开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)｜3.2.5(安卓)APP下载

返回

Amelia · 2018年04月17日

问一道题：NO.PZ201709270100000301 第1小题 [ CFA II ] 关于Hypothesis的概念

  1. CFA II
  2. Quantitative

* 问题详情，请 查看题干

问题如下图：

    

选项：

A.

B.

C.

解释：


老师您好，

我不太理解如何设定one tail Hypothesis。 拿这道题来说，即使设定b2>=0 或者b0=0, 做Test的时候都是用(b1-0)/standard error. 那么得到的值都在拒绝域里。那么岂不是如果我们的假设错误的话试验值就错误了吗。




添加评论
1 个答案

品职辅导员_小明 · 2018年04月19日

如果原假设是只带等于号的，那么拒绝域是落在两边的，也就是双尾检验。如果原假设是带大于等于或者小于等于，那么拒绝域就是落在一边的，也就是单尾检验。那么同样的阿尔法=5%的显著性，对于双尾检验，拒绝域的面积=2.5%，对于单尾的检验，拒绝域的面积=5%。要注意区分，加油

木木__ · 2019年02月05日

很清楚

  • 1

    回答

  • 1

    关注

  • 396

    浏览
相关问题

NO.PZ201709270100000301 A is correct. Varn expects to finthCEO tenure is positively relateto the firm’s ROE. If he is correct, the regression coefficient for tenure, b2, will greater thzero (> 0) anstatistically significant. The null hypothesis supposes ththe \"suspecte" contion is not true, so the null hypothesis shoulstate the variable is less thor equto zero. The t-statistic for tenure is 2.308, significant the 0.027 level, meeting Varn’s 0.05 significanrequirement. Varn shoulrejethe null hypothesis. He consirs a relationship meaningful when it is statistically significant the 0.05 level.请问如何判断2.308在0.05level里面呢

2021-07-11 10:25 1 · 回答

NO.PZ201709270100000301 A is correct. Varn expects to finthCEO tenure is positively relateto the firm’s ROE. If he is correct, the regression coefficient for tenure, b2, will greater thzero (> 0) anstatistically significant. The null hypothesis supposes ththe \"suspecte" contion is not true, so the null hypothesis shoulstate the variable is less thor equto zero. The t-statistic for tenure is 2.308, significant the 0.027 level, meeting Varn’s 0.05 significanrequirement. Varn shoulrejethe null hypothesis. 这种题型在做的时候是要配合上下文的阐述么 觉得每次都有点带着蒙的成分 有没有好的办法理清思路

2021-03-02 23:04 1 · 回答

NO.PZ201709270100000301 A is correct. Varn expects to finthCEO tenure is positively relateto the firm’s ROE. If he is correct, the regression coefficient for tenure, b2, will greater thzero (> 0) anstatistically significant. The null hypothesis supposes ththe \"suspecte" contion is not true, so the null hypothesis shoulstate the variable is less thor equto zero. The t-statistic for tenure is 2.308, significant the 0.027 level, meeting Varn’s 0.05 significanrequirement. Varn shoulrejethe null hypothesis. 老师好 significant the 0.027 level ， 0.027 是什么， 哪里来的？ 谢谢

2021-02-10 05:37 1 · 回答

= 0; cannot rejethe null hypothesis ≥ 0; rejethe null hypothesis A is correct. Varn expects to finthCEO tenure is positively relateto the firm’s ROE. If he is correct, the regression coefficient for tenure, b2, will greater thzero (> 0) anstatistically significant. The null hypothesis supposes ththe \"suspecte" contion is not true, so the null hypothesis shoulstate the variable is less thor equto zero. The t-statistic for tenure is 2.308, significant the 0.027 level, meeting Varn’s 0.05 significanrequirement. Varn shoulrejethe null hypothesis. 如果是用T statistic和criticvalue做比较，criticvalue是1.96还是1.65？

2020-12-08 10:44 1 · 回答

A is correct. Varn expects to finthCEO tenure is positively relateto the firm’s ROE. If he is correct, the regression coefficient for tenure, b2, will greater thzero (> 0) anstatistically significant. The null hypothesis supposes ththe \"suspecte" contion is not true, so the null hypothesis shoulstate the variable is less thor equto zero. The t-statistic for tenure is 2.308, significant the 0.027 level, meeting Varn’s 0.05 significanrequirement. Varn shoulrejethe null hypothesis. 这道题是单尾检验在significant level 5% （拒绝域左边5%)，请问所以T值应该是相当于双尾10% 也就是1.65了吗？一级有些忘记了，谢谢

2020-08-26 13:17 2 · 回答