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孙焜 · 2025年02月12日

significance level是5%,confidence level则是95%,单尾的话,岂不是对应+1.966?

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.

这题significance level是5%,而且是单尾,那不就是右侧的5%和confidence level95%吗? 那这样的话对应的不是+1.966

1 个答案

品职助教_七七 · 2025年02月13日

嗨,爱思考的PZer你好:


提问中描述的情况对应下面这类情况。此时关键值应为1.645。对应单尾面积5%。


而下面这类情况的关键值才是1.96。对应单尾面积2.5%。

判断关键值是多少,核心准则是看单尾面积,而不是置信度。本题为单尾检验且significance level为5%,说明单尾面积就是5%,所以对应的关键值应为1.645或四舍五入后的1.65。

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