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Ethan橙 · 2023年09月21日

算sample standard deviation分母需要用(n-1)=50-1=49么

NO.PZ2022062760000004

问题如下:

A risk manager is calculating the VaR of a fund with a data set of 50 weekly returns. The mean weekly return estimated from the sample is 8% with a standard deviation of 17%. Assuming that weekly returns are independent and identically distributed, what is the standard deviation of the mean weekly return?

选项:

A.

0.4%

B.

0.7%

C.

2.4%

D.

10%

解释:

中文解析:

周化σ=年化σ/sqrt多少周=17%/sqrt(50) = 2.4%

In order to calculate the standard deviation of the mean weekly returns, we must divide the standard deviation of the return series by the square root of the sample size. Therefore, the correct answer is 17%/sqrt(50) = 2.4%.

算sample standard deviation分母需要用(n-1)=50-1=49么

1 个答案

品职答疑小助手雍 · 2023年09月22日

同学你好,这里题目给了标准差就直接用,不用管是样本还是总体,只有给了一串数字让你算的时候才会考虑自由度。

不过一般那种题计算量有点大,不会出考试题。

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NO.PZ2022062760000004 问题如下 A risk manager is calculating the Vof a funwith a ta set of 50 weekly returns. The meweekly return estimatefrom the sample is 8% with a stanrviation of 17%. Assuming thweekly returns are inpennt anintically stribute whis the stanrviation of the meweekly return? A.0.4% B.0.7% C.2.4% 10% 中文解析周化σ=年化σ/sqrt多少周=17%/sqrt(50) = 2.4%In orr to calculate the stanrviation of the meweekly returns, we must vi the stanrviation of the return series the square root of the sample size. Therefore, the correanswer is 17%/sqrt(50) = 2.4%. The meweekly return estimatefrom the sample is 8% with a stanrviation of 17%. 这里不是说的很清楚,这50个周回报率的均值是8%,s17%?那求得是什么

2024-04-11 15:16 1 · 回答

NO.PZ2022062760000004 问题如下 A risk manager is calculating the Vof a funwith a ta set of 50 weekly returns. The meweekly return estimatefrom the sample is 8% with a stanrviation of 17%. Assuming thweekly returns are inpennt anintically stribute whis the stanrviation of the meweekly return? A.0.4% B.0.7% C.2.4% 10% 中文解析周化σ=年化σ/sqrt多少周=17%/sqrt(50) = 2.4%In orr to calculate the stanrviation of the meweekly returns, we must vi the stanrviation of the return series the square root of the sample size. Therefore, the correanswer is 17%/sqrt(50) = 2.4%. 这题干不是已经说了weekly return stanrviation是17%了吗?(The meweekly return estimatefrom the sample is 8% with a stanrviation of 17%. )那为啥还要我求 stanrviation of the meweekly return?我看解析是说用平方根法则来算,那题干给出的17%应该是annualizereturn stanrviation才对呀。

2023-07-28 15:21 1 · 回答