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Kathy苏苏 · 2019年12月16日

问一道题:NO.PZ2018101001000014 [ CFA II ]

问题如下图:

选项:

A.

B.

C.

解释:

老师,判断样本是否足够大时,为什么是看残差的自由度n-k-1而不是样本总体的自由度n-1?

1 个答案

星星_品职助教 · 2019年12月16日

同学你好,

这里判断样本大小的目的主要是要确定t分布的critical value。原理是如果n足够大的时候,t分布近似于正态分布,就可以用正态分布的关键值来对t分布的关键值进行近似的替代,因为正态分布的关键值(1.65,1.96,2.58等)我们背过,所以解题效率会提高。

实际上N大于30就基本可以近似了。这道题里N为150,所以其实看哪个指标结论都一样,因为最终都还看的是N。加油~

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