NO.PZ2017092702000140
问题如下:
An investment consultant conducts two independent random samples of 5-year performance data for US and European absolute return hedge funds. Noting a 50 basis point return advantage for US managers, the consultant decides to test whether the two means are statistically different from one another at a 0.05 level of significance. The two populations are assumed to be normally distributed with unknown but equal variances. Results of the hypothesis test are contained in the tables below.
The results of the hypothesis test indicate that the:
选项:
A.null hypothesis is not rejected.
B.alternative hypothesis is statistically confirmed.
C.difference in mean returns is statistically different from zero.
解释:
A is correct.
The t-statistic value of 0.4893 does not fall into the critical value rejection regions (≤ –1.984 or > 1.984). Instead it falls well within the acceptance region. Thus, H0 cannot be rejected; the result is not statistically significant at the 0.05 level.
t检验的拒绝原假设逻辑为:|test statistic|>|critical value|,
根据这个原则,直接选择A,无法拒绝原假设。
b选项的意思看不懂