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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

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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。




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

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