返回列表 发帖

[求助]请教Quantive Methods题目

看书的时候遇到个问题,请不吝赐教,谢谢

07年的NOTE,L1  P145,第七题:

below are the returns on 20 industry groups of stocks over the past year:

12%,-3%,18%,9%,-5%,21%,2%,13%,28%,-14%,

31%,32%,5%,22%,-28%,7%,9%,12%,-17%,6%

B  what is the 40th percentile of this array  data?

answer: the location of the 40th percentile is (20+1)(40/100)=8.4.the 8th and 9th lowest returns are 6% and 7%,so the 40th percentile is 6+0.4(7-6)=6.4%

为什么是(20+1)呢,明明是20个data,好困惑,请老师指教!

谢谢老师的解答

[em01]

TOP

计算分位数的公式就是(n+1)y/100,这里你验证一下,如果从小到大排序好后,有40%的数据小于6.4%,那计算结果就是正确的。
www.cfaspace.com

TOP

返回列表