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🌊Yuri🌊 · 2023年09月16日

怎么理解

NO.PZ2022123001000093

问题如下:

An analyst wants to estimate the return on the S&P 500 Index for the current year using the following data and assumptions:

Ÿ Sample size = 50 stocks from the index.

Ÿ Mean return for those stocks in the sample for the previous year = 0.114.

Ÿ Variance = 0.0529.

Ÿ The reliability factor for a 95% confidence interval with unknown population variance and sample size greater than 30 is z.025= 1.96.

If he assumes that the S&P 500 return this year will be the same as it was last year, which of the following is the best estimate of the 95% confidence interval for this year's S&P 500 return?

选项:

A.0.09934 to 0.12866 B.0.05025 to 0.17775 C.–0.33680 to 0.56480

解释:

The reliability factor for a 95% confidence interval with unknown population variance and sample size greater than 30 is z.025= 1.96. The confidence interval estimate is:


这个sample size greater than 30 是迷惑信息?


1 个答案

星星_品职助教 · 2023年09月18日

同学你好,

因为N>30,所以样本均值的分布才能近似于正态分布,所以才可以用正态分布的关键值1.96.

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