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FRM错题解析，备考生必看！

在备考FRM考试中，考生有很多的真题需要练习的，尤其是近几年的FRM真题。下面是小编列举的FRM错题解析，备考生看过来！

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.

关联考点：白噪音种类之间的区别

易错点分析：容易把白噪音当作是独立的、服从正态分布的，白噪音、独立白噪音、高斯白噪音之间的关系搞不清楚。首先明白白噪音的三个条件（1.均值为0；2.方差为常数；3.残差项序列不相关）。三者正确的关系应该是：白噪音（一定是零均值）+独立条件=独立白噪音；白噪音（一定是零均值）+服从正态分布=高斯白噪音。

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