题目 You want to test at the 0.05 level of significance that the mean price of luxury cars is greater than $80,000. A random sample of 50 cars has a mean price of $88,000. The population standard [...]
题目 At a major broker-dealer, there occurs on average a high-frequency, low-severity (HFLS) operational loss five times per day. According to a Poisson distribution, on a given single day, what is [...]
题目 Assume today's stock price S(0) is $100, the daily log (continuously compounded) return has mean of 0.0 and standard deviation of 0.10 (10%), and tomorrow's stock price is lognormally [...]
题目 The correlation coefficient for two dependent random variables is equal to: 选项 A.the product of the standard deviations for the two random variables divided by the covariance. B.the [...]
题目 Which of the following are characteristics of a normal distribution? I.Skewness equals to zero. II.Mean less than median. III.Kurtosis greater than zero. IV.Continuous and unbounded. 选项 [...]
题目 In regard to the chi-squared and F-distribution, each of the following is true EXCEPT which is false? 选项 A.Both the chi-squared and F-distribution are non-negative and positively skewed to [...]
题目 Which distribution is discrete? 选项 A.Bernoulli B.Binomial C.Poisson D.All of the above 答案 D 解析 Bernoulli, binomial and Poisson are each a discrete [...]
题目 Your firm uses a proprietary forecasting model that requires parameter estimates of random variables that are believed to follow the Poisson distribution. You are attempting to assess the [...]
题目 The covariance between the return from two securities is 4 and the correlation between them is 0.5. If the variance of the first return is 16, the variance of the second return will be CLOSEST [...]
题目 Using the following Information to answer the question below.「huixue_img/importSubject/1564169386204467200.png」The variance of X is closest to: 选项 A.0.58 B.0.59 C.0.60 D.0.61 答案 D [...]