NO.PZ2020010801000014
问题如下:
If and its 95% confidence interval is [0.43,1.67], what is the t-statistic of ? What is the p-value of the t-statistic?
选项:
解释:
The standard error is(1.67 - 0.43)/(2 * 1.96)= 0.316.
The t-stat is then 3.31.
The two-sided p-value is 2(1- Φ(|t|))=0.09%
为什么t- statistic是用beta cap-0 不应该剪去平均值吗 平均值没给就是默认0吗