开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)｜3.2.5(安卓)APP下载

返回

欢欢 · 2021年08月18日

99％对应的cv不是2.58吗？

  1. CFA I
  2. Quantitative

NO.PZ2015120604000131

问题如下：

Which of the following descriptions is the least accurate about hypothesis testing?

选项：

A.

A Type II error refers to accept the null when it is false.

B.

A one-tailed test with a significance level of 1% has z-critical values of 2.58.

C.

One minus the probability of a Type II error equals the power of test .

解释：

B is correct.

A one-tailed test with a significance level of 1% has z-critical values of 2.33

99％对应的cv不是2.58吗？
添加评论
2 个答案
已采纳答案

星星_品职助教 · 2021年08月19日

同学你好，

“A one-tailed test with a significance level of 1% ...”说明是单尾的面积就是1%。这个对应的关键值是2.33。建议也记一下，二级还会用到。

而±2.58是正态分布下99%置信区间的关键值，对应的是双尾总面积为1%，也等价于单尾面积为0.5%.


欢欢 · 2021年08月20日

好的谢谢。那我可不可以理解为，对于置信度是98％的双尾z分布，它的置信区间就是（-2.33，2.33）

星星_品职助教 · 2021年08月20日

@欢欢

理解基本是对的。规范的说法是：对于正态分布下置信度为98%的置信区间，或significance level为2%的双尾检验，对应的关键值为±2.33.

但考试从没有从双尾98%的角度出过题。所以这个点建议掌握的是：正态分布下，（无论是置信区间还是假设检验）总之单尾面积1%对应的关键值（的绝对值）是2.33。这点在一二级的组合里求VaR的时候也会频繁的应用到。

  • 2

    回答

  • 0

    关注

  • 631

    浏览
相关问题

NO.PZ2015120604000131问题如下Whiof the following scriptions is the least accurate about hypothesis testing?A.A Type II error refers to fail to rejewhen the null is false.B.A one-tailetest with a significanlevel of 1% hz-criticvalues of 2.58.C.One minus the probability of a Type II error equals the power of test .B is correct.A one-tailetest with a significanlevel of 1% hz-criticvalues of 2.332.33不应该是one-tailetest with significant level of 2%吗

2024-07-14 13:35 1 · 回答

NO.PZ2015120604000131问题如下 Whiof the following scriptions is the least accurate about hypothesis testing?A.A Type II error refers to fail to rejewhen the null is false.B.A one-tailetest with a significanlevel of 1% hz-criticvalues of 2.58.C.One minus the probability of a Type II error equals the power of test .B is correct.A one-tailetest with a significanlevel of 1% hz-criticvalues of 2.33​ Type II error=1-power of test，这说的就是c吧，为什么c不对

2023-11-10 09:11 1 · 回答

NO.PZ2015120604000131问题如下Whiof the following scriptions is the least accurate about hypothesis testing?A.A Type II error refers to fail to rejewhen the null is false.B.A one-tailetest with a significanlevel of 1% hz-criticvalues of 2.58.C.One minus the probability of a Type II error equals the power of test .B is correct.A one-tailetest with a significanlevel of 1% hz-criticvalues of 2.33不懂B，容易搞混。麻烦详细说下。Z统计不都是双尾吗？为啥会有单尾的。另外，为啥用1%折合单尾0.5%，而不是2%

2023-06-05 17:47 2 · 回答

NO.PZ2015120604000131问题如下Whiof the following scriptions is the least accurate about hypothesis testing?A.A Type II error refers to fail to rejewhen the null is false.B.A one-tailetest with a significanlevel of 1% hz-criticvalues of 2.58.C.One minus the probability of a Type II error equals the power of test .B is correct.A one-tailetest with a significanlevel of 1% hz-criticvalues of 2.33老师，我是用排除法选的B，看了其他同学的问题和您的回复，99% a是0.01对应双尾是2.58，那单尾就是0.005？这怎么查出来的呢

2022-12-21 08:24 2 · 回答

NO.PZ2015120604000131 问题如下 Whiof the following scriptions is the least accurate about hypothesis testing? A.A Type II error refers to fail to rejewhen the null is false. B.A one-tailetest with a significanlevel of 1% hz-criticvalues of 2.58. C.One minus the probability of a Type II error equals the power of test . B is correct.A one-tailetest with a significanlevel of 1% hz-criticvalues of 2.33 POWER OF TEST 就是test 步骤三么 计算公式那步么。怎么理解C

2022-09-14 15:57 1 · 回答