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Danielle靓靓 · 2018年10月26日

问一道题:NO.PZ2017092702000133 [ CFA I ]

问题如下图:

选项:

A.

B.

C.

提问:老师,我觉得abc都是对的,请问为何选c。请指教,谢谢。 解释:

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已采纳答案

菲菲_品职助教 · 2018年10月26日

同学你好,A选项说P值用来当做假设检验判断的一个证据比临界值点精确度要低,这个描述是欠妥的。因为我们可以直接通过比较P值和α,就可以直接判断假设检验的结果,这个其实是更精确的一个判断依据。

B选项说,P值是用来拒绝原假设最大的一个显著性水平。这句话说反了。P-value应该是最小的能拒绝原假设的显著性水平。(这也是原版书和讲义的原话)

我们怎么来理解这句话呢?因为P值越小越拒绝原假设。当p值小于α时,我们拒绝原假设。就如何老师在基础班中讲的一样,举个例子,已知p值=6%,问α怎么设定才能拒绝原假设。因为当p值小于α时,我们拒绝原假设,所以α至少要大于等于6%,我们才能拒绝原假设,也就可以理解成P-value是最小的能拒绝原假设的显著性水平。

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