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薇薇 · 2018年05月13日

问一道题:NO.PZ2017092702000123 [ CFA I ]

没有看懂解答过程,请老师中文解答一下。

问题如下图:

选项:

A.

B.

C.

解释:

1 个答案

源_品职助教 · 2018年05月13日

题干给出了5%的显著性水平。

A选项正确表述应该是,有5%的概率拒绝一个正确的假设,而非95%。(显著性水平本身就代表犯第一类错误的概率)

B选项正确的表述是5%的概率犯第一类错误(这里无论单尾或双尾都是用


C选项的表述OK,没问题。假设现在是单尾的情况,那么关键值就是对应5%的情况。这句话是对的。(如果是双尾,那么就要对应2.5%的临界值)


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