问一道题：NO.PZ2015120604000145 [ CFA I ]

问题如下：

Here is a table discribing sample statistics from two bonds' rate of return which are both normally distributed over the past decades. If an investor is considering whether the mean of bond A is equal to 22%,

which of the following conclusion is least appropriate (significant level=1%) ?

选项：

The null hypothesis can be rejected.

It is appropriate to use a two-tailed t-test.

The test statistic value is 1.333.

解释：

A is correct.

The null hypothesis: $H_{0} : μ = 22 %.$

Because the sample size is 25, which is less than 30, so it is appropriate to use the two-tailed t-test.

$t_{24} = \frac{x - μ_{0}}{\frac{s}{\sqrt{n}}} = \frac{0.26 - 0.22}{\frac{0.15}{\sqrt{25}}} = 1.333$

±t₂₄ at α= 0.01= ±2.797;

Because -2.797 <1.333<+2.797, therefore, H₀ cannot be rejected.

confidence interval=26%+T(24) 0.5*(15%/3) 请问我这个计算错在哪里？？？

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星星_品职助教 · 2020年06月29日

同学你好，

1. 这道题并没有必要计算置信区间，用置信区间判断和用关键值判断的结果虽然一致，但是麻烦的多，也不是上课讲的重点

2. 置信区间的公式为26%±T(24) ×(15%/5) ，可以对照讲义上的公式，首先公式里的α/2并不代表真除以2，而是单侧尾部面积的意思，其次对于均值的标准差（标准误），分母除以的是根号n，也就是根号25，结果为5，而不是3.

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NO.PZ2015120604000145 问题如下 Here is a table scribing sample statistifrom two bon' rate of return whiare both normally stributeover the past cas. If investor is consiring whether the meof bonA is equto 22%,whiof the following conclusion is least appropriate (significant level=1%) ? A.The null hypothesis crejecte B.It is appropriate to use a two-tailet-test. C.The test statistic value is 1.333. A is correct.The null hypothesis: H0: μ=22%.Because the sample size is 25, whiis less th30, so it is appropriate to use the two-tailet-test.t=（X−μ0）sn=(0.26−0.22)0.1525=1.33t=\frac{（X-\mu_0）}{\frs{\sqrt n}}={\textstyle\frac{(0.26-0.22)}{\textstyle\frac{0.15}{\sqrt{25}}}}=1.33t=ns（X−μ0）=250.15(0.26−0.22)=1.33t α= 0.01= ±2.797;Because -2.797 1.333 +2.797, therefore, H0 cannot rejecte 请问: 考试这题怎么做？significant leval=1%, t检验是n-1. 这个考试中有表可以查吗？

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问一道题：NO.PZ2015120604000145 [ CFA I ]

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