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维克多周 · 2020年06月14日

问一道题:NO.PZ2017092702000123 [ CFA I ]

问题如下:

A hypothesis test for a normally-distributed population at a 0.05 significance level implies a:

选项:

A.

95% probability of rejecting a true null hypothesis.

B.

95% probability of a Type I error for a two-tailed test.

C.

5% critical value rejection region in a tail of the distribution for a one-tailed test.

解释:

C is correct.

For a one-tailed hypothesis test, there is a 5% critical value rejection region in one tail of the distribution.

请问,confidence lnterval不是就代表是双尾吗?为什么c还是对的呢?
1 个答案

星星_品职助教 · 2020年06月14日

同学你好,

confidence lnterval代表是双尾没问题,但这道题考察的是 hypothesis test 。假设检验与置信区间是不同的考点。C选项考察的是“假设检验”下的单尾检验,并不涉及置信区间。

本题题干可以概括为:假设检验里的0.05 significance level代表的是什么意思。C选项的描述为对于单尾检验来说,单尾的拒绝域为5%,这个描述是正确的。

如果是考察置信区间,正确的描述为0.05 significance level代表的代表的是95%的置信区间,即两侧尾部总面积为5%,单侧尾部面积为2.5%。

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