问题如下图：
abnormal return是非正态分布，那么可以用t检验吗？
如果不可以，那么统计方法都是错的，结果就没有意义。
选项：
A. 
B. 
C. 
解释：
菲菲_品职助教 · 2018年11月21日
同学你好，就像如下图中所示，非正态分布是可以检验的，只是要在样本量比较大的时候才行。
但这道题的考点不在这里，
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。
yukijiang · 2019年09月23日
可是statistic上和economic上的前提（一个是扣除cost之前，一个是扣除cost以后）都不一样啊，得出来结果不一致，很正常吧？前提不一致，算出来的结果怎么能互相对比呢？如果两个前提假设都是扣除成本以后的数值，结果是不是会一致了？
NO.PZ2017092702000132问题如下analyst tests the profitability of a trang strategy with the null hypothesis being ththe average abnormreturn before trang costs equals zero. The calculatet-statistic is 2.802, with criticvalues of ± 2.756 significanlevel α = 0.01. After consiring trang costs, the strategy’s return is nezero. The results are most likely:A.statistically but not economically significant. B.economically but not statistically significant. C.neither statistically nor economically significant. A is correct.The hypothesis is a two-taileformulation. The t-statistic of 2.802 falls outsi the criticrejection points of less th–2.756 angreater th2.756, therefore the null hypothesis is rejecte the result is statistically significant. However, spite the statisticresults, trying to profit on the strategy is not likely to economically meaningful because the return is nezero after transaction costs本题的|test statistics|＞|criticvalue|，即2.802＞2.756。所以检验的结果是拒绝strategy's return=0的原假设，此时就是statistically significant。“After consiring trang costs, the strategy’s return is nezero”，说明从经济意义上是不值得去做这个策略的，即not economically significant。 Economic s是否显著是怎么判断的呢？还需要带入统计假设里面去看是拒绝H0吗？
NO.PZ2017092702000132问题如下analyst tests the profitability of a trang strategy with the null hypothesis being ththe average abnormreturn before trang costs equals zero. The calculatet-statistic is 2.802, with criticvalues of ± 2.756 significanlevel α = 0.01. After consiring trang costs, the strategy’s return is nezero. The results are most likely:A.statistically but not economically significant. B.economically but not statistically significant. C.neither statistically nor economically significant. A is correct.The hypothesis is a two-taileformulation. The t-statistic of 2.802 falls outsi the criticrejection points of less th–2.756 angreater th2.756, therefore the null hypothesis is rejecte the result is statistically significant. However, spite the statisticresults, trying to profit on the strategy is not likely to economically meaningful because the return is nezero after transaction costs本题的|test statistics|＞|criticvalue|，即2.802＞2.756。所以检验的结果是拒绝strategy's return=0的原假设，此时就是statistically significant。“After consiring trang costs, the strategy’s return is nezero”，说明从经济意义上是不值得去做这个策略的，即not economically significant。 为啥拒绝原假设 就是统计显著
NO.PZ2017092702000132 问题如下 analyst tests the profitability of a trang strategy with the null hypothesis being ththe average abnormreturn before trang costs equals zero. The calculatet-statistic is 2.802, with criticvalues of ± 2.756 significanlevel α = 0.01. After consiring trang costs, the strategy’s return is nezero. The results are most likely: A.statistically but not economically significant. B.economically but not statistically significant. C.neither statistically nor economically significant. A is correct.The hypothesis is a two-taileformulation. The t-statistic of 2.802 falls outsi the criticrejection points of less th–2.756 angreater th2.756, therefore the null hypothesis is rejecte the result is statistically significant. However, spite the statisticresults, trying to profit on the strategy is not likely to economically meaningful because the return is nezero after transaction costs本题的|test statistics|＞|criticvalue|，即2.802＞2.756。所以检验的结果是拒绝strategy's return=0的原假设，此时就是statistically significant。“After consiring trang costs, the strategy’s return is nezero”，说明从经济意义上是不值得去做这个策略的，即not economically significant。 拒绝原假设为什么要选A啊
NO.PZ2017092702000132问题如下analyst tests the profitability of a trang strategy with the null hypothesis being ththe average abnormreturn before trang costs equals zero. The calculatet-statistic is 2.802, with criticvalues of ± 2.756 significanlevel α = 0.01. After consiring trang costs, the strategy’s return is nezero. The results are most likely:A.statistically but not economically significant. B.economically but not statistically significant. C.neither statistically nor economically significant. A is correct.The hypothesis is a two-taileformulation. The t-statistic of 2.802 falls outsi the criticrejection points of less th–2.756 angreater th2.756, therefore the null hypothesis is rejecte the result is statistically significant. However, spite the statisticresults, trying to profit on the strategy is not likely to economically meaningful because the return is nezero after transaction costs本题的|test statistics|＞|criticvalue|，即2.802＞2.756。所以检验的结果是拒绝strategy's return=0的原假设，此时就是statistically significant。“After consiring trang costs, the strategy’s return is nezero”，说明从经济意义上是不值得去做这个策略的，即not economically significant。 老师这句话的意思不应该是Ha:u=0吗
NO.PZ2017092702000132 问题如下 analyst tests the profitability of a trang strategy with the null hypothesis being ththe average abnormreturn before trang costs equals zero. The calculatet-statistic is 2.802, with criticvalues of ± 2.756 significanlevel α = 0.01. After consiring trang costs, the strategy’s return is nezero. The results are most likely: A.statistically but not economically significant. B.economically but not statistically significant. C.neither statistically nor economically significant. A is correct.The hypothesis is a two-taileformulation. The t-statistic of 2.802 falls outsi the criticrejection points of less th–2.756 angreater th2.756, therefore the null hypothesis is rejecte the result is statistically significant. However, spite the statisticresults, trying to profit on the strategy is not likely to economically meaningful because the return is nezero after transaction costs本题的|test statistics|＞|criticvalue|，即2.802＞2.756。所以检验的结果是拒绝strategy's return=0的原假设，此时就是statistically significant。“After consiring trang costs, the strategy’s return is nezero”，说明从经济意义上是不值得去做这个策略的，即not economically significant。 看不懂，不应该是拒绝原假设吗？