Board logo

标题: Probability 问题请教同学 [打印本页]

作者: Swords    时间: 2008-4-26 15:01     标题: Probability 问题请教同学

请问怎样得到以下答案?

There is an investment which has a mean and standard deviation of 15% and 10% respectively.  Assume it is a normal distribution, which of the following is False?

a. The probability of getting a return less than 10% is about 16%

b. The probability of getting a return greater than 5% is about 84%

c. The probability of getting a return greater than 35% is about 2.5%

d. The probability of getting a return between 5% and 25% is about 68 percent.

How do I get answer a?

Many thanks.


作者: yyxx0412    时间: 2008-4-29 10:49

Calculate teh z-value

Start from choice D: (5%-15%)/10% = -1 (one standard deviation from mean at left side)

                      (25% -15%)/10% = 1 (one standard deviation from mean at right side)

                      therefore teh probability is 68%, which is correct.

                  C: (35%-15%)/10% =2 ( 2 standard deviation from the mean at right side), therefore (1-95%)/2=2.5% which is correct.

Choice B: (5%-15%)/10% = -1, (1-68%)/2 = 16%, 1-16% = 84% , which is correct.

Choice A: (10%-15%)/10% = -0.5, the probability = 30.85% --> A is wrong.


作者: Swords    时间: 2008-4-29 11:49

哇!!

这位同学太棒了。谢谢您。等了几天没人回复非常失望,现在终于可以放心了。再次谢谢。

[em01][em01]




欢迎光临 FRM论坛 (http://frmspace.com/) Powered by Discuz! 7.2