开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

王克飞 · 2025年06月03日

关于标准误和标准差

NO.PZ2022062760000017

问题如下:

Using the returns of the prior 12 months, an analyst estimates the mean monthly return of stock XYZ to be -0.75% with a standard error of 2.70%.


Using the t-table above, which of the following is the 95% confidence interval for the mean return?

选项:

A.

-6.69% and 5.19%

B.

-6.63% and 5.15%

C.

-5.60% and 4.10%

D.

-5.56% and 4.06%

解释:

中文解析:

区间=mean+z值*σ

mean=-0.75%

σ=2.7%

z值的查找:自由度=12-1=11,双尾5%,单尾2.5%

z值=2.201

区间=-0.75% - 2.201*2.70% and -0.75% + 2.201*2.70%

The confidence interval is equal to the mean monthly return plus or minus the t-statistic times the standard error. To get the proper t-statistic, the 0.025 column must be used since this is a two-tailed interval. Since the mean return is being estimated using the sample observations, the appropriate degrees of freedom to use is equal to the number of sample observations minus 1, which is 11. Therefore, the proper statistic to use from the t-distribution is 2.201. The 95% confidence interval is between -0.75% - 2.201*2.70% and -0.75% + 2.201*2.70%.

什么时候标准误可以直接作为标准差使用,什么时候用标准误除以根号n计算出标准差?

1 个答案

李坏_品职助教 · 2025年06月04日

嗨,努力学习的PZer你好:


标准误(standard error)与标准差(standard deviation)是两个不同的统计量,是不能直接混用的。

上面我圈起来的 σ / 根号n,这个整体叫做标准误,而分子上的σ是标准差。 所以标准误 = 标准差 / 根号n


在区间估计的时候,区间范围(confidence interval)的公式是均值 ± Z值 × 标准误。


这道题直接告诉你了标准误(standard error)是2.70%,所以计算confidence interval直接用公式,区间的上边界=均值 + Z × 2.7%就可以了。


----------------------------------------------
虽然现在很辛苦,但努力过的感觉真的很好,加油!

  • 1

    回答
  • 0

    关注
  • 6

    浏览
相关问题

NO.PZ2022062760000017 问题如下 Using the returns of the prior 12 months, analyst estimates the memonthly return of stoXYZ to -0.75% with a stanrerror of 2.70%. Using the t-table above, whiof the following is the 95% confinintervfor the mereturn? A.-6.69% an5.19% B.-6.63% an5.15% C.-5.60% an4.10% -5.56% an4.06% 中文解析区间=mean+z值*σmean=-0.75%σ=2.7%z值的查找自由度=12-1=11,双尾5%,单尾2.5%z值=2.201区间=-0.75% - 2.201*2.70% an-0.75% + 2.201*2.70%The confinintervis equto the memonthly return plus or minus the t-statistic times the stanrerror. To get the proper t-statistithe 0.025 column must usesinthis is a two-taileinterval. Sinthe mereturn is being estimateusing the sample observations, the appropriate grees of freem to use is equto the number of sample observations minus 1, whiis 11. Therefore, the proper statistic to use from the t-stribution is 2.201. The 95% confinintervis between -0.75% - 2.201*2.70% an-0.75% + 2.201*2.70%. 关于这个自由度能不能汇总讲一下?1.这个12月就是总体啊,为什么自由度要减12.还有后面章节的,自由度 n-1的,n-k-1的,k的这都是对应什么的?全混了

2024-04-07 16:25 1 · 回答

NO.PZ2022062760000017 问题如下 Using the returns of the prior 12 months, analyst estimates the memonthly return of stoXYZ to -0.75% with a stanrerror of 2.70%. Using the t-table above, whiof the following is the 95% confinintervfor the mereturn? A.-6.69% an5.19% B.-6.63% an5.15% C.-5.60% an4.10% -5.56% an4.06% 中文解析区间=mean+z值*σmean=-0.75%σ=2.7%z值的查找自由度=12-1=11,双尾5%,单尾2.5%z值=2.201区间=-0.75% - 2.201*2.70% an-0.75% + 2.201*2.70%The confinintervis equto the memonthly return plus or minus the t-statistic times the stanrerror. To get the proper t-statistithe 0.025 column must usesinthis is a two-taileinterval. Sinthe mereturn is being estimateusing the sample observations, the appropriate grees of freem to use is equto the number of sample observations minus 1, whiis 11. Therefore, the proper statistic to use from the t-stribution is 2.201. The 95% confinintervis between -0.75% - 2.201*2.70% an-0.75% + 2.201*2.70%. 95%的置信区间,给的是T检验的单尾表,为啥不直接用5%的呢

2023-10-10 09:29 1 · 回答

NO.PZ2022062760000017 问题如下 Using the returns of the prior 12 months, analyst estimates the memonthly return of stoXYZ to -0.75% with a stanrerror of 2.70%. Using the t-table above, whiof the following is the 95% confinintervfor the mereturn? A.-6.69% an5.19% B.-6.63% an5.15% C.-5.60% an4.10% -5.56% an4.06% 中文解析区间=mean+z值*σmean=-0.75%σ=2.7%z值的查找自由度=12-1=11,双尾5%,单尾2.5%z值=2.201区间=-0.75% - 2.201*2.70% an-0.75% + 2.201*2.70%The confinintervis equto the memonthly return plus or minus the t-statistic times the stanrerror. To get the proper t-statistithe 0.025 column must usesinthis is a two-taileinterval. Sinthe mereturn is being estimateusing the sample observations, the appropriate grees of freem to use is equto the number of sample observations minus 1, whiis 11. Therefore, the proper statistic to use from the t-stribution is 2.201. The 95% confinintervis between -0.75% - 2.201*2.70% an-0.75% + 2.201*2.70%. 为什么方差不用除以根号N呢?

2023-10-05 16:08 1 · 回答