开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

Pavel Korchagin · 2023年01月30日

感觉这题目有点问题

NO.PZ2017092702000064

问题如下:

After estimating the probability that an investment manager will exceed his benchmark return in each of the next two quarters, an analyst wants to forecast the probability that the investment manager will exceed his benchmark return over the two-quarter period in total. Assuming that each quarter’s performance is independent of the other, which probability rule should the analyst select?

选项:

A.

Addition rule

B.

Multiplication rule

C.

Total probability rule

解释:

B is correct.

Because the events are independent, the multiplication rule is most appropriate for forecasting their joint probability. The multiplication rule for independent events states that the joint probability of both A and B occurring is P(AB) = P(A)P(B).

基金经理估计了两个概率,这两个概率是未来两个季度里,每个季度各自超过benchmark的概率。根据这两个概率来预测(forecast)两个季度都超过benchmark的概率,并假设独立。所以需使用乘法法则

应该说明是两个quarter都超过benchmark

如果按题目中最后是否超过benchmark,那应该是个总的回报率吧,按条件求不出来

1 个答案

星星_品职助教 · 2023年01月31日

同学你好,

题干给的是“...will exceed his benchmark return in each of the next two quarters”,意思是单个的一个季度超过benchmark的概率。

问题问的是“...will exceed his benchmark return over the two-quarter period in total”,意思是两个季度都超过benchmark的概率。

按照乘法法则,将该基金经理每个季度超过benchmark的概率相乘,即可得到两个季度都超过benchmark的联合概率(joint probability)。

  • 1

    回答
  • 1

    关注
  • 369

    浏览
相关问题

NO.PZ2017092702000064 问题如下 After estimating the probability thinvestment manager will exceehis benchmark return in eaof the next two quarters, analyst wants to forecast the probability ththe investment manager will exceehis benchmark return over the two-quarter perioin total. Assuming theaquarter’s performanis inpennt of the other, whiprobability rule shoulthe analyst select? A.Aition rule B.Multiplication rule C.Totprobability rule B is correct.Because the events are inpennt, the multiplication rule is most appropriate for forecasting their joint probability. The multiplication rule for inpennt events states ththe joint probability of both A anB occurring is P(A= P(A)P(B).基金经理估计了两个概率,这两个概率是未来两个季度里,每个季度各自超过benchmark的概率。根据这两个概率来预测(forecast)两个季度都超过benchmark的概率,并假设独立。所以需使用乘法法则 请问题干中已经说明了两者是inpennce。为什么还要用乘法法则?乘法法则的概念不是算的两个事件同时发生的概率吗?都说明了inpennce那不是怎么算都是为0的吗?

2022-11-30 05:20 1 · 回答

NO.PZ2017092702000064 问题如下 After estimating the probability thinvestment manager will exceehis benchmark return in eaof the next two quarters, analyst wants to forecast the probability ththe investment manager will exceehis benchmark return over the two-quarter perioin total. Assuming theaquarter’s performanis inpennt of the other, whiprobability rule shoulthe analyst select? A.Aition rule B.Multiplication rule C.Totprobability rule B is correct.Because the events are inpennt, the multiplication rule is most appropriate for forecasting their joint probability. The multiplication rule for inpennt events states ththe joint probability of both A anB occurring is P(A= P(A)P(B).基金经理估计了两个概率,这两个概率是未来两个季度里,每个季度各自超过benchmark的概率。根据这两个概率来预测(forecast)两个季度都超过benchmark的概率,并假设独立。所以需使用乘法法则 乘法法则可以适用于 contionprobability 为什么题目要强调两个季度inpenn呢 即使pennce也是可以用乘法法则的诶?

2022-09-10 21:56 1 · 回答

NO.PZ2017092702000064 问题如下 After estimating the probability thinvestment manager will exceehis benchmark return in eaof the next two quarters, analyst wants to forecast the probability ththe investment manager will exceehis benchmark return over the two-quarter perioin total. Assuming theaquarter’s performanis inpennt of the other, whiprobability rule shoulthe analyst select? A.Aition rule B.Multiplication rule C.Totprobability rule B is correct.Because the events are inpennt, the multiplication rule is most appropriate for forecasting their joint probability. The multiplication rule for inpennt events states ththe joint probability of both A anB occurring is P(A= P(A)P(B).基金经理估计了两个概率,这两个概率是未来两个季度里,每个季度各自超过benchmark的概率。根据这两个概率来预测(forecast)两个季度都超过benchmark的概率,并假设独立。所以需使用乘法法则 C在讲义中没有看到 是什么法则?

2022-09-10 21:52 1 · 回答

NO.PZ2017092702000064 Multiplication rule Totprobability rule B is correct. Because the events are inpennt, the multiplication rule is most appropriate for forecasting their joint probability. The multiplication rule for inpennt events states ththe joint probability of both A anB occurring is P(A= P(A)P(B). 基金经理估计了两个概率,这两个概率是未来两个季度里,每个季度各自超过benchmark的概率。根据这两个概率来预测(forecast)两个季度都超过benchmark的概率,并假设独立。所以需使用乘法法则 请问其他错误是什么意思,在哪些场景下应该选择另两个?谢谢

2021-11-21 09:53 1 · 回答