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🤨肖大YAN😊 · 2020年11月13日

问一道题：NO.PZ2015120604000147

  1. CFA I
  2. Quantitative

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 B is greater than 26%,

which of the following conclusion is least appropriate (significant level=5%) ?

选项：

A.

It is approptiate to use the Z-test.

B.

The mean of bond B is not significant greater than 26%.

C.

It is a one-tailed test.

解释：

B is correct.

It is appropraite to ues the one-tailed Z-test because the sample size of bond B is bigger than 30.

The null hypothesis is: H0: μ ≤ 26%

The test statistic:Z=X-μSxn =(0.32-0.26)0.2249=1.91

 α= 5% indicates the critical value is equal to ±1.65.

Because 1.91>1.65, therefore, we should reject the null hypothesis.

 α= 5% indicates the critical value is equal to ±1.65.


这句话不理解

算出了Z statistics = 1.91.


 α= 5%, 知道应该是单尾，接着就不知道做没做了。谢谢

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1 个答案

星星_品职助教 · 2020年11月13日

同学你好，

单尾5%对应的critical value是1.65（右侧）。

本题算出Z statistics = 1.91后，可以发现这个statistics落在了critical value 1.65的右侧。这个其实就可以直接说明均值是大于26%的。

也可以通过这样可以拒绝均值小于26%的原假设。从而发现B选项描述错误。

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