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大蒙 · 2018年11月04日

问一道题:NO.PZ2017092702000132 [ CFA I ]

问题如下图:老师,这道题原假设是return=0,算出结果是拒绝原假设,也就是原假设不等于0。那么

1、statistcally表示的是拒绝原假设?也就是说如果是接受原假设的话那就选C吗?

2、另外,实际经济上它说是return is near 0,near 0这里表示就是等于0吗?

    

选项:

A.

B.

C.

解释:



1 个答案

菲菲_品职助教 · 2018年11月05日

同学你好,economically指在经济学意义上,statistically指在统计学意义上。

这道题的意思是,通过假设检验我们得到了拒绝原假设的结论,但是在现实中,原假设是正确的。所以说这个假设检验的结果在统计学上是有意义的,但是在经济学上是没有意义的。

这里的near 0就可以理解为是接受原假设的意思。这里重点考察的还是经济学意义上和统计学意义上的对比。

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