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很高兴见到你 · 2019年10月20日

问一道题:NO.PZ2017092702000064 [ CFA I ]

问题如下图:

选项:

A.

B.

C.

解释:

一头雾水,虽然看到了独立性一次,但是没明白,麻烦解释。
1 个答案
已采纳答案

星星_品职助教 · 2019年10月21日

同学你好,

这道题其实是乘法法则的应用。题目是说已知一个基金经理在接下来两个季度,分别业绩超过基准(benchmark)的概率,问基金经理连续两个季度业绩同时都超过基准的概率是多少。

所以如果假设第一个季度业绩超过基准的概率为P(A),第二个季度业绩超过基准的概率为P(B),其实求的就是第一个季度和第二个季度业绩都超过基准的联合概率P(AB)。或者说,在第一个季度超过基准的条件下,第二个季度仍然超过基准的概率 P(AB)=P(A|B)*P(B)。其实到这里这道题目就可以选择出答案用乘法法则了。

如果有进一步的计算,就需要用到题干中给出的独立性了。独立性可以推出 P(AB)=P(A|B)*P(B)=P(A)*P(B)。加油

 

 

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