题目 Your firm uses a proprietary forecasting model and assumes that the random variables they used follow the Poisson distribution. You are trying to assess the probability of the number of [...]
题目 John is forecasting a stock's performance in 2010 conditional on the state of the economy of the country in which the firm is based. He divides the economy's performance into three categories [...]
题目 Which one of the following statements about the normal distribution is NOT accurate? 选项 A.Kurtosis equals 3. B.Skewness equals 1. C.The entire distribution can be characterized by two [...]
题目 What is kurtosis? What is its role in statistical distributions? 选项 A.Kurtosis measures the nature of the spread of the values around the mean. It represents the 4th moment of a [...]
题目 A standard normal distribution has: 选项 A.no tails B.fat tails C.infinite tails D.asymmetric tails 答案 C 解析 The tail ends of a normal distribution stretch to infinity, although the [...]
题目 It has been observed that daily returns on spot positions of the Euro against the US Dollar are highly correlated with returns on spot holdings of the Japanese Yen against the US Dollar. This [...]
题目 Consider a stock with an initial price of $100. Its price one year from now is given by S=100e^r, where the rate of return r is normally distributed with a mean of 0.1 and a standard deviation [...]
题目 If X is a continuous random variable, the probability of any single value of X is: 选项 A.One. B.Zero. C.Determined by the probability distribution function. D.Determined by the cumulative [...]
题目 Assume that the economy can be in three possible states next year: boom, normal, or slow economic growth. An expert source has calculated that P(BOOM) = 0.30, P(NORMAL) = 0.50, P(SLOW) = 0.20. [...]
题目 Let A and B be two mutually exclusive events with P(A) = 0.20 and P(B) = 0.30. Therefore: 选项 A.P(B A) = 0.20 B.P(A and B) = 0 C.P(A or B) = 0.52 D.P(A and B) = 0.06 答案 B 解析 If the [...]
