在備考FRM考試中，考生有很多的事項需要注意的，另外做大量的真題解析也是很重要的，下文是融躍小編列舉的FRM錯題解析，備考生必看！


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.

答案：A

解析：First,zero-mean white noise maybe uncorrelated but not necessarily serially independent (the difference between or crelation and independence Second,white noise(aka,zero-mean white noise))is not necessarily normally distributed.If the white noise is serially independent and normally distributed,we call it a Gaussian white noise.

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。