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FrankSun · 2020年03月24日

问一道题：NO.PZ2015120604000144

  1. CFA I
  2. Quantitative

问题如下：

Quintina conducts a hypothesis to test whether the variance of the annually return is 0.0144. Then she selects a  random  25 year's data as a sample, Quintina figures out the variance of the sample is 0.013924.Assume the level of significance is 5%, which of the following conclusion is least accurate?

选项：

A.

The population variance is not significant different from 0.0144.

B.

The population and sample variances are significantly different.

C.

This hypothesis is appropriate to use the chi-square test.

解释：

B is correct.

The null hypothesis is H0: σ2=0.0144. It is appropriate to use the two-tailed chi-square test.

The test statistic is:   χ 2 = (n−1) s 2 σ 0 2 ={(25-1)*0.013924}/0.0144= 23.2067

The critical chi-square critical values are 12.4 and 39.36.

Because the test statistic falls between these two values,so Quintina fails to reject the null hypothesis.

So we conclude that the population variance is not significantly different from 0.0144.

为什么不是采用F-test呢

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已采纳答案

星星_品职助教 · 2020年03月24日

同学你好，

这道题的题干说明是在检验一个方差是否等于一个确定的数字，也就是需要用卡方检验。

F检验针对的是两个方差是否相等

这种问题自己复习一下相关概念就可以了，没有必要提问的。

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NO.PZ2015120604000144 问题如下 Quintina concts a hypothesis to test whether the varianof the annually return is 0.0144. Then she selects ranm 25 year's ta a sample, Quintina figures out the varianof the sample is 0.013924. Assume the level of significanis 5%, whiof the following conclusion is least accurate? A.The population varianis not significant fferent from 0.0144. B.The population varianis significantly fferent from 0.0144. C.This hypothesis is appropriate to use the chi-square test. B is correct. The null hypothesis is H0: σ2=0.0144. It is appropriate to use the two-tailechi-square test.The test statistic is:=(25-1)*0.013924/0.0144=23.21The criticchi-square criticvalues are 12.4 an39.36.Because the test statistic falls between these two values,so Quintina fails to rejethe null hypothesis. So we conclu ththe population varianis not significantly fferent from 0.0144.题干是问whiis the least accurate?所以选 如果在考试过程中也有类似的题，他会提供卡方的表吗？还是我们得自己记

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