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沈晨🐾 · 2020年06月14日

问一道题:NO.PZ2015120604000132 [ CFA I ]

问题如下:

Which of the following is the most accurate statements about hypothesis testing?

选项:

A.

The calculated z-statistic for a test of a sample  variance when the population variance isknown as: z= X ¯ μ 0 σ/ n  (σ2 is the variance).

B.

If the computed z-statistic = -3 and the critical z-value = -2, the null hypothesis should be accepted.

C.

Type I error equals the significance level.

解释:

C is correct.

The z-statistic is used for the test of a sample mean not variance  .

If the computed z-statistic = -3 and the critical z-value = -2, the null hypothesis should be rejected.

选项C中的Type I error是指什么呢?
1 个答案

星星_品职助教 · 2020年06月14日

同学你好,

这里的Type I error就是上课时讲的假设检验第一类错误。结论为Type I error=significance level,也就是α。这是一个定义。

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