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齐王木木 · 2023年10月22日

题干里给的t统计量和自己算的什么区别

NO.PZ2023040502000010

问题如下:

Hansen believes that for each 1 percent increase in pre-offer price adjustment, the initial return will increase by less than 0.5 percent, holding other variables constant. Hansen wishes to test this hypothesis at the 0.05 level of significance.


The most appropriate null hypothesis and the most appropriate conclusion regarding Hansen’s belief about the magnitude of the initial return relative to that of the pre-offer price adjustment (reflected by the coefficient bj) are:

选项:

Null Hypothesis
Conclusion about bj(0.05 Level of Significance)
A.
H0: bj=0.5
Reject H0
B.
H0: bj≥0.5
Fail to reject H0
C.
H0: bj≥0.5
Reject H0

解释:

To test Hansen’s belief about the direction and magnitude of the initial return, the test should be a one-tailed test. The alternative hypothesis is H1: , and the null hypothesis is H0: .The correct test statistic is: t = (0.435-0.50)/0.0202 = -3.22, and the critical value of the t-statistic for a one-tailed test at the 0.05 level is -1.645. The test statistic is significant, and the null hypothesis can be rejected at the 0.05 level of significance.




齐王木木 · 2023年10月22日

题干里给的t统计量21.53和自己算的-3.22定义上什么区别?

1 个答案

星星_品职助教 · 2023年10月22日

同学你好,

题干表格里给的t统计量都是基于原假设为0的情况下算出来的。

如果题目要求计算的t统计量对应的原假设不是0,那么就要自己重新根据公式手算。例如本题的原假设关联的是0.5,就不能直接用表格了。

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