o****u
发帖数: 401 | 1 The probability of performance falls out of the 99% VAR for 2 days in a
month?
I think this way, binomial distribution with x=2, p=0.01, and n=22(business
days in 08/07).
So p(x=2)=22!/(2!*20!)*(0.01)^2*(0.99)^20=1.89%
But how could I interpret it? The probability of one day occur is 1%. How
come 2 days become 1.89%?
Thanks | I***e
发帖数: 1136 | 2 no such day = 80.163%
1 day = 17.814%
2 days = 1.889%
3 days = 0.127%
4 days = 0.006%
5 days = 0.000%
Your argument that 1 day probability is 0.01 is incorrect. 0.01 is the
probability of just one trial to show performance worse than 99% VAR, not 22
days.
-iCare-
business
【在 o****u 的大作中提到】
: The probability of performance falls out of the 99% VAR for 2 days in a
: month?
: I think this way, binomial distribution with x=2, p=0.01, and n=22(business
: days in 08/07).
: So p(x=2)=22!/(2!*20!)*(0.01)^2*(0.99)^20=1.89%
: But how could I interpret it? The probability of one day occur is 1%. How
: come 2 days become 1.89%?
: Thanks
| s*******e
发帖数: 432 | 3 this happens since you talked about exact two days and exact one days. The
configuration number of tow days is larger than the configuration number of
one day |
|
