ2021061603000025 问题如下 Annureturns ansummary statistifor three fun are listein the following exhibit:The funwith the highest absolute spersion is: A.FunPQR if the measure of spersion is the range B.FunXYZ if the measure of spersion is the varian C.FunAif the measure of spersion is the meabsolute viation C is correct. The meabsolute viation (MA of FunABC's returns is greater ththe Mof both of the other fun.MA∑i=1n∣Xi−Xˉ∣nM= \frac{{\sum\limits_{i = 1}^n {\left| {{X_i} - \bX} \right|} }}{n}MAni=1∑n∣Xi−Xˉ∣, where Xˉ{\bX}Xˉ is the arithmetic meof the series.Mfor FunA=∣−20−(−4)∣+∣23−(−4)∣+∣−14−(−4)∣+∣5−(−4)∣+∣−14−(−4)∣5=14.4%\frac{{\left| { - 20 - ( - 4)} \right| + \left| {23 - ( - 4)} \right| + \left| { - 14 - ( - 4)} \right| + \left| {5 - ( - 4)} \right| + \left| { - 14 - ( - 4)} \right|}}{5} = 14.4\% 5∣−20−(−4)∣+∣23−(−4)∣+∣−14−(−4)∣+∣5−(−4)∣+∣−14−(−4)∣=14.4% Mfor FunXYZ=∣−33−(−10.8)∣+∣−12−(−10.8)∣+∣−12−(−10.8)∣+∣−8−(−10.8)∣+∣11−(−10.8)∣5=9.8%\frac{{\left| { - 33 - ( - 10.8)} \right| + \left| { - 12 - ( - 10.8)} \right| + \left| { - 12 - ( - 10.8)} \right| + \left| { - 8 - ( - 10.8)} \right| + \left| {11 - ( - 10.8)} \right|}}{5} = 9.8\%5∣−33−(−10.8)∣+∣−12−(−10.8)∣+∣−12−(−10.8)∣+∣−8−(−10.8)∣+∣11−(−10.8)∣=9.8% Mfor FunPQR=∣−14−(−5)∣+∣−18−(−5)∣+∣6−(−5)∣+∣−2−(−5)∣+∣3−(−5)∣5=8.8%\frac{{\left| { - 14 - ( - 5)} \right| + \left| { - 18 - ( - 5)} \right| + \left| {6 - ( - 5)} \right| + \left| { - 2 - ( - 5)} \right| + \left| {3 - ( - 5)} \right|}}{5} =8.8\% 5∣−14−(−5)∣+∣−18−(−5)∣+∣6−(−5)∣+∣−2−(−5)∣+∣3−(−5)∣=8.8% A anB are incorrebecause the range anvarianof the three fun are follows: The numbers shown for varianare unrstooto in \"percent square" terms so thwhen taking the square root, the result is stanrviation in percentage terms. Alternatively, expressing stanrviation anvarianin cimform, one cavoithe issue of units. In cimform, the variances for FunABFunXYZ, anFunPQR are 0.0317, 0.0243, an0.0110, respectively. 知道了range varian还有ma但我不知道怎么比较得出的？的意思能不能翻译下，谢谢老师。

2023-05-22 22:38 1 · 回答

NO.PZ2021061603000025 问题如下 Annureturns ansummary statistifor three fun are listein the following exhibit:The funwith the highest absolute spersion is: A.FunPQR if the measure of spersion is the range B.FunXYZ if the measure of spersion is the varian C.FunAif the measure of spersion is the meabsolute viation C is correct. The meabsolute viation (MA of FunABC's returns is greater ththe Mof both of the other fun.MA∑i=1n∣Xi−Xˉ∣nM= \frac{{\sum\limits_{i = 1}^n {\left| {{X_i} - \bX} \right|} }}{n}MAni=1∑n∣Xi−Xˉ∣, where Xˉ{\bX}Xˉ is the arithmetic meof the series.Mfor FunA=∣−20−(−4)∣+∣23−(−4)∣+∣−14−(−4)∣+∣5−(−4)∣+∣−14−(−4)∣5=14.4%\frac{{\left| { - 20 - ( - 4)} \right| + \left| {23 - ( - 4)} \right| + \left| { - 14 - ( - 4)} \right| + \left| {5 - ( - 4)} \right| + \left| { - 14 - ( - 4)} \right|}}{5} = 14.4\% 5∣−20−(−4)∣+∣23−(−4)∣+∣−14−(−4)∣+∣5−(−4)∣+∣−14−(−4)∣=14.4% Mfor FunXYZ=∣−33−(−10.8)∣+∣−12−(−10.8)∣+∣−12−(−10.8)∣+∣−8−(−10.8)∣+∣11−(−10.8)∣5=9.8%\frac{{\left| { - 33 - ( - 10.8)} \right| + \left| { - 12 - ( - 10.8)} \right| + \left| { - 12 - ( - 10.8)} \right| + \left| { - 8 - ( - 10.8)} \right| + \left| {11 - ( - 10.8)} \right|}}{5} = 9.8\%5∣−33−(−10.8)∣+∣−12−(−10.8)∣+∣−12−(−10.8)∣+∣−8−(−10.8)∣+∣11−(−10.8)∣=9.8% Mfor FunPQR=∣−14−(−5)∣+∣−18−(−5)∣+∣6−(−5)∣+∣−2−(−5)∣+∣3−(−5)∣5=8.8%\frac{{\left| { - 14 - ( - 5)} \right| + \left| { - 18 - ( - 5)} \right| + \left| {6 - ( - 5)} \right| + \left| { - 2 - ( - 5)} \right| + \left| {3 - ( - 5)} \right|}}{5} =8.8\% 5∣−14−(−5)∣+∣−18−(−5)∣+∣6−(−5)∣+∣−2−(−5)∣+∣3−(−5)∣=8.8% A anB are incorrebecause the range anvarianof the three fun are follows: The numbers shown for varianare unrstooto in \"percent square" terms so thwhen taking the square root, the result is stanrviation in percentage terms. Alternatively, expressing stanrviation anvarianin cimform, one cavoithe issue of units. In cimform, the variances for FunABFunXYZ, anFunPQR are 0.0317, 0.0243, an0.0110, respectively. 是不是只能把三个挨个算出来

