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尼克内姆 · 2020年06月25日

问一道题:NO.PZ2015120604000142 [ CFA I ]

问题如下:

Here is a table shows a set of data which is subject to the normal distribution. Peter sets up a null hypothesis--- H0: μ=8.5. Construct a confidence interval at 1% significance level.

选项:

A.

(8.3227, 9.5763)

B.

(7.6544, 8.5445)

C.

(8.3227, 9.4773)

解释:

C is correct.

μ±2.58×σ=8.9±2.58×1.79/√64=(8.3227, 9.4773)

请问critical value和 confidence interval estimation两侧值是同一个东西吗???如果是,图中题目可以直接根据95%得置信区间两侧值是1.96,这道题目不能根据1%得置信区间两侧值是2.58吗??

1 个答案

星星_品职助教 · 2020年06月30日

同学你好,

双尾检验的ciritical value和置信区间公式中的“reliability factor”是相等的,这道题题干已经提示了“normal distribution”,所以直接用上课背过的正态分布99%置信区间(等价于1%的significance level)对应的关键值2.58就可以了

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