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oli · 2021年10月19日

请问c选项为什么不对?可以解释一下c选项的含义吗?

NO.PZ2017092702000140

问题如下:

An investment consultant conducts two independent random samples of 5-year performance data for US and European absolute return hedge funds. Noting a 50 basis point return advantage for US managers, the consultant decides to test whether the two means are statistically different from one another at a 0.05 level of significance. The two populations are assumed to be normally distributed with unknown but equal variances. Results of the hypothesis test are contained in the tables below.

The results of the hypothesis test indicate that the:

选项:

A.

null hypothesis is not rejected.

B.

alternative hypothesis is statistically confirmed.

C.

difference in mean returns is statistically different from zero.

解释:

A is correct.

The t-statistic value of 0.4893 does not fall into the critical value rejection regions (≤ –1.984 or > 1.984). Instead it falls well within the acceptance region. Thus, H0 cannot be rejected; the result is not statistically significant at the 0.05 level.

t检验的拒绝原假设逻辑为:|test statistic|>|critical value|,

根据这个原则,直接选择A,拒绝原假设。

请问c选项为什么不对?可以解释一下c选项的含义吗?

1 个答案

星星_品职助教 · 2021年10月19日

同学你好,

C选项的意思是“difference in mean returns”(也就是表格中的μUS-μE)经过假设检验后结果显著不为0,也就是拒绝原假设。

t检验的拒绝原假设逻辑为:|test statistic|>|critical value|,由于0.4893小于1.984,所以不能拒绝原假设。C选项说反了。

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