问题如下图:
这题的解答表中部分数据表画错了吧
NO.PZ2020010304000017 问题如下 The return stributions for the S P 500 anNikkei for the next yeare given as:Whis the joint stribution matrix if the two return series are unrelate If the two variables are unrelate then the joint stribution is just given the proctsfX1,X2(x1,x2)=fX1(x1)fX2(x2)f_{X_1, X_2}(x_1, x_2) = f_{X_1} (x_1)f_{X_2} (x_2)fX1,X2(x1,x2)=fX1(x1)fX2(x2)For example, the probability of seeing -10% on the S P an-5% on the Nikkei is 25%*20% = 5%. 想问 Nekki的25%是 5%+15%+5%=25% 20%=5%+10%5%
NO.PZ2020010304000017 问题如下 The return stributions for the S P 500 anNikkei for the next yeare given as:Whis the joint stribution matrix if the two return series are unrelate If the two variables are unrelate then the joint stribution is just given the proctsfX1,X2(x1,x2)=fX1(x1)fX2(x2)f_{X_1, X_2}(x_1, x_2) = f_{X_1} (x_1)f_{X_2} (x_2)fX1,X2(x1,x2)=fX1(x1)fX2(x2)For example, the probability of seeing -10% on the S P an-5% on the Nikkei is 25%*20% = 5%. unrelate体指什么?不等同于inpennt吧?
NO.PZ2020010304000017 这题的答案就是把它做成答案中的矩阵吗?
为什么unrelate-10% on the S&P an-5% on the Nikkei?
unrelate相关的意思,但是不相关只能说明不是线性相关,并不能等同于inpennce吧?可以像答案这样直接相乘?