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Quantiles
Quantile (or fractile) means a value at or below which a stated fraction of the data lies.
Quartiles divide the distribution into quarters, quintiles into fifths, deciles into tenths, and percentiles into hundredths.
Observations: 8.83, 10.99, 11.92, 12.13, 12.84, 13.60, n = 6, the 75th percentile is
L75=6+175100=5.25.
L75 is between the 5th and 6th observations with X5 = 12.86, X6 = 13.60. The estimate of the 75th percentile is
P75≈X5+5.25-5X6-X5=12.84+0.2513.6-12.84=13.03
The fourth quintile return for the MSCI World Index is closest to:
A. 20.65%.
B. 26.03%.
C. 27.37%.
[Solutions] B
The fourth quintile is equivalent to the 80th percentile. L80 = (10 + 1) × (80/100) = 11 × 0.8 = 8.8. The 8.8th position would be between the 8th and 9th entries, 20.65% and 27.37%, respectively. Using linear interpolation,
P80 = X8 + (Ly – 8) × (X9 – X8)
P80 = 20.65 + (8.8 – 8) × (27.37 – 20.65) = 26.03%.
Quantiles:12.84:P75≈X5+5.25-5X6-X5=12.84+0.2513.6-12.84=13.03The fourth quintile is equivalent to the 80thP80 = 20.65 + 8.8 – 8 × 27.37 – 20.65 = 26.03%.
Quantiles:Quartiles divide the distribution into quarters:B.C.27.37%.
What are the responsibilities of the members in reference to the CFA Institute?:Once accepted as a member:每年交述职报告和年费but must not over promise the competency and future investment results.Case
2020-05-18
2020-05-15
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