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标题: Level 1 quantitative methods 求解 [打印本页]

作者: kkkyon    时间: 2014-7-3 15:40     标题: Level 1 quantitative methods 求解

本帖最后由 kkkyon 于 2014-7-4 11:22 编辑

"Level 1 Volume 1-Ethical” 中的Reading 10 Example 3 为何population variance  100-0^2 /12 ? 12 是从何而来的?


Suppose that capital expenditures for communications equipment form a continuous uniform random variable with a lower bound equal to $0 and an upper bound equal to $100 - for short, call this a uniform (0,100) random variable. Conducting a Monte Carlo simulation to study the capital expenditure plans. In this simulation, we collect 200 random samples of the capital expenditures of 100 companies. The population variance of capital expenditures is equal to 100-0^2 /12 = 833.33.


12 是从何而来的?


作者: dyzhang37    时间: 2014-7-8 05:21

formula for uniform distribution variance...  you can derive it using Var(x) = E(x^2) - [E(x)}^2




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