梦梦 · 2024年05月23日
NO.PZ2020011101000050
问题如下：
What are the key limitations of the bootstrap?
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.
老师，有两个问题：
1、black swan 不是黑天鹅指小概率事件吗？和第一句话有什么关系？不能产生数据是黑天鹅？
2、红线是说如果蒙特卡洛的分布有黑天鹅现象，会比使用历史数据造成更大的e？
NO.PZ2020011101000050 问题如下 Whare the key limitations of the bootstrap? The most important limitation is ththe bootstrcannot generate ta thhnot occurrein the sample. This is sometimes callethe “BlaSwan” problem. A simulation cpotentially generate shocks larger thhistorically observevalues if the assumestribution hthis feature. 如题，这个结论要当做第5个limitation去记吗？
NO.PZ2020011101000050 问题如下 Whare the key limitations of the bootstrap? The most important limitation is ththe bootstrcannot generate ta thhnot occurrein the sample. This is sometimes callethe “BlaSwan” problem. A simulation cpotentially generate shocks larger thhistorically observevalues if the assumestribution hthis 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。