2023-04-22 23:57 1 · 回答

NO.PZ2021061603000025问题如下 Annureturns ansummary statistifor three fun are listein the following exhibit:The funwith the highest absolute spersion is: A.FunPQR if the measure of spersion is the rangeB.FunXYZ if the measure of spersion is the varianceC.FunAif the measure of spersion is the meabsolute viation C is correct. The meabsolute viation (MA of FunABC's returns is greater ththe Mof both of the other fun.M=∑i=1n∣Xi−Xˉ∣nM = \frac{{\sum\limits_{i = 1}^n {\left| {{X_i} - \bX} \right|} }}{n}M=ni=1∑n∣Xi−Xˉ∣, where Xˉ{\bX}Xˉ is the arithmetic meof the series.Mfor FunA=∣−20−(−4)∣+∣23−(−4)∣+∣−14−(−4)∣+∣5−(−4)∣+∣−14−(−4)∣5=14.4%\frac{{\left| { - 20 - ( - 4)} \right| + \left| {23 - ( - 4)} \right| + \left| { - 14 - ( - 4)} \right| + \left| {5 - ( - 4)} \right| + \left| { - 14 - ( - 4)} \right|}}{5} = 14.4\% 5∣−20−(−4)∣+∣23−(−4)∣+∣−14−(−4)∣+∣5−(−4)∣+∣−14−(−4)∣=14.4% Mfor FunXYZ=∣−33−(−10.8)∣+∣−12−(−10.8)∣+∣−12−(−10.8)∣+∣−8−(−10.8)∣+∣11−(−10.8)∣5=9.8%\frac{{\left| { - 33 - ( - 10.8)} \right| + \left| { - 12 - ( - 10.8)} \right| + \left| { - 12 - ( - 10.8)} \right| + \left| { - 8 - ( - 10.8)} \right| + \left| {11 - ( - 10.8)} \right|}}{5} = 9.8\%5∣−33−(−10.8)∣+∣−12−(−10.8)∣+∣−12−(−10.8)∣+∣−8−(−10.8)∣+∣11−(−10.8)∣=9.8% Mfor FunPQR=∣−14−(−5)∣+∣−18−(−5)∣+∣6−(−5)∣+∣−2−(−5)∣+∣3−(−5)∣5=8.8%\frac{{\left| { - 14 - ( - 5)} \right| + \left| { - 18 - ( - 5)} \right| + \left| {6 - ( - 5)} \right| + \left| { - 2 - ( - 5)} \right| + \left| {3 - ( - 5)} \right|}}{5} =8.8\% 5∣−14−(−5)∣+∣−18−(−5)∣+∣6−(−5)∣+∣−2−(−5)∣+∣3−(−5)∣=8.8% A anB are incorrebecause the range anvarianof the three fun are follows: The numbers shown for varianare unrstooto in \"percent square" terms so thwhen taking the square root, the result is stanrviation in percentage terms. Alternatively, expressing stanrviation anvarianin cimform, one cavoithe issue of units. In cimform, the variances for FunABFunXYZ, anFunPQR are 0.0317, 0.0243, an0.0110, respectively. 请问这里range是怎么算的？

2023-01-11 12:00 1 · 回答

請問variance是如何算出來的？

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