NO.PZ2015120604000147
问题如下:
Here is a table discribing sample statistics from two bonds' rate of return which are both normally distributed over the past decades. If an investor is considering whether the mean of bond B is greater than 26%,
which of the following conclusion is least appropriate (significant level=5%) ?
选项:
A.It is appropriate to use the Z-test.
B.The mean of bond B is not significant greater than 26%.
C.It is a one-tailed test.
解释:
B is correct.
It is appropraite to ues the one-tailed Z-test because the sample size of bond B is bigger than 30.
The null hypothesis is: ≤
The test statistic:
α= 5% indicates the critical value is equal to ±1.65.
Because 1.91>1.65, therefore, we should reject the null hypothesis.
我看助教都说了“由于本题给的22%是样本自身的标准差,和总体标准差没有关系。所以属于总体标准差(方差)未知的情况。优先使用t分布,只有t分布用不了时才考虑大于30的情况”。所以这道题应该用T分布啊,A说的是用Z分布,所以错了呀?