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临江仙 · 2022年12月29日

为什么本题是单尾检验呢？

  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.

债券收益率为什么是单尾检验？

不能出现债券信用风险，收益率是负的情况么？

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已采纳答案

星星_品职助教 · 2022年12月30日

同学你好，

单尾检验由备择假设决定，跟债券收益率正负没有直接关系。

根据“whether the mean of bond B is greater than 26%”，可知备择假设为μ＞26%。即对应拒绝域在右尾的单尾检验。

Sofia nice · 2023年06月05日

是否大于？为啥这句话可以看出备择就是大于，原假设就是小于等于呢

星星_品职助教 · 2023年06月11日

@小北 想要证明的内容需要放在备择假设里。这句话即是说明 想要证明的是mean是否大于26%。

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