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SUMMER · 2023年03月25日

P(Z>2.58). So the corresponding probability is 0.5%.

NO.PZ2015120604000178

问题如下:

BIM is a well-developed public company and its market capitalization growth rates over past few decades are normally distributed.The population has a mean of 10% and a standard deviation of 5.4%. An investor wants to figure out the probability that BIM's average capitalization growth rate will over 12.32% in the next three years (all the data are monthly statistics).Which of the following option is most accurate?

选项:

A.

0.5%.

B.

1%.

C.

5%.

解释:

A is correct.

It is appropriate to use the central limit theroy to calculate. Standard error=5.4%/36\sqrt {\rm{36}} P(X>12.32%)=P(Z> (12.32%-10%)/0.009)=P(Z>2.58). So the corresponding probability is 0.5%.

老师,请问P(Z>2.58)的概率不是应该是1 - 99% = 1% 吗? 为什么要除以2等于0.5呢?

1 个答案
已采纳答案

星星_品职助教 · 2023年03月26日

同学你好,

±2.58是上课背诵的正态分布下99%置信区间的关键值。

数量科目中,置信区间都位于分布的中间,即两边各有一个尾部。这两个尾部的面积总和为1-99%=1%,每个尾部的面积都为1%/2=0.5%。

上述内容用概率来描述,就是右尾P(Z>2.58)和左尾P(Z<-2.58)的面积之和为1%,各自的面积都为0.5%。

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