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johnny · 2019年09月27日

问一道题:NO.PZ2017092702000113

问题如下图:

    

选项:

A.

B.

C.

解释:


请问一个基本的问题,样本方差计算时用的N-1,而标准误的时候用的N,而这题查表时用自由度又是N-1,这里面有什么规律可以记忆吗?


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星星_品职助教 · 2019年09月27日

同学你好,

自由度是个很复杂的概念,证明超出了CFA的范畴,只能试着去关联理解一下。最方便的办法是对于每一个涉及到自由度的计算或者是类似概念,做一个表格分门别类的总结一下,也可以避免混淆。例如你提到的三个概念:

样本方差:有两种理解方式,第一是因为有个不能变的数字X bar,所以可以“自由”变动的就是n-1;或者说对于这个估计量,分母必须要是n-1才能做到无偏。

t统计量的自由度,一级最主要涉及到就是检验总体均值等于一个特定的数,这种检验下自由度为n-1。关于这个还可以去看一下讲义上types of hypothesis最后的那个表格,不同的检验对应不同的统计量和自由度。

最后要注意就是标准误用n是源自中心极限定理。

加油

 

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