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PaisleyPPx · 2019年10月15日

问一道题:NO.PZ2018062016000140 [ CFA I ]

问题如下图:

选项:

A.

B.

C.

解释:

老师 这个统计量怎么表示 我看讲义上没有

2 个答案

星星_品职助教 · 2019年10月16日

同学你好,回复下你的追问:

假设检验的判断标准是用计算出来的统计量和critical value作比较,看是否落在拒绝域中;拒绝域是根据置信度和单尾还是双尾检验来画的。以上两步无论是Z还是t流程上都没区别。不同假设检验的区别在于对应统计量的计算不同。

可以回忆下假设检验的四个步骤哈,有区别的主要是在计算统计量即设定规则的那一步。加油

星星_品职助教 · 2019年10月15日

同学你好,这个统计量很复杂。考纲对这部分的要求仅是“identify”,如果有兴趣可以看一下20年原版书R12, 3.2 Tests Concerning Differences between Means,相关计算在Equation 7.

你最近看的这部分是各种假设检验的总结,这部分对于考试的要求重点是讲义上总结的各个类型的假设检验的那个表格。涉及计算的重点还是集中于之前的单个均值如何检验,和今年考纲新增的correlation检验,其余的了解什么情况下做什么检验即可。加油

PaisleyPPx · 2019年10月16日

老师 这道题的判断标准(拒绝域)是跟Z分布一样吗?

星星_品职助教 · 2019年10月16日

字数比较多,新起了个回复回了哈

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