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摩羯大小姐 · 2021年12月19日

0.835是怎么求出的呢

  1. CFA I
  2. Quantitative

NO.PZ2021062201000014

问题如下：

Otema Chi has a spreadsheet with 108 monthly returns for shares in Marunou Corporation. He writes a software program that uses bootstrap resampling to create 200 resamples of this Marunou data by sampling with replacement. Each resample has 108 data points. Chi's program calculates the mean of each of the 200 resamples, and then it calculates that the mean of these 200 resample means is 0.0261. The program subtracts 0.0261 from each of the 200 resample means, squares each of these 200 differences, and adds the squared differences together. The result is 0.835. The program then calculates an estimate of the standard error of the sample mean.

The estimated standard error of the sample mean is closest to:

选项：

A.

0.0115

B.

0.0648

C.

0.0883

解释：

B is correct.

The estimate of the standard error of the sample mean with bootstrap resampling is calculated as follows:


使用 bootstrap resampling对样本均值的标准误的估算如下：


能否展开详细看下根号里的计算过程呢
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星星_品职助教 · 2021年12月20日

同学你好，

这道题的根号里面是个幌子，实际上没有计算，0.835是直接给出来的，如图。

就本题而言，这个地方只能直接给出，不然200项加和没法加。


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