爱考云 - 搜题找答案神器_海量试题解析在线查

题目 Assume that in a particular multiple regression model, it is determined that the error terms are uncorrelated with each other. Which of the following statements is most accurate? 选项 [...]

题目 The result of the linear regression is: Y=0.10-0.50X, with a correlation coefficient ρ=-0.90. The fraction of the variance of Y attributable to X is equal to: 选项 A.-0.90 B.+0.90 C.+0.81 [...]

题目 Greg Barns, FRM, and Jill Tillman, FRM, are discussing the hypothesis they wish to test with respect to the model represented by「huixue_img/importSubject/1564169387697639424.png」. They [...]

题目 What does a hypothesis test at the 5% significance level mean? 选项 A.P (not reject H_0 H_0 is true)=0.05 B.P (not reject H_0 H_0 is false)=0.05 C.P (reject H_0 H_0 is true)=0.05 D.P (reject [...]

题目 Which of the following test statistics is most appropriate for conducting the hypothesis test given below? H0: variance A=variance B where the test is based on two random independent samples [...]

题目 An analyst believes that hedge funds have significantly (using a significance level of 0.05) outperformed the S&P 500 over the past five years. So she picks a random group of 15 hedge [...]

题目 A risk manager gathers five years of historical returns to calculate the Kendall τ correlation coefficient for stocks X and Y. The stock returns for X and Y from 2010 to 2014 are as [...]

题目 As research analyst at his firm, Richard Starr is assigned the task of examining the relevance of the capital asset pricing model by running hypothesis tests on the risk-free rate and the [...]

题目 Using standard Monte Carlo methods, an analyst prices a European call options using 1,000 simulations of underlying stock price. The option price is estimated at USD 1.00 with a standard error [...]

题目 Which is most likely to characterize the frequency of operational losses? 选项 A.Bernoulli B.Binomial C.Poisson D.All of the above 答案 C 解析 Poisson泊松分布 [...]