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小王爱学习 · 2022年01月29日

老师，能不能帮我画个图表示5%和我们算出来的T落在哪里

  1. FRM I
  2. Quantitative

* 问题详情，请 查看题干

NO.PZ201904080100008003

问题如下：

3. Peter would like to test the following hypothesis: H0: B1 ≤ 1 vs. HA: B1> 1 at the 5 % significance level. The calculated t-statistic and the appropriate conclusion are:

Give the t-critical values as follow:

the t-critical values are all two-tails

选项：

Calculated t-statistic
Appropriate conclusion
A.
7.88
Fail to reject H0
B.
7.88
Reject H0
C.
1.679
Reject H0
D.
1.679
Fail to reject H0

解释：

B is correct.

考点：Hypothesis Test in Linear Regression

解析：因为是48个月的数据，所以n=48。本题应该去查单尾95%的df=48-2=46的数据，即双尾90%的df=46的数据。 the critical one-tailed 95% t-value = the critical one-tailed 90% t-value= 1.679

斜率项的t检验值=(1.5863-1)/0.0744=7.88>1.679。所以应该拒绝原假设。

单尾是不是t的critical value在mean的右边，然后7.88在更右边，在reject 的zone里，so reject

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1 个答案

品职答疑小助手雍 · 2022年01月30日

同学你好，是在均值右边，相当于从均值往右数1.679倍的标准差就到了95%的分位点（左边95%，右边5%），分位点右边就是拒绝域，是拒绝原假设的。而算出来的7.88比1.679大，所以在右边的拒绝域里。

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