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小马达 · 2019年04月21日

问一道题:NO.PZ2015120604000137 [ CFA I ]

问题如下图:

选项:

A.

B.

C.

解释:

这题完全没搞懂,能不能详细说一下?为什么会选B呢,C不是一个意思么。表又在哪儿看呢…

1 个答案

菲菲_品职助教 · 2019年04月21日

同学你好,这题其实就是想问显著性水平是多少时,我们应该拒绝原假设。

那也就是说,首先我们需要算出来t统计量是1.8978,再根据查表得到三个显著性水平对应的临界值点。

(查表的话表在原版书附录里面有,但考试的时候是会给的)

经过比较我们发现,只有在显著性水平等于5%的时候,t统计量的值大于临界值,也就是要拒绝原假设。

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