133***412022-04-27 15:42:13
20% of high-risk will fail的意思难道不是P(A|B^C)吗?B-->good rating-->high-risk
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Evian, CFA2022-04-27 18:23:13
ヾ(◍°∇°◍)ノ゙你好同学,
A:Failure/fail/go bankrupt
B:good rating
An analyst estimates that 20% of high-risk bonds will fail (go bankrupt).
表示P(A)=20%,和B事件(评级)没有关系。
If she applies a bankruptcy prediction model, she finds that 70% of the bonds will receive a “good” rating, implying that they are less likely to fail.
表示P(B)=70%,和A事件(真的违约)没有关系。一个好的评级暗示违约概率较低,但不是条件,也不是条件概率。
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