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艾予 · 2020年02月24日

问一道题：NO.PZ2020011101000040

  1. FRM I
  2. Quantitative

问题如下：

The following data is collected for four distributions:

Which of these datasets are likely (at the 95% confidence level) to not be drawn from a normal distribution?

选项：

解释：

The appropriate test statistic is the Jarque-Bera statistic.

JB=(T−1)(S^2/6+(κ^−3)2/24)JB = (T - 1)(\widehat S^2/6+(\widehat\kappa-3)^2/24)

This will be distributed asχ22\chi_2^2, and for a 5% test size the critical value is 5.99

The following data is collected for four distributions:

So, as the JB figure is greater than 5.99 for datasets B & D, their respective null hypotheses (normally distributed) are rejected.

following data没有显示？

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1 个答案

orange品职答疑助手 · 2020年02月25日

同学你好，图片应该是这个，不好意思没有显示成功

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