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大蒙 · 2018年11月04日

问一道题:NO.PZ2017092702000133 [ CFA I ]

问题如下图:

老师你好,看了之前其他同学问题下关于A选项的解答,其中两个解答中分别对p-value和显著性水平的解释

有一个解答说:“可以理解成P-value是最小的能拒绝原假设的显著性水平。

另一个说:“所以P-value 不属于significant level中的最低标准,这是两个独立的概念。


那到底是什么样的呢?


    

选项:

A.

B.

C.

解释:



1 个答案
已采纳答案

菲菲_品职助教 · 2018年11月05日

同学你好,这两句话并不矛盾。

首先,“可以理解成P-value是最小的能拒绝原假设的显著性水平。”这句话是正确的。这也是原版书的原话。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。

第二个说法,“所以P-value 不属于significant level中的最低标准,这是两个独立的概念。” 这句话也没有错,这确实是两个独立的概念。P-value是最小的能拒绝原假设的显著性水平,但不代表着显著性水平的最低标准就是P-value。显著性水平本身是没有什么最低标准的,可以是1%,也可以是5%,是人为规定的。这句话的关键是“拒绝原假设”,在这个前提下,P-value才是最小的显著性水平。

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