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

🌊Yuri🌊 · 2022年12月15日

提问

NO.PZ2017092702000140

问题如下:

An investment consultant conducts two independent random samples of 5-year performance data for US and European absolute return hedge funds. Noting a 50 basis point return advantage for US managers, the consultant decides to test whether the two means are statistically different from one another at a 0.05 level of significance. The two populations are assumed to be normally distributed with unknown but equal variances. Results of the hypothesis test are contained in the tables below.

The results of the hypothesis test indicate that the:

选项:

A.

null hypothesis is not rejected.

B.

alternative hypothesis is statistically confirmed.

C.

difference in mean returns is statistically different from zero.

解释:

A is correct.

The t-statistic value of 0.4893 does not fall into the critical value rejection regions (≤ –1.984 or > 1.984). Instead it falls well within the acceptance region. Thus, H0 cannot be rejected; the result is not statistically significant at the 0.05 level.

t检验的拒绝原假设逻辑为:|test statistic|>|critical value|,

根据这个原则,直接选择A,无法拒绝原假设。

还有我很懵我应该在什么题型下考虑单双尾的情况啊?如果只是让我算置信区间的话我就不用考虑因为一般都是双尾,那什么情况下要考虑呢?这些题都把我绕懵了,完全不知道在问什么我应该算什么。这个提问不是针对这道题嗷,只是针对整个这一部分

2 个答案

星星_品职助教 · 2022年12月16日

@Yuri 对的~

星星_品职助教 · 2022年12月15日

同学你好,

1)数量科目中的置信区间都对应双尾的情况;

2)假设检验中,需要根据备择假设来确定是单尾检验,还是双尾检验。

3)如果涉及到查表相关,无论是题目给出的是单尾还是双尾,最后一般都要落到单尾面积上来查。

可根据具体判断不出来的题目来做针对性提问。

  • 2

    回答
  • 0

    关注
  • 302

    浏览
相关问题

NO.PZ2017092702000140 问题如下 investment consultant concts two inpennt ranm samples of 5-yeperformanta for US anEuropeabsolute return hee fun. Noting a 50 basis point return aantage for US managers, the consultant cis to test whether the two means are statistically fferent from one another a 0.05 level of significance. The two populations are assumeto normally stributewith unknown but equvariances. Results of the hypothesis test are containein the tables below.The results of the hypothesis test incate ththe: A.null hypothesis is not rejecte B.alternative hypothesis is statistically confirme C.fferenin mereturns is statistically fferent from zero. A is correct. The t-statistic value of 0.4893 es not fall into the criticvalue rejection regions (≤ –1.984 or 1.984). Insteit falls well within the acceptanregion. Thus, H0 cannot rejecte the result is not statistically significant the 0.05 level.t检验的拒绝原假设逻辑为|test statistic|>|criticvalue|,根据这个原则,直接选择A,无法拒绝原假设。 麻烦老师讲解一下题干和表格,答案会选,题目考察的是什么意思不理解,谢谢

2024-08-21 04:09 1 · 回答

NO.PZ2017092702000140 问题如下 investment consultant concts two inpennt ranm samples of 5-yeperformanta for US anEuropeabsolute return hee fun. Noting a 50 basis point return aantage for US managers, the consultant cis to test whether the two means are statistically fferent from one another a 0.05 level of significance. The two populations are assumeto normally stributewith unknown but equvariances. Results of the hypothesis test are containein the tables below.The results of the hypothesis test incate ththe: A.null hypothesis is not rejecte B.alternative hypothesis is statistically confirme C.fferenin mereturns is statistically fferent from zero. A is correct. The t-statistic value of 0.4893 es not fall into the criticvalue rejection regions (≤ –1.984 or 1.984). Insteit falls well within the acceptanregion. Thus, H0 cannot rejecte the result is not statistically significant the 0.05 level.t检验的拒绝原假设逻辑为|test statistic|>|criticvalue|,根据这个原则,直接选择A,无法拒绝原假设。 来细说下

2023-10-31 16:18 1 · 回答

NO.PZ2017092702000140问题如下 investment consultant concts two inpennt ranm samples of 5-yeperformanta for US anEuropeabsolute return hee fun. Noting a 50 basis point return aantage for US managers, the consultant cis to test whether the two means are statistically fferent from one another a 0.05 level of significance. The two populations are assumeto normally stributewith unknown but equvariances. Results of the hypothesis test are containein the tables below.The results of the hypothesis test incate ththe:A.null hypothesis is not rejecte B.alternative hypothesis is statistically confirme C.fferenin mereturns is statistically fferent from zero. A is correct. The t-statistic value of 0.4893 es not fall into the criticvalue rejection regions (≤ –1.984 or 1.984). Insteit falls well within the acceptanregion. Thus, H0 cannot rejecte the result is not statistically significant the 0.05 level.t检验的拒绝原假设逻辑为|test statistic|>|criticvalue|,根据这个原则,直接选择A,无法拒绝原假设。 这题怎么分析没有看懂

2023-09-12 15:19 1 · 回答

NO.PZ2017092702000140 问题如下 investment consultant concts two inpennt ranm samples of 5-yeperformanta for US anEuropeabsolute return hee fun. Noting a 50 basis point return aantage for US managers, the consultant cis to test whether the two means are statistically fferent from one another a 0.05 level of significance. The two populations are assumeto normally stributewith unknown but equvariances. Results of the hypothesis test are containein the tables below.The results of the hypothesis test incate ththe: A.null hypothesis is not rejecte B.alternative hypothesis is statistically confirme C.fferenin mereturns is statistically fferent from zero. A is correct. The t-statistic value of 0.4893 es not fall into the criticvalue rejection regions (≤ –1.984 or 1.984). Insteit falls well within the acceptanregion. Thus, H0 cannot rejecte the result is not statistically significant the 0.05 level.t检验的拒绝原假设逻辑为|test statistic|>|criticvalue|,根据这个原则,直接选择A,无法拒绝原假设。 b的意思看不懂

2023-04-04 23:32 1 · 回答

NO.PZ2017092702000140问题如下investment consultant concts two inpennt ranm samples of 5-yeperformanta for US anEuropeabsolute return hee fun. Noting a 50 basis point return aantage for US managers, the consultant cis to test whether the two means are statistically fferent from one another a 0.05 level of significance. The two populations are assumeto normally stributewith unknown but equvariances. Results of the hypothesis test are containein the tables below.The results of the hypothesis test incate ththe:A.null hypothesis is not rejecte B.alternative hypothesis is statistically confirme C.fferenin mereturns is statistically fferent from zero. A is correct. The t-statistic value of 0.4893 es not fall into the criticvalue rejection regions (≤ –1.984 or 1.984). Insteit falls well within the acceptanregion. Thus, H0 cannot rejecte the result is not statistically significant the 0.05 level.t检验的拒绝原假设逻辑为|test statistic|>|criticvalue|,根据这个原则,直接选择A,无法拒绝原假设。 老师,请问下这道题significanlevel是0.05那就是1.96是不是1.984也可以跟1.96比较,结论是不能拒绝。

2022-12-27 13:35 1 · 回答