Victorhuo
2020-07-12 21:1715.單選題 收藏 已標(biāo)記 Let (C) be a random normal variable that characterizes the temperature in degree Celsius. Assume (C) has mean of 30.0 and standard deviation of 2.0. Let (F) be the corresponding temperature in degrees Fahrenheit given by F = 1.8×C ＋ 32. Which of the following statements is the best direct reflection of the location-scale invariance property of the normal distribution? A If mean of C were instead 0 with variance of 1, then C would be a standard normal B Standard deviation of F is 2.0 C Standard deviation of F is 3.6 D F is normally distributed 這道題答案不明白說的是啥，我自己的答案選擇D，答案為啥去分析了C答案？？麻煩講解一下？
所屬：FRM Part I > Quantitative Analysis 視頻位置 相關(guān)試題
來源： 視頻位置 相關(guān)試題
1個回答
Jenny助教
2020-07-13 11:33
該回答已被題主采納
同學(xué)你好，這道題選的是D呀，答案選的也是D，是不是對錯答案了呢？解析的意思就是C選項(xiàng)的計(jì)算雖然正確，但它體現(xiàn)的是方差公式的性質(zhì)，而非題目問的location-scale invariance。location-scale invariance指的是，如果x服從正態(tài)分布，y=ax+b（a就是乘以一個factor，b就是shift），y依然服從正態(tài)分布。所以這個題目選D，其他幾個選項(xiàng)和位移不變性無關(guān)。
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