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珈柠 · 2024年08月04日

CFA|

NO.PZ2022123001000109

问题如下:

A researcher is examining the mean return on assets of publicly traded companies that constitute an index of 2,000 mid-cap stocks and is testing hypotheses concerning whether the mean is equal to 15%:


She uses a 5% level of significance and collect a sample of 50 firms. She wants to examine the robustness of her analysis, so she repeats the collection and test of the return on assets 30 times. The results for the samples with the five lowest p-values are given in Exhibit 1


Using the BH criteria, how many tests are considered significant(at a 5% significance level)?

选项:

A.

3

B.

4

C.

5

解释:


请问这个知识点在哪里?BH criteria代表什么意思?

1 个答案
已采纳答案

品职助教_七七 · 2024年08月04日

嗨,爱思考的PZer你好:


对应的是这个知识点,如下:

将α做调整后,重新看是否显著的这个过程就叫做BH criteria。

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