开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)｜3.2.5(安卓)APP下载

返回

kkbis · 2020年02月25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.

题目没有选项。

添加评论
1 个答案

品职答疑小助手雍 · 2020年02月26日

同学你好，图片应该是这个，不好意思没有显示成功

  • 1

    回答

  • 0

    关注

  • 390

    浏览
相关问题

NO.PZ2020011101000040 问题如下 The following ta is collectefor four stributions: Whiof these tasets are likely (the 95% confinlevel) to not awn from a normstribution? The appropriate test statistic is the Jarque-Bera statistiJB=(T−1)(S^2/6+(κ^−3)2/24)JB = (T - 1)(\wihS^2/6+(\wihat\kappa-3)^2/24)JB=(T−1)(S2/6+(κ−3)2/24)This will stributeasχ22\chi_2^2χ22​, anfor a 5% test size the criticvalue is 5.99The following ta is collectefor four stributions: So, the JB figure is greater th5.99 for tasets their respective null hypotheses (normally stribute are rejecte 考试会给卡方分布表么？助教老师能发一个么？

2024-06-06 15:55 1 · 回答

NO.PZ2020011101000040 问题如下 The following ta is collectefor four stributions: Whiof these tasets are likely (the 95% confinlevel) to not awn from a normstribution? The appropriate test statistic is the Jarque-Bera statistiJB=(T−1)(S^2/6+(κ^−3)2/24)JB = (T - 1)(\wihS^2/6+(\wihat\kappa-3)^2/24)JB=(T−1)(S2/6+(κ−3)2/24)This will stributeasχ22\chi_2^2χ22​, anfor a 5% test size the criticvalue is 5.99The following ta is collectefor four stributions: So, the JB figure is greater th5.99 for tasets their respective null hypotheses (normally stribute are rejecte 这个卡方检验的自由度为什么是2呢

2022-06-09 10:36 1 · 回答

NO.PZ2020011101000040 卡方分布不是n=2时，95%时5.99么？这里n不是4么？

2022-01-23 02:26 1 · 回答

NO.PZ2020011101000040 5.99是怎么来的？

2021-09-09 01:43 1 · 回答