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小伟 · 2020年02月23日

问一道题:NO.PZ2020010304000054

问题如下:

Suppose that for a linear regression, an estimation of slope is stated as having a one-sided p-value of 0.04. What does this mean?

选项:

解释:

The p-value tells us the “probability of observing a test statistic that is more extreme than the one computed from the observed data when the null hypothesis is true.” In other words, if the estimate of the slope is true, then in a randomized trial the probability of getting a larger new slope estimate is 4%.Assuming a normal distribution, this will correspond to the value of x that solves the following equation:

1 - Φ(x) = 0.04

Using the excel function NORMSINV gives x = 1.75.

这边是根据解析里的方程,把x分位数给求出来,分位数求出来就是1.75,解析里的什么方程啊,怎么求出1.75的

1 个答案

orange品职答疑助手 · 2020年02月24日

同学你好,根据p值的定义,P-value是最小的能拒绝原假设的显著性水平,是分布里面,分位点x右边的面积。也就是说,概率密度函数里,右尾的面积是4%。所以列出了这个式子,然后根据查表会得到x的值。

考试里会给你几个分位数和对应的值,让我们去选,不用我们查表。

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NO.PZ2020010304000054问题如下Suppose thfor a lineregression, estimation of slope is statehaving a one-sip-value of 0.04. Whes this mean?The p-value tells us the “probability of observing a test statistic this more extreme ththe one computefrom the observeta when the null hypothesis is true.” In other wor, if the estimate of the slope is true, then in a ranmizetrithe probability of getting a larger new slope estimate is 4%.Assuming a normstribution, this will corresponto the value of x thsolves the following equation:1 - Φ(x) = 0.04 Using the excel function NORMSINV gives x = 1.75. 老师,p value和a不都应该是在左边吗?概率累积函数P value左侧的面积才是p value对应的概率呀?

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