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viviup123 · 2020年02月27日

问一道题:NO.PZ2015120604000178

问题如下:

BIM is a well-developed public company and its market capitalization growth rates over past few decades are normally distributed.The population has a mean of 10% and a standard deviation of 5.4%. An investor wants to figure out the probability that BIM's average capitalization growth rate will over 12.32% in the next three years (all the data are monthly statistics).Which of the following option is most accurate?

选项:

A.

0.5%.

B.

1%.

C.

5%.

解释:

A is correct.

It is appropriate to use the central limit theroy to calculate.

Sx=σn=5.4%36=0.009

The test statistic= (12.32%-10%)/0.009=2.58. So the corresponding probability is 0.5%.

这道题目算出来的 test statistic接近2.58,即99%的区间,为什么不是单边假设,即H0<12.3..%,这里为什么是双边?

1 个答案

星星_品职助教 · 2020年02月27日

同学你好,

这道题实际是再求正态分布标准化,最后求的是P(X>2.58)的概率,也就是右尾概率。

 

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