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2024-07-25 17:35第二題答案上說的是smaller difference,選項c是wider dispersion 是不是題出錯了
所屬：CFA Level III > Trading, Performance Evaluation, and Manager Selection 視頻位置 相關(guān)試題
來源： 視頻位置 相關(guān)試題
1個回答
Evian, CFA助教
2024-07-26 17:03
該回答已被題主采納
ヾ(?°?°?)??你好同學，
第二題答案上說的是smaller difference,選項c是wider dispersion 是不是題出錯了
The smaller the difference in sample size and distribution mean and the wider the dispersion of the distributions, the smaller the expected cost of the Type I or Type II error.
解析：
The smaller the difference in sample size；樣本容量差距越小
The smaller the difference in distribution mean；業(yè)績收益率分布均值差距越小
the wider the dispersion of the distributions；業(yè)績收益率分布波動更大
這三點可以引起
the smaller the expected cost of the Type I or Type II error，I和II類錯誤發(fā)生預期概率↓，它們造成的預期成本↓
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追問
能舉個例子嗎，解析沒看懂
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追答
好的
舉例說明：
Type I ：我們面試雇傭了一個很笨的經(jīng)理
Type II error：我們面試不錄用一個優(yōu)秀的經(jīng)理
目的
the smaller the expected cost of the Type I or Type II error
I和II類錯誤發(fā)生預期概率↓，它們造成的預期成本↓
笨蛋經(jīng)理不雇傭，優(yōu)秀經(jīng)理雇傭
有兩個樣本，笨蛋經(jīng)理和優(yōu)秀經(jīng)理
The smaller the difference in sample size；兩個樣本容量n差距越小越好，笨蛋經(jīng)理和優(yōu)秀經(jīng)理各自人數(shù)相差不大更好
The smaller the difference in distribution mean；兩個樣本業(yè)績收益率分布均值差距越小越好，笨蛋經(jīng)理和優(yōu)秀經(jīng)理業(yè)績水平差不多更好
the wider the dispersion of the distributions；業(yè)績收益率分布波動更大，笨蛋經(jīng)理和優(yōu)秀經(jīng)理的業(yè)績波動越大越有可能辨析笨蛋經(jīng)理和優(yōu)秀經(jīng)理的區(qū)別
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