CFA一级考点：定量方法-统计概念和市场回报

全球最大的CFA(特许金融分析师)培训中心CFA一级考点：定量方法-统计概念和市场回报

统计的概念和市场回报讲解分析：

PartⅠ:Statistical Concepts and Market Returns

Descriptive Statistics & Inferential Statistics

Population & Sample

Types of Measurement Scales

·Nominal Scales

·Ordinal Scales

·Interval Scales

·Ratio Scales

Frequency Distribution

·Absolute frequency & Relative frequency

·Cumulative frequency

·Histogram & Frequency polygon

Measures of Central Tendency

·Mean;Arithmetic mean;Geometric mean;Weighted mean;Harmonic mean;

·Harmonic mean≦geometric mean≦arithmetic mean

·Populatin mean(μ)and sample mean(χ)

·Median and Mode

Quantiles

·Median;Quartiles;Quintile;Decile;Percentile

·if n*percentile is a whole number,Ly=n*y/100

Measures of Dispersion

·Range=maximum value-minimum value

·Mean absolute deviation

·Variance—Population variance & Sample variance

·Standard Deviation:σ S

·Semivariance & Target Semivariance

Relative Disperision

·Coefficient of variation:relative disperision:CV=s/X

·Sharp Ratio=(R-Rf)/ σ

Chebyshev’s Inequality

·对于任意一组观测值，个体落于均值周围k个标准差之内的概率不小于1-1/k2,其中任意k﹥1. Skewness

·Symmetrical and nonsymmetrical distributions

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·Positively skewed and negatively skewed

Kurtosis

·Excess kurtosis is measured relative to a normal distribution,which has a kurtosis of 3,Excess kurtosis=sample kurtosis-3

·Positive values of excess kurtosis and Negative values of excess kurtosis

·0 excess kurtosis indicate mesokurtic distribution

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