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lilyDu🍀🌈 · 2024年12月19日

阿尔法为5%，指的是单边5%吗

  1. CFA I
  2. Quantitative

NO.PZ2015120604000147

问题如下：

Here is a table discribing sample statistics from two bonds' rate of return which are both normally distributed over the past decades. If an investor is considering whether the mean of bond B is greater than 26%,

which of the following conclusion is least appropriate (significant level=5%) ?

选项：

A.

It is appropriate to use the Z-test.

B.

The mean of bond B is not significant greater than 26%.

C.

It is a one-tailed test.

解释：

B is correct.

It is appropraite to ues the one-tailed Z-test because the sample size of bond B is bigger than 30.

The null hypothesis is: H0: μ ≤ 26%

The test statistic:


α= 5% indicates the critical value is equal to ±1.65.

Because 1.91>1.65, therefore, we should reject the null hypothesis.

阿尔法为5%，指的是单边5%吗

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1 个答案

品职助教_七七 · 2024年12月20日

嗨，努力学习的PZer你好：


拒绝域需要通过备择假设来判断。

本题给出提示“...whether the mean of bond B is greater than 26%”，这条信息暗示着备择假设为μ＞26%。由此说明是一个单尾检验，且拒绝域在右侧。

故可知“significant level=5%”在本题中指的是右尾单侧拒绝域为5%。


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