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ruby5ltc · 2023年01月23日

critical value等于几？

  1. CFA II
  2. Quantitative

* 问题详情，请 查看题干

NO.PZ201709270100000306

问题如下：

6. Based on Exhibit 1, Varden’s best answer to Quinni’s question about the F-statistic is:

选项：

A.

both independent variables are significant at the 0.05 level.

B.

neither independent variable is significant at the 0.05 level.

C.

at least one independent variable is significant at the 0.05 level.

解释：

C is correct. Exhibit 1 indicates that the F-statistic of 4.161 is significant at the 0.05 level. A significant F-statistic means at least one of the independent variables is significant.

critical value等于几？

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2 个答案

星星_品职助教 · 2023年01月30日

​@ruby5ltc  significance level是题干给定的值，不受单双尾影响。 当significance level=5%时，如为单尾检验，则单侧拒绝域直接就是5%；如为双尾检验，则两侧拒绝域之和为5%，单侧为2.5%。

星星_品职助教 · 2023年01月27日

同学你好，

本题不需要考虑critical value，在有p-value的情况下，直接用“p-value＜significant level，则拒绝原假设”的原则来解题。

significance F即是p-value的另一种表达形式。

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NO.PZ201709270100000306 问题如下 6. Baseon Exhibit 1, Varn’s best answer to Quinni’s question about the F-statistic is: both inpennt variables are significant the 0.05 level. neither inpennt variable is significant the 0.05 level. least one inpennt variable is significant the 0.05 level. C is correct. Exhibit 1 incates ththe F-statistic of 4.161 is significant the 0.05 level. A significant F-statistic means least one of the inpennt variables is significant. F-test的H0是所有b都等于0，现在Pvalue非常小所以证明拒绝原假设，所以说b不等于0，那为什么不选A呢？

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