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Joy_YZZH · 2021年10月11日

题干表1中标明1%=0.01,那less than 0. 5percent不是应该用0.005带入假设吗,即H0≥0. 005?

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NO.PZ201512020300000303

问题如下:

3.The most appropriate null hypothesis and the most appropriate conclusion regarding Hansen’s belief about the magnitude of the initial return relative to that of the pre-offer price adjustment (reflected by the coefficient bj) are:

选项:

Null Hypothesis
Conclusion about bj(0.05 Level of Significance)

A.

H0: bj=0.5
Reject H0

B.

H0: bj≥0.5
Fail to reject H0

C.

H0: bj≥0.5
Reject H0

解释:

C is correct.

To test Hansen’s belief about the direction and magnitude of the initial return, the test should be a one-tailed test. The alternative hypothesis is H1: bj<0.5b_j<0.5, and the null hypothesis is H0: bj0.5b_j\geq0.5. The correct test statistic is: t = (0.435-0.50)/0.0202 = -3.22, and the critical value of the t-statistic for a one-tailed test at the 0.05 level is -1.645. The test statistic is significant, and the null hypothesis can be rejected at the 0.05 level of significance.

问题详见以上题目描述。
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已采纳答案

星星_品职助教 · 2021年10月11日

同学你好,

对于假设检验,case中的描述实则是X增加1 percent,Y增加少于0.5 percent。

所以这两者都是percent的关系,彼此就抵消了。

表1中的decimal指的是表1中的所有数字都是已经去了百分号的,和假设检验的这段描述是没有关系的。

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