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Potatowpn · 2020年01月27日

问一道题:NO.PZ2020010304000050

问题如下:

If you are given a 99% confidence interval for the mean return on the Nasdaq 100 of [2.32%, 12.78%], what is the sample mean and standard error? If this confidence interval is based on 37 years of data, assumed to be iid, what is the sample standard deviation?

选项:

解释:

The mean is the midpoint of a symmetric confidence interval (the usual type), and so is 7.55%.

The 99% CI is constructed as [μcσ,μ+cσ]\left[\overset\wedge\mu-c*\overset\wedge\sigma, \overset\wedge\mu+c*\overset\wedge\sigma\right] and so cσc*\overset\wedge\sigma = 12.78% - 7.55% = 5.23%. The critical value for a 99% CI corresponds to the point where there is 0.5% in

each tail, or 2.57, and so σ\overset\wedge\sigma =5.23% /2.57=2.03% needs to be surveyed.

请问这里标准误为啥不是除以根号37?


1 个答案

orange品职答疑助手 · 2020年02月04日

同学你好,因为 标注差/根号下n = 标准误 ,置信区间 = 均值+-标准差/根号n * 分位点 = 均值 +-标准误 * 分位点

XP · 2020年05月12日

还是没明白,为啥是*根号下n 公式不是/根号下n吗?

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