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莜蓝CC · 2022年06月05日

老师，我不理解为什么再抽样的样本按照200-1计算，而不是108-1呢？

  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：

老师，我不理解为什么再抽样的样本按照200-1计算，而不是108-1呢？

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已采纳答案

袁园_品职助教 · 2022年06月06日

嗨，从没放弃的小努力你好：


因为题干中说了，He writes a software program that uses bootstrap resampling to create 200 resamples of this Marunou data by sampling with replacement.。虽然只有108个样本，但是他通过bootstrap方式有放回的创造了200个样本，所以要用200，而不是最初的108哦

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虽然现在很辛苦，但努力过的感觉真的很好，加油！

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