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Mangogo · 2019年12月03日

问一道题：NO.PZ2018062016000140

  1. CFA I
  2. Quantitative

问题如下：

During the table below, the mean monthly return of X Index in the first five years have been different than the mean return in the second five years.

Let the μ1 stand for the population mean return for the year1 through year 5 and μ2 stand for the population mean return for the year 6 through year 10, the following hypothese: H0: μ1 – μ2 = 0 versus Ha: μ1 – μ2 ≠ 0

Assume that the significant level is 0.05

Which of the following options is most accurate?

选项：

A.

The null hypothesis will be rejected if t<-1.98 or t>1.98.

B.

The t-test has 119 degrees of freedom.

C.

The rejection points are ±1.658.

解释：

A is correct. The two samples are drawn from two different time periods, so they are independent samples. The population variances can be assumed to be equal. Under all considerations, the t-test has 60+60-2=118 degrees of freedom.For a two-tailed test, at the significant level of 0.05, the rejection points are ±1.980, so we will reject the null if t<-1.980 or t>1.980.

老师好，请问这题t分布的degree of freedom为什么不是n-1而是-2了呢

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1 个答案

星星_品职助教 · 2019年12月04日

同学你好，

不同t检验的自由度是不一样的，我们平常比较常用的检验μ是否等于一个确定数的时候的t检验是n-1。

对于以下这个检验，不是特别的重要，定性的了解即可，加油


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