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慧慧 · 2019年07月28日

问一道题:NO.PZ2015120604000137 [ CFA I ]

问题如下图:

选项:

A.

B.

C.

解释:

不懂此解题过程,求按老师步骤解释一下

1 个答案
已采纳答案

Olive_品职助教 · 2019年07月29日

同学你好,分析师认为平均价是大于46435的,样本均值是46760,样本标准差是1370。要做假设检验看分析师的结论是不是对的,假设检验的思路就是把想要拒绝的放在原假设,分析师认为均值>46435,那么H0就是均值≤46435。

我们可以算出来test statistic=(46760-46435)/(1370/8)=1.8978,然后查 T分布表,可以查到单尾0.5%、1%和5%significance level下的critical value,这个考试中会直接给,或者给分布表,本题没给,不用纠结,会查表的方法即可。

拒绝域的符号和备择假设符号相同,本题的备择假设是大于46435,那么拒绝域就在右边,如果test statistic>critical value,就会落在拒绝域,拒绝原假设,因此在单尾5%的置信水平下,我们会拒绝原假设,选项B正确。加油!

慧慧 · 2019年07月29日

明白了,谢谢老师!

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