NO.PZ2020011101000050
问题如下:
What are the key limitations of the bootstrap?
选项:
解释:
The most important limitation is that the bootstrap cannot generate data that has not occurred in the sample. This is sometimes called the “Black Swan” problem. A simulation can potentially generate shocks larger than historically observed values if the assumed distribution has this feature.
不能产生新的数据,这个我理解是和蒙特卡洛的主要区别,也是这个方法的本质特点。如果这个是他最大的缺点的话,那这个方法可不可以认为是没有意义的。