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jay1180 · 2022年09月28日

这道题说用非参数，是默认了小样本么，所以是非正态小样本不能用参数检验，这么理解对么

  1. CFA I
  2. Quantitative

NO.PZ2017092702000147

问题如下：

An analyst is examining the monthly returns for two funds over one year. Both funds’ returns are non-normally distributed. To test whether the mean return of one fund is greater than the mean return of the other fund, the analyst can use:

选项：

A.

a parametric test only.

B.

a nonparametric test only.

C.

both parametric and nonparametric tests.

解释：

B is correct.

There are only 12 (monthly) observations over the one year of the sample and thus the samples are small. Additionally, the funds’ returns are non-normally distributed. Therefore, the samples do not meet the distributional assumptions for a parametric test. The Mann–Whitney U test (a nonparametric test) could be used to test the differences between population means

这道题检验的是两个均值之间的关系。如果对应的两个总体都是正态分布的话，那么我们需要使用t检验，也就是参数检验（对于t检验而言，参数就是自由度df）。

但这道题为非正态总体“Both funds’ returns are non-normally distributed”，所以t检验就不能用了。这个时候只能使用非参数检验。

如题，谢谢

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1 个答案

星星_品职助教 · 2022年09月28日

同学你好，

题干已经给出了小样本的条件。

根据题干中的“An analyst is examining the monthly returns for two funds over one year”，可以得出样本数据只有12个。

也就是非正态总体+小样本无法（参数）检验


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2024-04-30 19:59 1 · 回答

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2022-09-28 11:53 1 · 回答

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2021-05-05 21:43 1 · 回答

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2020-04-10 15:05 1 · 回答