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Tan · 2020年08月26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.

这道题是单尾检验在significant level 5% （拒绝域左边5%)，请问所以T值应该是相当于双尾10% 也就是1.65了吗？一级有些忘记了，谢谢

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2 个答案

星星_品职助教 · 2020年08月31日

@Tan

你的理解是单侧拒绝域的面积，但如果要查表，还要看题目给你的t表是单尾的还是双尾的。

这道题目跟查表没有关系，可以等做到有具体涉及查表的题目具体研究讨论一下。

星星_品职助教 · 2020年08月28日

同学你好，

要看查的是单尾还是双尾的t表。如果给的就是单尾t表，那么直接对应单尾5%。如果给的是双尾t表，那么双尾一共10%就相当于单尾是5%。

由于原版书给的是单尾t表，所以单尾查表更重要一些。

但在给了p-value的情况下，不需要再去查表，直接比较p和α就可以了。p越小越拒绝

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