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西红柿面 · 2023年04月18日

备择假设不是应该是人们相信的东西吗？

  1. CFA I
  2. Quantitative

NO.PZ2018062016000143

问题如下：

Claire paid close attention to two portfolios specializing in stocks. The two portfolios were nearly in risk(measured by standard deviation of return) during 2013-2017. Claire believed that the mean monthly return difference between the two portfolio equal to zero and gathered the data of mean monthly retun of two portfolios from 2013-2017. In order to test the hypothesis that the mean monthly return on two portfolios equal from 2013-2017, which of the following test statistic is most appropriate?

选项：

A.

a paired comparisons t-test.

B.

an approximate t-test of mean differences between the two populations.

C.

a t-test of the difference between the two population means.

解释：

A is correct. The two portfolios have the same series of risk factors, so their returns were not independent. Besides, the data is arranged in paired observations. We choose the paired comparisons t-test.

Claire believed that the mean monthly return difference between the two portfolio equal to zero. 说明备择假设应该是这个呀，Null是我们想去证明是错的东西

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星星_品职助教 · 2023年04月18日

同学你好，

同此前回复：“只要是检验是否等于一个特定的数，原假设就是去假设等于这个数。备择假设里不会出现等于某个数。即在这两条准则中，“等号只能放在原假设”是优先的。”

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NO.PZ2018062016000143问题如下 Claire paiclose attention to two portfolios specializing in stocks. The two portfolios were nearly in risk(measurestanrviation of return) ring 2013-2017. Claire believeththe memonthly return fferenbetween the two portfolio equto zero angatherethe ta of memonthly retun of two portfolios from 2013-2017. In orr to test the hypothesis ththe memonthly return on two portfolios equfrom 2013-2017, whiof the following test statistic is most appropriate? A.a pairecomparisons t-test. B.approximate t-test of mefferences between the two populations. C.a t-test of the fferenbetween the two population means.A is correct. The two portfolios have the same series of risk factors, so their returns were not inpennt. Besis, the ta is arrangein paireobservations. We choose the pairecomparisons t-test.B、C可以翻译和下吗

2023-06-05 18:26 1 · 回答

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2020-08-02 12:01 2 · 回答