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wenxing · 2019年12月01日

问一道题:NO.PZ2015120204000022 [ CFA II ]

问题如下图:所以这道题按照单尾来计算吗?我找的是0.05的?不应该双尾才找0.025吗?这道题怎么选的0.025看其他问题的解析还是不明白?

选项:

A.

B.

C.

解释:

1 个答案

星星_品职助教 · 2019年12月01日

同学你好,

这道题考察的是置信区间的计算。置信“区间”肯定是分布中间的一个“区间”,所以分布的左右是有两个尾巴的,也就是95%置信区间对应的左右双尾的概率一共是5%。单尾对应的概率即为2.5%。

所以这道题题干中说明是单尾的t表(one-tailed),所以就相当于查2.5%对应的critical value。也就是对应1.96。但一旦要是这道题给的是two-tailed t值,就需要用5%对应的1.645了。

这个概念很重要,如果不明白可以继续追问哈,加油。

Junny · 2020年03月06日

老师你好,我还是没弄清楚,置信区间为什么可视同双尾的情况?还是说,我可以这么理解:因为原假设为b1=0,所以需要双尾检验?

星星_品职助教 · 2020年03月06日

这道题考察的是置信区间,95%的置信区间就是分布正中间的面积有95%,左侧剩2.5%,右侧也剩2.5%。所以要查置信区间对应的t临界值就要看双尾的t表的5%,或者单尾的t表的2.5%;假设检验是另一个考点,如果原假设是b1=0,那么拒绝原假设就应该是b1≠0,在分布左侧远小于0和分布右侧远大于0都是不等于0的情况,所以这种情况下拒绝域也是双尾的。查t表方法和之前说的一样。

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