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Quant版 - 面试问题
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1 (共1页)
n********6
发帖数: 58
1
1) construct a statistical model to describe the following situation:
Customers arrive to a large ticket counter with k cash registers at
average rate N per hour. You have access to minute by minute customer
counts for only one cash register, n(t). Your job is to estimate the
number of customers going through all the registers with a single
minute resolution. That is, you need to model N(t) as a function of
n(t) and the known average value of N(t) over all time. Answer the
following questions:
1. What is your model? Why this model and not something better? What
are the assumptions you have made?
2. What is the expected value of N(t)? What is its variance?
2) Would an ARIMA model be a good starting point for modeling
temperature variations at a single location, reported with a minute
resolution for a year?
1 (共1页)
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