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Olivia.W🌸 · 2023年08月31日

总体方差未知用t

NO.PZ2017092702000122

问题如下:

An analyst is examining a large sample with an unknown population variance. Which of the following is the most appropriate test to test the hypothesis that the historical average return on an index is less than or equal to 6%?

选项:

A.

One-tailed z-test

B.

Two-tailed z-test

C.

One-tailed F-test

解释:

A is correct.

If the population sampled has unknown variance and the sample is large, a z-test may be used. Hypotheses involving "greater than" or "less than" postulations are one-sided (one-tailed). In this situation, the null and alternative hypotheses are stated as H0: μ ≤ 6% and Ha: μ > 6%, respectively. A one-tailed t-test is also acceptable in this case, and the rejection region is on the right side of the distribution.

检验历史的平均收益是否小于等于6%,这样的假设就是单尾的一个概念

且对于检验总体均值而言,(总体)方差已知用z,(总体)方差未知用t,非正态(总体)小样本不可估计。

所以选择单尾&z-test

根据口诀总体方差未知用t,这题目不就说总体方差未知吗?怎么又用z?

1 个答案

星星_品职助教 · 2023年09月01日

同学你好,

本题没有One-tailed t-test的选项。

根据题干提示的“a large sample”,可知可用z-test来替代t-test。