在備考FRM考試中，考生有很多的真題需要練習(xí)的，尤其是近幾年的FRM真題。下面是小編列舉的FRM錯(cuò)題解析，備考生看過來！

Regarding white noise, each of the following statements is true except?

A.If a process is zero-mean white noise, then is must be Gaussian white noise.

B.If a process is Gaussian (aka, normal) white noise, then it must be (zero-mean) white noise.

C.If a process is Gaussian (aka, normal) white noise, then it must be independent white noise.

D.If a process is stationary, has zero mean, has constant variance and it serially uncorrelated, then the process is white noise.

》》》2022年新版FRM一二級內(nèi)部資料免·費(fèi)領(lǐng)??！【精華版】

點(diǎn)擊領(lǐng)取


答案：A

解析：First,zero-mean whit enoise may be uncorrelated but notnecessarily serially independent (thedifference between orrelation and independence) Second,whit enoise (aka,zero-mean whit enoise)is not necessarily normally distributed.If the white noiseisserially independent and normally distributed,we call it a Gaussian whit enoise.

關(guān)聯(lián)考點(diǎn)：白噪音種類之間的區(qū)別

易錯(cuò)點(diǎn)分析：容易把白噪音當(dāng)作是獨(dú)立的、服從正態(tài)分布的，白噪音、獨(dú)立白噪音、高斯白噪音之間的關(guān)系搞不清楚。首先明白白噪音的三個(gè)條件（1.均值為0；2.方差為常數(shù)；3.殘差項(xiàng)序列不相關(guān)）。三者正確的關(guān)系應(yīng)該是：白噪音（一定是零均值）+獨(dú)立條件=獨(dú)立白噪音；白噪音（一定是零均值）+服從正態(tài)分布=高斯白噪音。

如果想要獲得更多關(guān)于FRM考試的真題解析，點(diǎn)擊在線咨詢或者添加融躍老師微信（rongyuejiaoyu）！