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ZAA · 2019年11月07日

问一道题：NO.PZ2017092702000123

  1. CFA I
  2. Quantitative

问题如下：

A hypothesis test for a normally-distributed population at a 0.05 significance level implies a:

选项：

A.

95% probability of rejecting a true null hypothesis.

B.

95% probability of a Type I error for a two-tailed test.

C.

5% critical value rejection region in a tail of the distribution for a one-tailed test.

解释：

C is correct.

For a one-tailed hypothesis test, there is a 5% critical value rejection region in one tail of the distribution.

有这么几个问题

significance a这个数值代表的是拒绝领域？就是求出来的数字小于a,就是拒绝吗？拒绝原假设？

那在本题目中，B是什么知识点？

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已采纳答案

星星_品职助教 · 2019年11月08日

同学你好，

α也叫significance level，代表的的确是拒绝域，是1%，5%，10%这些比较小的数字。与之对应的说法是confidence level，是99%，95%，90%这些大的数字。

在做假设检验的时候，第二步是计算检验统计量，应该就是你说的“求出来的数字”，求出来的数字大于critical value，就拒绝原假设。

α同时也是Type I error。所以B选项错误，第一类错误的概率应该是5%，而非95%。

这几条知识点都很重要，如果觉得很懵的话，属于系统性的知识缺失，这种情况下不建议分散的去学习零碎的知识点。现在离考试还有一个月，可以至少听一下强化班这部分的内容，这部分挺重要的。加油。

 

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