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大蒙 · 2018年10月16日

问一道题:NO.PZ2015120604000178 [ CFA I ]

问题如下图:老师你好,这题算出检验统计量是2.58以后,思路是对应的置信区间是99%,且是双尾,所以一边是0.5%,然后题目问的rate是over12.32%,所以只看右边的概率是0.5%吗?关于单双尾对应significance level做题时总是很乱

    

选项:

A.

B.

C.

解释:



1 个答案

菲菲_品职助教 · 2018年10月16日

同学你好,这边主要考察的是Z分布。题目问的是growth rate超过12.32%的概率,这个假设代表的就是单尾,通过查Z分布表,单尾2.58对应的值是0.995,就是p(Z≤2.58),我们要求的是p(Z≥2.58),所以是1-0.995=0.005即0.5%

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