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一十一 · 2020年01月14日

问一道题:NO.PZ2015120604000118 [ CFA I ]

问题如下图:

选项:

A.

B.

C.

解释:

老师请问到底怎么区分什么时候直接用标准差?什么时候用标准误?有时候在描述组合管理中的标准差就可以不除以根号n,为什么在这里的同样也是样本,还需要转换成标准误?可以详细列出什么时候如何判断吗?谢谢

1 个答案
已采纳答案

星星_品职助教 · 2020年01月15日

同学你好,

这个问题太宽泛了。这两个概念本质是相同的。标准误就是样本均值的标准差。从考试记忆的角度出发,例如这道题的类型就可以记为因为前面是样本均值,对应后面就是样本均值的标准差(也就是标准误)。

从理解角度出发,涉及到中心极限定理应用的就需要除以根号n。(如果这个点觉得陌生,就需要去复习下中心极限定理的视频)。


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