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未命名 · 2019年06月01日

问一道题:NO.PZ2018091701000079

问题如下图:

    

选项:

A.

B.

C.

解释:


C 才是预期,答案不是应该选择C么,还是说如果B,C都正确的话,选择概率小的那个答案?

1 个答案
已采纳答案

Wendy_品职助教 · 2019年06月01日

不是的。c这个说法就是错的,VAR不是expected loss,expected是均值也就是求期望的意思。

VAR是分位点,不是均值。

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