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ZAA · 2018年11月26日

问一道题:NO.PZ2015120604000144 [ CFA I ]

问题如下图:

选项:

A.

B.

C.

D.

解释:

这个12.4和39.36是怎么得出来的哇
1 个答案

菲菲_品职助教 · 2018年11月26日

同学你好,卡方分布的临界值是通过查卡方分布临界值表得出来的。表中所给值直接只能查单侧概率值,可以变化一下来查双侧概率值。例如本题,要在自由度为24的卡方分布中,得到双侧概率为0.05所对应的上下端点可以这样来考虑:双侧概率指的是在上端和下端各划出概率相等的一部分,两概率之和为给定的概率值,这里是0.05,因此实际上上端点以上的概率为0.05/2=0.025,用概率0.025查表得上端点的值为39.36。下端点以下的概率也为0.025,因此可以用0.975查得下端点为12.4。通过卡方分布统计量的计算公式,我们求得该检验统计量为23.2067,在[12.4, 39.36]这个区间内,即落在接受域,所以不拒绝原假设(fail to reject H0),所以得到最后的结论:the population variance is not significantly different from 0.0144.

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