在備考FRM考試中，考生有很多的真題需要練習的，尤其是近幾年的FRM真題。下面是小編列舉的FRM錯題解析，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.

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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.

關聯(lián)考點：白噪音種類之間的區(qū)別

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

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