开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)｜3.2.5(安卓)APP下载

返回

Linda · 2024年04月23日

单尾检验的拒绝域怎么确定

  1. Quantitative

* 问题详情，请 查看题干

NO.PZ202212300100014002

问题如下：

Based on Exhibit 2, Vasileva should reject the null hypothesis that:

选项：

A.the slope is less than or equal to 0.15. B.the intercept is less than or equal to zero. C.crude oil returns do not explain Amtex share returns.

解释：

Crude oil returns explain the Amtex share returns if the slope coefficient is statistically different from zero. The slope coefficient is 0.2354, and the calculated t-statistic is

t=(0.2354-0.0000)/0.0760=3.0974,

which is outside the bounds of the critical values of ±2.728.

Therefore, Vasileva should reject the null hypothesis that crude oil returns do not explain Amtex share returns, because the slope coefficient is statistically different from zero.

A is incorrect because the calculated t-statistic for testing the slope against 0.15 is t=(0.2354-0.1500)/0.0760=1.1237,which is less than the critical value of +2.441.

B is incorrect because the calculated t-statistic is t=(0.0095-0.0000)/0.0078=1.2179, which is less than the critical value of +2.441.

单尾检验的拒绝域怎么确定是大于还是小于critical value呢

添加评论
1 个答案

品职助教_七七 · 2024年04月24日

嗨，努力学习的PZer你好：


无论是单尾还是双尾，检验统计量的公式都是不变的。正常按照t检验的公式算出t-statistic后，和题干给出的critical value对比即可。

单尾情况就和题干给出的±2.441对比，双尾情况就和给出的±2.728对比。如果|test statistic|＞|critical value|，则拒绝原假设。

----------------------------------------------
就算太阳没有迎着我们而来，我们正在朝着它而去，加油！

  • 1

    回答

  • 0

    关注

  • 247

    浏览
相关问题

NO.PZ202212300100014002 问题如下 Baseon Exhibit 2, Vasileva shoulrejethe nullhypothesis that: A.theslope is less thor equto 0.15. B.theintercept is less thor equto zero. C.cruoil returns not explain Amtex share returns. Cru oil returns explain the Amtex share returns if the slope coefficient is statistically fferent from zero. The slope coefficient is 0.2354, anthe calculatet-statistic ist=(0.2354-0.0000)/0.0760=3.0974,whiis outsi the boun of the criticvalues of ±2.728.Therefore, Vasileva shoulrejethe null hypothesis thcru oil returns not explain Amtex share returns, because the slope coefficient is statistically fferent from zero. A is incorrebecause the calculatet-statistic for testing the slope against 0.15 is t=(0.2354-0.1500)/0.0760=1.1237,whiis less ththe criticvalue of +2.441.B is incorrebecause the calculatet-statistic is t=(0.0095-0.0000)/0.0078=1.2179, whiis less ththe criticvalue of +2.441. 请问这一问的知识点在哪里？用到的是什么公式呢？ t = (0.2354 - 0.1500)/0.0760 = 1.1237， t = (0.0095 - 0.0000)/0.0078 = 1.2179为什么分母是去除以stanrerror？

2024-10-07 21:44 1 · 回答

NO.PZ202212300100014002 问题如下 Baseon Exhibit 2, Vasileva shoulrejethe nullhypothesis that: A.theslope is less thor equto 0.15. B.theintercept is less thor equto zero. C.cruoil returns not explain Amtex share returns. Cru oil returns explain the Amtex share returns if the slope coefficient is statistically fferent from zero. The slope coefficient is 0.2354, anthe calculatet-statistic ist=(0.2354-0.0000)/0.0760=3.0974,whiis outsi the boun of the criticvalues of ±2.728.Therefore, Vasileva shoulrejethe null hypothesis thcru oil returns not explain Amtex share returns, because the slope coefficient is statistically fferent from zero. A is incorrebecause the calculatet-statistic for testing the slope against 0.15 is t=(0.2354-0.1500)/0.0760=1.1237,whiis less ththe criticvalue of +2.441.B is incorrebecause the calculatet-statistic is t=(0.0095-0.0000)/0.0078=1.2179, whiis less ththe criticvalue of +2.441. -

2024-09-05 22:24 1 · 回答

NO.PZ202212300100014002 问题如下 Baseon Exhibit 2, Vasileva shoulrejethe nullhypothesis that: A.theslope is less thor equto 0.15. B.theintercept is less thor equto zero. C.cruoil returns not explain Amtex share returns. Cru oil returns explain the Amtex share returns if the slope coefficient is statistically fferent from zero. The slope coefficient is 0.2354, anthe calculatet-statistic ist=(0.2354-0.0000)/0.0760=3.0974,whiis outsi the boun of the criticvalues of ±2.728.Therefore, Vasileva shoulrejethe null hypothesis thcru oil returns not explain Amtex share returns, because the slope coefficient is statistically fferent from zero. A is incorrebecause the calculatet-statistic for testing the slope against 0.15 is t=(0.2354-0.1500)/0.0760=1.1237,whiis less ththe criticvalue of +2.441.B is incorrebecause the calculatet-statistic is t=(0.0095-0.0000)/0.0078=1.2179, whiis less ththe criticvalue of +2.441. A的原假设是什么？H0: slope coefficient ≤ 0.15t-statistic = (0.2354-0.15) / 0.076 = 1.1237 +2.441那不应该是fail to rejeH0吗？

2024-05-08 17:18 1 · 回答

NO.PZ202212300100014002 问题如下 Baseon Exhibit 2, Vasileva shoulrejethe nullhypothesis that: A.theslope is less thor equto 0.15. B.theintercept is less thor equto zero. C.cruoil returns not explain Amtex share returns. Cru oil returns explain the Amtex share returns if the slope coefficient is statistically fferent from zero. The slope coefficient is 0.2354, anthe calculatet-statistic ist=(0.2354-0.0000)/0.0760=3.0974,whiis outsi the boun of the criticvalues of ±2.728.Therefore, Vasileva shoulrejethe null hypothesis thcru oil returns not explain Amtex share returns, because the slope coefficient is statistically fferent from zero. A is incorrebecause the calculatet-statistic for testing the slope against 0.15 is t=(0.2354-0.1500)/0.0760=1.1237,whiis less ththe criticvalue of +2.441.B is incorrebecause the calculatet-statistic is t=(0.0095-0.0000)/0.0078=1.2179, whiis less ththe criticvalue of +2.441. A is incorrebecause the calculatet-statistic for testing the slope against 0.15 is t=(0.2354-0.1500)/0.0760=1.1237,whiis less ththe criticvalue of +2.441.其中0.15在哪里得出？

2024-05-02 19:42 1 · 回答