题目详情

单选题 CFA-Level1
A fixed-income analyst uses a proprietary model to estimate bankruptcy probabilities for a group of firms. The model generates probabilities that can take any value between 0 and 1. The resulting set of estimated probabilities would most likely be characterized as:
A

ordinal data

B

discrete data

C

continuous data

正确答案
正确答案:C
详细解析

C is correct. Continuous data are data that can be measured and can take on any numerical value in a specified range of values. In this case, the analyst is estimating bankruptcy probabilities, which can take on any value between 0 and 1. Therefore, the set of bankruptcy probabilities estimated by the analyst would likely be characterized as continuous data.

A is incorrect because ordinal data are categorical values that can be logically ordered or ranked. Therefore, the set of bankruptcy probabilities would not be characterized as ordinal data.

B is incorrect because discrete data are numerical values that result from a counting process, and therefore the data are limited to a finite number of values. The proprietary model used can generate probabilities that can take any value between 0 and 1; therefore, the set of bankruptcy probabilities would not be characterized as discrete data.

C是正确的。连续数据是可以测量的数据,可以采用指定值范围内的任何数值。在这种情况下,分析师正在估计破产概率,该概率可以采用 0 到 1 之间的任何值。因此,分析师估计的破产概率集可能具有连续数据的特征。

A 不正确,因为序数数据是可以按逻辑排序或排名的分类值。因此,这组破产概率不会被表征为有序数据。

B 不正确,因为离散数据是计数过程产生的数值,因此数据仅限于有限数量的值。使用的专有模型可以生成可以取 0 到 1 之间的任何值的概率;因此,这组破产概率不会被表征为离散数据。

所属课程:CFA-Level1 考试类型:金融经济考试
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