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

zoewong · 2022年04月04日

怎麼算出來的1.98

  1. CFA I
  2. Quantitative

NO.PZ2018062016000140

问题如下：

During the table below, the mean monthly return of X Index in the first five years have been different than the mean return in the second five years.

Let the μ1 stand for the population mean return for the year1 through year 5 and μ2 stand for the population mean return for the year 6 through year 10, the following hypothese: H0: μ1 – μ2 = 0 versus Ha: μ1 – μ2 ≠ 0

Assume that the significant level is 0.05

Which of the following options is most accurate?

选项：

A.

The null hypothesis will be rejected if t<-1.98 or t>1.98.

B.

The t-test has 119 degrees of freedom.

C.

The rejection points are ±1.658.

解释：

A is correct. The two samples are drawn from two different time periods, so they are independent samples. The population variances can be assumed to be equal. Under all considerations, the t-test has 60+60-2=118 degrees of freedom.For a two-tailed test, at the significant level of 0.05, the rejection points are ±1.980, so we will reject the null if t<-1.980 or t>1.980.

可以詳細講一下做題思路嗎


添加评论
3 个答案
已采纳答案

星星_品职助教 · 2022年04月04日

同学你好，

1.98为critical value，为查表得到。

对于检验两组mean是否相同，且独立样本的情况。应使用t检验，自由度为n1+n2-2。得到本题的自由度为60+60-2=118 （B选项错误）

根据significance level=0.05和双尾检验，可知单尾面积为0.025。再结合自由度=118（取最接近的120），即可查表得到critical value≈1.98 （C选项错误）

由于拒绝原假设的原则为|t-statistic|＞|critical value|，可知A选项正确。


forri · 2022年06月22日

考试会考这种查表的题目？

Pavel Korchagin · 2023年01月17日

n1+n2-2这个自由度在哪一章

星星_品职助教 · 2023年01月18日

@libaicun

M6的如下内容：

星星_品职助教 · 2022年06月23日

@forri

会，查表需要掌握

  • 3

    回答

  • 1

    关注

  • 457

    浏览
相关问题

NO.PZ2018062016000140问题如下ring the table below, the memonthly return of X Inx in the first five years have been fferent ththe mereturn in the seconfive years.Let the μ1 stanfor the population mereturn for the year1 through ye5 anμ2 stanfor the population mereturn for the ye6 through ye10, the following hypothese: H0: μ1 – μ2 = 0 versus Hμ1 – μ2 ≠ 0 Assume ththe significant level is 0.05Whiof the following options is most accurate?A.The null hypothesis will rejecteif t -1.98 or t 1.98. B.The t-test h119 grees of freem. C.The rejection points are ±1.658.A is correct. The two samples are awn from two fferent time perio, so they are inpennt samples. The population variances cassumeto equal. Unr all consirations, the t-test h60+60-2=118 grees of freem.For a two-tailetest, the significant level of 0.05, the rejection points are ±1.980, so we will rejethe null if t -1.980 or t 1.980.谢谢谢。。。。。。。

2023-06-23 17:16 1 · 回答

NO.PZ2018062016000140 问题如下 ring the table below, the memonthly return of X Inx in the first five years have been fferent ththe mereturn in the seconfive years.Let the μ1 stanfor the population mereturn for the year1 through ye5 anμ2 stanfor the population mereturn for the ye6 through ye10, the following hypothese: H0: μ1 – μ2 = 0 versus Hμ1 – μ2 ≠ 0 Assume ththe significant level is 0.05Whiof the following options is most accurate? A.The null hypothesis will rejecteif t -1.98 or t 1.98. B.The t-test h119 grees of freem. C.The rejection points are ±1.658. A is correct. The two samples are awn from two fferent time perio, so they are inpennt samples. The population variances cassumeto equal. Unr all consirations, the t-test h60+60-2=118 grees of freem.For a two-tailetest, the significant level of 0.05, the rejection points are ±1.980, so we will rejethe null if t -1.980 or t 1.980. 为什么是t分布呢

2022-11-09 17:08 1 · 回答

NO.PZ2018062016000140 问题如下 ring the table below, the memonthly return of X Inx in the first five years have been fferent ththe mereturn in the seconfive years.Let the μ1 stanfor the population mereturn for the year1 through ye5 anμ2 stanfor the population mereturn for the ye6 through ye10, the following hypothese: H0: μ1 – μ2 = 0 versus Hμ1 – μ2 ≠ 0 Assume ththe significant level is 0.05Whiof the following options is most accurate? A.The null hypothesis will rejecteif t -1.98 or t 1.98. B.The t-test h119 grees of freem. C.The rejection points are ±1.658. A is correct. The two samples are awn from two fferent time perio, so they are inpennt samples. The population variances cassumeto equal. Unr all consirations, the t-test h60+60-2=118 grees of freem.For a two-tailetest, the significant level of 0.05, the rejection points are ±1.980, so we will rejethe null if t -1.980 or t 1.980. 由于拒绝原假设的原则为|t-statistic|＞|criticvalue|，可知A正确。請問|t-statistic|為多少？這題如何計算，謝謝，

2022-05-08 00:05 1 · 回答

NO.PZ2018062016000140 The t-test h119 grees of freem. The rejection points are ±1.658. A is correct. The two samples are awn from two fferent time perio, so they are inpennt samples. The population variances cassumeto equal. Unr all consirations, the t-test h60+60-2=118 grees of freem.For a two-tailetest, the significant level of 0.05, the rejection points are ±1.980, so we will rejethe null if t1.980. 为什么是T分布不是Z分布呢 从题干哪里可以判断哇

2022-03-21 14:03 1 · 回答