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dingdangyu13 · 2018年01月07日

问一道题：NO.PZ201709270100000302 第2小题 [ CFA II ]

  1. CFA II
  2. Quantitative

* 问题详情，请 查看题干

问题如下图：

    

选项：

A.

B.

C.

解释：


这道题critical value是1.96  2.308>1.96应拒绝原假设呀，为什么看p-value，没法评判p-value是大还是小雅

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2 个答案

源_品职助教 · 2018年05月05日

准确地说.应该参考自由度为38，显著性水平为1%的双尾下的T值。

但是这题因为样本取值超过40，所以可以用正太分布1%下的双尾的Z值做近似代替。

一般相同分布相同显著性水平下，单位对应的关键值的绝对值是要小于双尾对应关键值的临界值。

所以如果检验统计量2.308小于2.33，那么自然也小于双尾下的临界值，所以不能拒绝原假设。

源_品职助教 · 2018年01月08日

你说所说的2.308是B2这个系数检验的统计量，但是对应1%的关键值是2.33不是1.96，所以不能拒绝原假设。因为这里P值大于1%，所以也是得的不能拒绝B2=0的原假设。


jeffrey19861001 · 2018年05月05日

查表是df=40-2=38；1%one tailed t-test取值吗？

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