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TANG YAN · 2022年09月14日

POWER OF TEST

  1. CFA I
  2. Quantitative

NO.PZ2015120604000131

问题如下：

Which of the following descriptions is the least accurate about hypothesis testing?

选项：

A.

A Type II error refers to fail to reject when the null is false.

B.

A one-tailed test with a significance level of 1% has z-critical values of 2.58.

C.

One minus the probability of a Type II error equals the power of test .

解释：

B is correct.

A one-tailed test with a significance level of 1% has z-critical values of 2.33

POWER OF TEST 就是test 步骤三么 计算公式那步么。怎么理解C选项

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1 个答案

星星_品职助教 · 2022年09月14日

同学你好，

Power of test不是假设检验的步骤。

Power of test为拒绝了错误的原假设的概率，即P（拒绝原假设 | 原假设为假）

Type II error为 没有拒绝错误的原假设的概率，即P（没有拒绝原假设 | 原假设为假）。

由于原假设为假时，要么拒绝，要么不拒绝。所以Power of test + Type II error =1.


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