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Mangogo · 2019年12月03日

问一道题：NO.PZ2015120604000136

  1. CFA I
  2. Quantitative

问题如下：

Suppose a hypothesis test with a 5% significant level. What is the critical value of a z-statistic if it is a two-tailed test?

选项：

A.

±1.65

B.

±1.96.

C.

+1.96

解释：

B is correct.

A two-tailed z-test at a 5% significant level means the critical value is z=-1.96 or z=+1.96.

老师好，我怎么确定题中说的是双尾加起来5%而不是一边各5%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，

题干中说significance level是5%，然后又是一个two-tailed test。就相当于两个尾巴加起来一共是5%。

如果是单尾的话，会说significance level=5%，同时是one-tailed test。加油~

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