NO.PZ2024120401000012
问题如下:
If you are given a 99% confidence interval for the mean return on the Nasdaq 100 of [2.32%, 12.78%], what is the standard error ?
选项:
A.
2.03%
B.
5.23%
C.
2.57
D.
6.39%
解释:
The mean is the midpoint of a symmetric confidence interval (the usual type), and so is 7.55%.
The 99% CI is constructed as:
The critical value for a 99% CI is 2.57. So standard error = 5.23%/2.57 = 2.03%.
老师 我从网上下载了一张标志正态分布表,为什么99%对应的是2.33,本题答案的2.57对应的是99.5%呀。我有点懵……