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Amy2017 · 2018年06月06日

问一道题:NO.PZ2015120604000137 [ CFA I ]

significant level 5% critical level  = 1.645 这个是怎么得来的?



问题如下图:

    

选项:

A.

B.

C.

解释:



2 个答案

源_品职助教 · 2018年12月04日

下面关键值考试后可能会不给

Z分布下,双尾,10%关键值:1.65,  5%关键值:1.96, 1%关键值:2.58

Z分布下,单尾,10%关键值:1.28,  5%关键值:1.65, 1%关键值:2.33

 

源_品职助教 · 2018年06月06日

显著性水平对应的数值是关键值,关键值不是算出来的,是查表所得,根据分布类型、单双尾检验以及显著性水平查表所得。

不过对于Z分布1%,5%,10%的显著性水平下的关键值需要背下来,考试可能默认你已经知道了。

momo1997 · 2018年12月04日

考试的时候不会给这个值吗?如果考试默认我们知道,老师可否把常见的一些关键值列出?

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