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tetexe · 2020年02月24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.

请问这道题是匹配哪个section的知识点啊

1 个答案

品职答疑小助手雍 · 2020年02月24日

同学你好,简而言之就是假设检验中如果单边的p value是4%,那么假设正态分布的话,它对应的是多少倍标准差的分位点。

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