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sara · 2019年11月02日

问一道题:NO.PZ2016072602000007 [ FRM II ]

问题如下图:

选项:这题不是选不是的项吗?那不就应该是C? not typical associate with 

A.

B.

C.

D.

解释:

1 个答案

品职答疑小助手雍 · 2019年11月02日

emmmm这个Truncation bias大意是去掉一些尾部数据,造成均值偏高的误差可能还是有的,因为外部数据很多是一些有名的,比较大的损失,小的可能都没纳入记录,所以会造成这种结果。

而D选项肯定不是~

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