NO.PZ2017092702000050
问题如下:
For 2009–2013, the mean absolute deviation of the MSCI World Index total returns is closest to:
选项:
A.10.20%.
B.12.74%.
C.16.40%
解释:
A is correct.
The formula for mean absolute deviation (MAD) is \(MAD=\frac{\displaystyle\sum_{i=1}^n{\vert X_i-\overline X\vert}}n\) Column 1: Sum annual returns and divide by n to find the arithmetic mean ( \(\overline X\) ) of 16.40%. Column 2: Calculate the absolute value of the difference between each year’s return and the mean from Column 1. Sum the results and divide by n to find the MAD. These calculations are shown in the following table:
mean absolute deviation 怎么求到的呢