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wishwind · 2018年11月20日

问一道题:NO.PZ2017092702000114 [ CFA I ]

问题如下图:

    

Z 2/alpha=Z 0.005茶标出来是2.58。这个含义和(μ+-2.58标准差)是正态分布的99%的置信区间,有什么关系吗?

我记得另一个概念举例,Z=X-μ/标准差=0.33查表对应出来是P(Z≤0.33)=0.6293的含义是:在这个分布中,有62.93%的数值是小于0.33的。

这两个知识点都和Z相关,但是我好像弄混了。老师能讲解一下吗?


选项:

A.

B.

C.

解释:



2 个答案

菲菲_品职助教 · 2018年12月08日

同学你好,Z分布给的不是双尾的,而是单尾的哦。而且不是根据给定的significant level alpha值进行查表找概率,而是根据计算出来的统计量查表找概率。当然我们不仅可以利用Z分布表来查面积概率,当给定的是significant level alpha值的时候,你其实就已知概率了,然后就用这个概率去找相应的临界点即可。

菲菲_品职助教 · 2018年11月21日

同学你好,我给你画了个图解。因为Z表查出来的是小于某个数的概率,所以有点类似于单尾查表,要对数据进行一下转换,就可以知道落在均值周围2.58倍标准差范围的概率为99%。应该可以帮你理解一些你的疑惑。

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NO.PZ2017092702000114 问题如下 For a sample size of 65 with a meof 31 taken from a normally stributepopulation with a varianof 529, a 99% confinintervfor the population mewill have a lower limit closest to: A.23.64. B.25.41. C.30.09. A is correct.To solve, use the structure of Confininterv= Point estimate ± Reliability factor × Stanrerror, which, for a normally stributepopulation with known variance, is representethe following formula:X‾±zα/2σn\overline X\pm z_{\alpha/2}\frac\sigma{\sqrt n}X±zα/2​n​σ​ For a 99% confininterval, use z0.005 = 2.58. Also, σ = 529\sqrt{529}529​ = 23. Therefore, the lower limit =31−2.58×2365=23.639831-2.58\times\frac{23}{\sqrt{65}}=23.639831−2.58×65​23​=23.6398 我们需要用到【置信区间结构】的计算公式解决本题the structure of Confininterv= Point estimate ± Reliability factor × Stanrerror即X‾±zα/2σn\overline X\pm z_{\alpha/2}\frac\sigma{\sqrt n}X±zα/2​n​σ​当置信区间=99%的时候,Z0.005=2.58,且 σ = 529\sqrt{529}529​ = 23. 所以,下限为 =31−2.58∗2365=23.6398=31-2.58*\frac{23}{\sqrt{65}}=23.6398=31−2.58∗65​23​=23.6398 老师,这种题型的计算思考步骤是什么呢,总是容易搞混,看题找不到方向?谢谢老师

2023-06-06 23:49 1 · 回答

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2023-04-12 16:32 1 · 回答

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2022-12-13 06:49 1 · 回答

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2022-11-06 16:45 1 · 回答

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2022-07-07 15:19 1 · 回答