问题如下:
Analyst Underwood is using Monte Carlo simulation to test the robustness of the Dickey-Fuller test by changing the drift parameter for several different experiments, Reusing sets of random number draws will most likely result in:
选项:
A.increasing the sampling variance across experiments, increasing the accuracy of the drift estimates for each experiment.
B.increasing the sampling variance across experiments, not changing the accuracy of the drift estimates for each experiment.
C.reducing the sampling variance across experiments, reducing the accuracy of the drift estimates for each experiment.
D.reducing the sampling variance across experiments, not changing the accuracy of the drift estimates for each experiment.
解释:
D is correct
考点:Monte Carlo simulation
解析:如果重复使用一样的随机数进行蒙特卡洛模拟的话会减少结果的波动,不过虽然波动降低了,每次试验的准确性并没有被影响。当成结论记一下就好,比较偏的知识点。
增加了试验次数,模拟的结果多了,不是精度就提高了吗?请老师解惑。