趙同學(xué)
2023-04-06 21:41老師好，從哪兒看出樣本方差是5%，總體方差是4%
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
Michael助教
2023-04-09 22:41
該回答已被題主采納
學(xué)員你好，
Hedge Fund has been in existence for two years. Its average monthly return has been 6% with a standard deviation of 5%【選取的一個兩年的樣本，樣本數(shù)據(jù)中的標(biāo)準(zhǔn)差是5%】. …… You are asked to test the null hypothesis that the volatility of Hedge Fund’s monthly returns is equal to 4% 【你想去假設(shè)檢驗的數(shù)據(jù)是總體的數(shù)據(jù)，因為只有這個數(shù)據(jù)你是不知道的，所以才會需要去假設(shè)】versus the alternative hypothesis that the volatility is not equal to 4%.……
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