Y**N 发帖数: 2628 | 1 一道面试题,麻烦哪位大侠好心给解答一下?非常感谢!
We toss a fair coin 100 times, what is the probability that the number of
occurance of heads is less than 40? |
f*******g 发帖数: 377 | |
y****e 发帖数: 28 | 3
For prob. that the number of heads < 40, the exact formula is
\sum_i=0^{39} C_{100}^i 1/2^100,
which can be computed directly or can be approximated by using the normal
distribution with continuity correction.
The approximation gives N( (39.5-50)/sqrt(100*1/4))
The exact solution gives 0.01786, and the approximation gives 0.01760
【在 Y**N 的大作中提到】 : 一道面试题,麻烦哪位大侠好心给解答一下?非常感谢! : We toss a fair coin 100 times, what is the probability that the number of : occurance of heads is less than 40?
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Y**N 发帖数: 2628 | 4 太谢谢了,知道第一个公式,但不知道后面算近似值怎么算的~~
能麻烦再给看一道题吗?
X and Y are lognormal variables. They have a correlation of rho. V[XY] = ?
【在 y****e 的大作中提到】 : : For prob. that the number of heads < 40, the exact formula is : \sum_i=0^{39} C_{100}^i 1/2^100, : which can be computed directly or can be approximated by using the normal : distribution with continuity correction. : The approximation gives N( (39.5-50)/sqrt(100*1/4)) : The exact solution gives 0.01786, and the approximation gives 0.01760
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P*****s 发帖数: 758 | 5 难道给个N(-2)不够?
【在 Y**N 的大作中提到】 : 太谢谢了,知道第一个公式,但不知道后面算近似值怎么算的~~ : 能麻烦再给看一道题吗? : X and Y are lognormal variables. They have a correlation of rho. V[XY] = ?
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f*******g 发帖数: 377 | 6 w/ correction is indeed better...
【在 P*****s 的大作中提到】 : 难道给个N(-2)不够?
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Y**N 发帖数: 2628 | 7 不好意思额,就是没看懂,还是谢谢谢了!能再给看一下第二题吗?
【在 P*****s 的大作中提到】 : 难道给个N(-2)不够?
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Y**N 发帖数: 2628 | 8 第一题明白了, 就是Central Limit Theorem. 谢谢大家的回贴! |
y****e 发帖数: 28 | 9 Do you want to computer the variance of XY?
Are X and Y log *standard* normal variables? If not, V[XY] may depends on
more than rho
【在 Y**N 的大作中提到】 : 太谢谢了,知道第一个公式,但不知道后面算近似值怎么算的~~ : 能麻烦再给看一道题吗? : X and Y are lognormal variables. They have a correlation of rho. V[XY] = ?
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