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aileen20180623 · 2018年09月26日

问一道题:NO.PZ2017092702000133 [ CFA I ]

问题如下图:

    

选项:

A.

B.

C.

解释:


解释里的意思不是很明白,

可否画个p value和significant level在正太分布的图像表示吗?

是不是p value 属于significant level中的最低标准,

1 个答案

菲菲_品职助教 · 2018年09月27日

同学你好,首先我们要知道什么是P-value,什么是significance level。

P-value是我们算出来的检验统计量在分布上面切得的一块自己的尾部的面积。而significance level是我们通常所说的拒绝域。这道题目的意思是,我们可以直接通过比较P-value和significance level来得出假设检验的结论。

我们可以通过下图来理解一下我前面所说的这个概念:

由图我们可以知道,统计量对应的尾部的面积(红色区域)即为P-value,(若为单尾,则是单边尾巴的面积;若为双尾,则是两侧尾部面积的和),而拒绝域则为α,即蓝色区域面积。所以当P-value小于α时,可以推断统计量落在拒绝域中,要拒绝原假设。即图中所示情况。

所以P-value 不属于significant level中的最低标准,这是两个独立的概念。

 

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