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pengyaning · 2023年10月15日

求解析卡方分布中原假设设置的依据？

  1. FRM I
  2. Quantitative

NO.PZ2023091601000060

问题如下：

Using a sample size of 61 observations, an analyst determines that the standard deviation of the returns from a stock is 21%. Using a 0.05 significance level, the analyst:

选项：

A.

Can conclude that the standard deviation of returns is higher than 14%.

B.

Cannot conclude that the standard deviation of returns is higher than 14%

C.

Can conclude that the standard deviation of returns is not higher than 14%.

D.

None of the above.

解释：

The required test for testing the variance is the chi-squared test.

To test whether the standard deviation is higher (H0: standard deviation is lower than or equal to 14%), the critical value of chi-squared will be 79.08 (using df = 60 and p = 0.05). Since the test statistic is higher than the critical value, the analyst can reject the null hypothesis and concludes that the standard deviation of returns is higher than 14%.

不理解解析设置H0: standard deviation is lower than or equal to 14%,为什么不能设置H0: standard deviation is higher than 14%

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1 个答案

pzqa27 · 2023年10月16日

嗨，爱思考的PZer你好：


设置原假设有2个原则，1将想要拒绝的结论放在原假设，2将等于号放在原假设，因此原假设只能是lower than or equal

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虽然现在很辛苦，但努力过的感觉真的很好，加油！

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NO.PZ2023091601000060问题如下 Using a sample size of 61observations, analyst termines ththe stanrviation of the returnsfrom a stois 21%. Using a 0.05 significanlevel, the analyst: A.Cconclu thatthe stanrviation of returns is higher th14%. B.Cannotconclu ththe stanrviation of returns is higher th14%C.Cconclu thatthe stanrviation of returns is not higher th14%. None of the above. The requiretest fortesting the varianis the chi-squaretest. To test whether thestanrviation is higher (H0: stanrviation is lower thor equto14%), the criticvalue of chi-squarewill 79.08 (using = 60 anp =0.05). Sinthe test statistic is higher ththe criticvalue, the analystcrejethe null hypothesis anconclus ththe stanrviation ofreturns is higher th14%. 老师好，我也有同样的问题，为什呢不能设置H0大于等于14%，从题目和答案都完全不出来想要拒绝的结论是什么。也就说这道题如果H0设置的和解题相反，则无法算出正确答案对吧？

2024-06-01 21:44 6 · 回答

NO.PZ2023091601000060 问题如下 Using a sample size of 61observations, analyst termines ththe stanrviation of the returnsfrom a stois 21%. Using a 0.05 significanlevel, the analyst: A.Cconclu thatthe stanrviation of returns is higher th14%. B.Cannotconclu ththe stanrviation of returns is higher th14% C.Cconclu thatthe stanrviation of returns is not higher th14%. None of the above. The requiretest fortesting the varianis the chi-squaretest. To test whether thestanrviation is higher (H0: stanrviation is lower thor equto14%), the criticvalue of chi-squarewill 79.08 (using = 60 anp =0.05). Sinthe test statistic is higher ththe criticvalue, the analystcrejethe null hypothesis anconclus ththe stanrviation ofreturns is higher th14%. criticvalue of chi-squarewill 79.08

2023-11-01 00:54 1 · 回答