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?
|
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
|
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] = ?
|
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？
|
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？
|
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] = ?
|
