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· 2022年01月03日

请问可以再解释一下d选项吗？

  1. FRM I
  2. Quantitative

NO.PZ2020010303000010

问题如下：

Either using a Z table or the Excel function NORM.S.INV, compute

a. z so that Pr(z < Z) = .95 when Z ∼ N(0, 1)

b. z so that Pr(z > Z) = .95 when Z ∼ N(0, 1)

c. z so that Pr(-z < Z < z) = .75 when Z ∼ N(0, 1)

d. a and b so that Pr(a < X < b) = .75 and Pr(X < a) = 0.125 when X ∼ N(2, 4)

选项：

解释：

a. 1.645. In Excel, the command to compute this value is NORM.S.INV(.95).

b. -1.645. In Excel, the command to compute this value is NORM.S.INV(.05).

c. 1.15. Here the tail to the left should have 12.5% and the tail to the right should also have 12.5%. In Excel, the command to compute this value is –NORM.S.INV(.125).

d. -0.3 and 4.3. The area of the left and right should each have 12.5%. These can be constructed using the answer to the previous problem by re-centering on the mean and scaling by the standard deviation, so that a = 2 * -1.15 + 2 and b = 2 * 1.15 + 2. Note that the formula is a=σ∗q+μa = \sigma * q + \mu, where q is the quantile value.

d选项那个想请教一下为什么要加上2呀？

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1 个答案

品职答疑小助手雍 · 2022年01月04日

同学你好，因为分布的均值是2。

就是解析列的式子里的μ。

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