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OCTOPUS · 2018年06月18日

问一道题:NO.PZ2017092702000147 [ CFA I ]

问题如下图:请问题目在说啥?参数测试是什么?

选项:

A.

B.

C.

解释:

1 个答案

quietvivian · 2018年06月19日

题目说想检测的回报率不是正态分布,但是还是想看哪个大。因为是小样本,N为12,且不满足参数检验假设,所以要选择非参数检验。

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NO.PZ2017092702000147 问题如下 analyst is examining the monthly returns for two fun over one year. Both fun’ returns are non-normally stribute To test whether the mereturn of one funis greater ththe mereturn of the other fun the analyst cuse: A.a parametric test only. B.a nonparametric test only. C.both parametric annonparametric tests. B is correct. There are only 12 (monthly) observations over the one yeof the sample anthus the samples are small. Aitionally, the fun’ returns are non-normally stribute Therefore, the samples not meet the stributionassumptions for a parametric test. The Mann–Whitney U test (a nonparametric test) couluseto test the fferences between population means这道题检验的是两个均值之间的关系。如果对应的两个总体都是正态分布的话,那么我们需要使用t检验,也就是参数检验(对于t检验而言,参数就是自由度)。但这道题为非正态总体“Both fun’ returns are non-normally stribute,所以t检验就不能用了。这个时候只能使用非参数检验。 非正态分布,样本足够大不是也可以用Z检验吗?

2024-04-30 19:59 1 · 回答

NO.PZ2017092702000147 问题如下 analyst is examining the monthly returns for two fun over one year. Both fun’ returns are non-normally stribute To test whether the mereturn of one funis greater ththe mereturn of the other fun the analyst cuse: A.a parametric test only. B.a nonparametric test only. C.both parametric annonparametric tests. B is correct. There are only 12 (monthly) observations over the one yeof the sample anthus the samples are small. Aitionally, the fun’ returns are non-normally stribute Therefore, the samples not meet the stributionassumptions for a parametric test. The Mann–Whitney U test (a nonparametric test) couluseto test the fferences between population means这道题检验的是两个均值之间的关系。如果对应的两个总体都是正态分布的话,那么我们需要使用t检验,也就是参数检验(对于t检验而言,参数就是自由度)。但这道题为非正态总体“Both fun’ returns are non-normally stribute,所以t检验就不能用了。这个时候只能使用非参数检验。 如题,谢谢

2022-09-28 12:08 1 · 回答

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2022-09-28 11:53 1 · 回答

NO.PZ2017092702000147 a nonparametric test only. both parametric annonparametric tests. B is correct. There are only 12 (monthly) observations over the one yeof the sample anthus the samples are small. Aitionally, the fun’ returns are non-normally stribute Therefore, the samples not meet the stributionassumptions for a parametric test. The Mann–Whitney U test (a nonparametric test) couluseto test the fferences between population means我记得视频中讲test参数的都可以用参数检验,如果是test排序、符号等问题的才需要非参数检验。这道题是不是虽然提到了mean,但是本质是要看mean的大小(也就是类似排序或者符号)所以要用非参数检验?

2021-05-05 21:43 1 · 回答

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2020-04-10 15:05 1 · 回答