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cenwandada · 2024年05月06日

c与d不是一个意思么,为啥只有一个答案

NO.PZ2023091601000052

问题如下:

According to the Basel back-testing framework guidelines, penalties start to apply if there are five or more exceptions during the previous year. The Type I error rate of this test is 11 percent. If the true coverage is 97 percent of exceptions instead of the required 99 percent, the power of the test is 87 percent. This implies that there is a (an):

选项:

A.

89% probability regulators will reject the correct model.

B.

11% probability regulators will reject the incorrect model.

C.

87% probability regulators will not reject the correct model.

D.

13% probability regulators will not reject the incorrect model.

解释:

The power of the tat refers to the probability of rejecting an incorrect model, which is one minus the probability of not rejecting an incorrect model. Given that the power of the test is 87 percent, the probability of a type 2 error, the probability of not rejecting the incorrect model is 1.0 - 0.87 = 13%.

c与d不是一个意思么,为啥只有一个答案

1 个答案

品职答疑小助手雍 · 2024年05月07日

同学你好,C和D的意思不一样,作为D选项的对照,C选项如果意思一样,应该是 87% probability regulators will reject the incorrect model

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