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Archie · 2022年05月03日

p value

  1. FRM I
  2. Quantitative

NO.PZ2020010304000054

问题如下：

Suppose that for a linear regression, an estimation of slope is stated as having a one-sided p-value of 0.04. What does this mean?

解释：

The p-value tells us the “probability of observing a test statistic that is more extreme than the one computed from the observed data when the null hypothesis is true.” In other words, if the estimate of the slope is true, then in a randomized trial the probability of getting a larger new slope estimate is 4%.Assuming a normal distribution, this will correspond to the value of x that solves the following equation:

1 - Φ(x) = 0.04

Using the excel function NORMSINV gives x = 1.75.

老师我理解p value是最小拒绝原假设的α，这意思是α再变小就会拒绝吗，然后为啥是右尾哦，有点没反应过来

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1 个答案

李坏_品职助教 · 2022年05月03日

嗨，爱思考的PZer你好：


关于P value：

1. P值是一种概率，一种在原假设为真的前提下出现观察样本以及更极端情况的概率。 2. 拒绝原假设的最小显著性水平，P value越小越显著。如果alpha小于p，那么就是不显著的了。比如p=0.04那么在α=0.01的情况下，无法拒绝原假设。


右尾是用来检验 某个变量是否大于一个阈值，比如检测x是否大于10，那么就需要右尾检验，



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NO.PZ2020010304000054问题如下Suppose thfor a lineregression, estimation of slope is statehaving a one-sip-value of 0.04. Whes this mean?The p-value tells us the “probability of observing a test statistic this more extreme ththe one computefrom the observeta when the null hypothesis is true.” In other wor, if the estimate of the slope is true, then in a ranmizetrithe probability of getting a larger new slope estimate is 4%.Assuming a normstribution, this will corresponto the value of x thsolves the following equation:1 - Φ(x) = 0.04 Using the excel function NORMSINV gives x = 1.75. 老师，p value和a不都应该是在左边吗？概率累积函数P value左侧的面积才是p value对应的概率呀？

2024-05-13 18:02 2 · 回答

NO.PZ2020010304000054 问题如下 Suppose thfor a lineregression, estimation of slope is statehaving a one-sip-value of 0.04. Whes this mean? The p-value tells us the “probability of observing a test statistic this more extreme ththe one computefrom the observeta when the null hypothesis is true.” In other wor, if the estimate of the slope is true, then in a ranmizetrithe probability of getting a larger new slope estimate is 4%.Assuming a normstribution, this will corresponto the value of x thsolves the following equation:1 - Φ(x) = 0.04 Using the excel function NORMSINV gives x = 1.75. 不太懂题目的考点，也不明白解析。

2024-02-07 22:34 1 · 回答

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2023-03-04 20:58 2 · 回答

请问这道题是匹配哪个section的知识点啊

2020-02-24 15:34 1 · 回答