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FRM®一级风险管理基础备考公式（5）
文章来源：网络
发布时间：2022-01-04 10:40
阅读：458次
本文继续为大家介绍FRM®一级风险管理基础的备考公式，以下是定量分析备考公式（5），一起来看吧。
Binomial Distribution
Evaluates a random variable with two possible outcomes over a series of n trials. The probability of “success” on each trial equals:
For a binomial random variable:
expected value = np
variance = np(1 – p)
Poisson Distribution
Poisson random variable X refers to the number of successes per unit. The parameter lambda (λ) refers to the average number of successes per unit. For the distribution, both its mean and variance are equal to the parameter, λ.
Normal Distribution
The normal distribution is completely described by its mean and variance.
90% of observations fall within ± 1.65s.
95% of observations fall within ± 1.96s.
99% of observations fall within ± 2.58s.
Standardized Random Variables
A standardized random variable is normalized so that it has a mean of zero and a standard deviation of 1.
z-score: represents the number of standard deviations a given observation is from the population mean.
Chi-Squared Distribution
The chi-squared test is used for hypothesis tests concerning the variance of a normally distributed population.
F-Distribution
The F-test is used for hypotheses tests concerning the equality of the variances of two populations.
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