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Pina · 2020年07月15日

问一道题：NO.PZ201709270100000301

  1. CFA II
  2. Quantitative

* 问题详情，请 查看题干

问题如下：

1. Based on Exhibit 1 and given Varden’s expectations, which is the best null hypothesis and conclusion regarding CEO tenure?

选项：

A.

b2≤ 0; reject the null hypothesis

B.

b2 = 0; cannot reject the null hypothesis

C.

b2 ≥ 0; reject the null hypothesis

解释：

A is correct. Varden expects to find that CEO tenure is positively related to the firm’s ROE. If he is correct, the regression coefficient for tenure, b2, will be greater than zero (b2 > 0) and statistically significant. The null hypothesis supposes that the "suspected" condition is not true, so the null hypothesis should state the variable is less than or equal to zero. The t-statistic for tenure is 2.308, significant at the 0.027 level, meeting Varden’s 0.05 significance requirement. Varden should reject the null hypothesis.

老师好 这题是h0: b2 < or = 0; Ha: b2>0. 这题由于P value < significant level 0.05 so reject H0, 是吗? 如果要查表找到T critical 该怎么找？ t stat = 2.308, t critical 是DF = N-K-1 = 500-2-1 = 497然后看T表alpha = 0.05 吗? 不知道自由度这里对不对？ 谢谢。

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1 个答案

星星_品职助教 · 2020年07月15日

同学你好，

判断是否拒绝原假设有两种方法，第一种直接比较p-value和significance level（α），p越小越拒绝。 第二种方法是比较计算出来的t-statistics和t critical value，如果t statistics的绝对值大则拒绝，这两种方法结果是等价的，所以如果出现了p-value，只看p值就行，没必要在去计算t统计量。

t critical value的自由度是n-k-1，由于是单尾检验，所以对应的单尾面积就是0.05。.这个过程正确。但同样，这道题没有必要搞这么麻烦。出题的目的也不是为了考察查表。

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2021-02-10 05:37 1 · 回答

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2020-12-08 10:44 1 · 回答

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