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Hugo(Xie Lanzhi) · 2020年01月01日

问一道题：NO.PZ2015120604000178

  1. CFA I
  2. Quantitative

问题如下：

BIM is a well-developed public company and its market capitalization growth rates over past few decades are normally distributed.The population has a mean of 10% and a standard deviation of 5.4%. An investor wants to figure out the probability that BIM's average capitalization growth rate will over 12.32% in the next three years (all the data are monthly statistics).Which of the following option is most accurate?

选项：

A.

0.5%.

B.

1%.

C.

5%.

解释：

A is correct.

It is appropriate to use the central limit theroy to calculate.

Sx=σn=5.4%36=0.009

The test statistic= (12.32%-10%)/0.009=2.58. So the corresponding probability is 0.5%.

请问这道题为什么用sample mean除以未来的36个月呢？不是应该用sample mean 除以sample 的时间吗？

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1 个答案

星星_品职助教 · 2020年01月01日

同学你好，

你说的这个考点是标准误的计算，应该是用总体标准差/根号n，这里就是5.4%/根号36=0.9%。

当分布确立后，总体标准差就是确定的了，不会随着时间改变，这个时候直接除以时间根号n（36个月）即可。

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