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🌊Yuri🌊 · 2022年12月15日

问

  1. CFA I
  2. Quantitative

NO.PZ2015120604000147

问题如下：

Here is a table discribing sample statistics from two bonds' rate of return which are both normally distributed over the past decades. If an investor is considering whether the mean of bond B is greater than 26%,

which of the following conclusion is least appropriate (significant level=5%) ?

选项：

A.

It is approptiate to use the Z-test.

B.

The mean of bond B is not significant greater than 26%.

C.

It is a one-tailed test.

解释：

B is correct.

It is appropraite to ues the one-tailed Z-test because the sample size of bond B is bigger than 30.

The null hypothesis is: H0: μ ≤ 26%

The test statistic:


α= 5% indicates the critical value is equal to ±1.65.

Because 1.91>1.65, therefore, we should reject the null hypothesis.

请问significant level是置信区间吗，跟置信区间有什么区别

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3 个答案

星星_品职助教 · 2022年12月20日

@Helen 🎈

本题为单尾检验

星星_品职助教 · 2022年12月15日

@Yuri

significance level是所有拒绝域的总面积。接着上例，无论是单尾还是双尾，这个值都是5%。

只不过在单尾的情况下，就是单尾面积自己就是5%；如果双尾，则是每边的尾部都各自为2.5%。

但总值是5%这点是不变的。

Helen 🎈 · 2022年12月20日

太晕了，老师，请问下这道题就是单尾啊

星星_品职助教 · 2022年12月15日

同学你好，

significant level=1-confidence level。

例如对于95%的置信区间，significance level（α）就是1-95%=5%。

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