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After estimating the probability that an...

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题目

After estimating the probability that an investment manager will exceed his benchmark return in each of the next two quarters, an analyst wants to forecast the probability that the investment manager will exceed his benchmark return over the two-quarter period in total. Assuming that each quarter’s performance is independent of the other, which probability rule should the analyst select?

选项

A.Addition rule

B.Multiplication rule

C.Total probability rule

答案

B

解析

B is correct. Because the events are independent, the multiplication rule is most appropriate for forecasting their joint probability. The multiplication rule for independent events states that the joint probability of both A and B occurring is P(AB) = P(A)P(B). B正确。 由于事件是相互独立的,乘法法则最适合预测它们的联合概率。独立事件的乘法法则表明A和B同时发生的概率是P(AB) = P(A)P(B)。 定义A事件:接下来的第一个季度超过benchmark 定义B事件:接下来的第二个季度超过benchmark 题目问两个事件同时发生概率为多少? A和B事件相互独立,所以P(AB)=P(A)xP(B)