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

Eddie · 2023年02月21日

请问significant level 是5%，对应的critical value 不应该是1.96，为什么是1.65？

  1. CFA I
  2. Quantitative

NO.PZ2015120604000147

问题如下：

Here is a table discribing sample statistics from two bonds' rate of return which are both normally distributed over the past decades. If an investor is considering whether the mean of bond B is greater than 26%,

which of the following conclusion is least appropriate (significant level=5%) ?

选项：

A.

It is approptiate to use the Z-test.

B.

The mean of bond B is not significant greater than 26%.

C.

It is a one-tailed test.

解释：

B is correct.

It is appropraite to ues the one-tailed Z-test because the sample size of bond B is bigger than 30.

The null hypothesis is: H0: μ ≤ 26%

The test statistic:


α= 5% indicates the critical value is equal to ±1.65.

Because 1.91>1.65, therefore, we should reject the null hypothesis.

如题

添加评论
1 个答案

星星_品职助教 · 2023年02月21日

同学你好，

课上要求背诵的关键值基于的都是置信区间，如90%置信区间对应关键值为±1.65。对于此置信区间而言，两侧的尾部总面积为10%，单侧尾部面积为5%。

即±1.65是单侧尾部5%所对应的关键值。

回到本题，根据题干描述“...the mean of bond B is greater than 26%”，可知备择假设为μ＞26%。也就说明这是一个单尾检验，significant level=5%对应就是单尾的面积为5%。

所以，关键值也和90%的置信区间一样为±1.65；

-------

与此对比，95%置信区间的关键值±1.96对应的是单侧尾部为2.5%的情况，并不是单尾面积5%。

  • 1

    回答

  • 1

    关注

  • 280

    浏览
相关问题

NO.PZ2015120604000147问题如下 Here is a table scribing sample statistifrom two bon' rate of return whiare both normally stributeover the past cas. If investor is consiring whether the meof bonB is greater th26%,whiof the following conclusion is least appropriate (significant level=5%) ?A.It is appropriate to use the Z-test.B.The meof bonB is not significant greater th26%.C.It is a one-tailetest. B is correct.It is appropraite to ues the one-taileZ-test because the sample size of bonB is bigger th30.The null hypothesis is: H0: μ ≤ 26%The test statistiα= 5% incates the criticvalue is equto ±1.65. Because 1.91 1.65, therefore, we shoulrejethe null hypothesis. 单尾的5% α 是1.65，双尾是1.96 对吗老师

2024-10-14 11:35 1 · 回答

NO.PZ2015120604000147 问题如下 Here is a table scribing sample statistifrom two bon' rate of return whiare both normally stributeover the past cas. If investor is consiring whether the meof bonB is greater th26%,whiof the following conclusion is least appropriate (significant level=5%) ? A.It is appropriate to use the Z-test. B.The meof bonB is not significant greater th26%. C.It is a one-tailetest. B is correct.It is appropraite to ues the one-taileZ-test because the sample size of bonB is bigger th30.The null hypothesis is: H0: μ ≤ 26%The test statistiα= 5% incates the criticvalue is equto ±1.65. Because 1.91 1.65, therefore, we shoulrejethe null hypothesis. 怎么确定原假设方向是小于？根据是否大于，怎么确定原假设和备择假设，，怎么分析

2024-07-22 18:07 1 · 回答

NO.PZ2015120604000147 问题如下 Here is a table scribing sample statistifrom two bon' rate of return whiare both normally stributeover the past cas. If investor is consiring whether the meof bonB is greater th26%,whiof the following conclusion is least appropriate (significant level=5%) ? A.It is appropriate to use the Z-test. B.The meof bonB is not significant greater th26%. C.It is a one-tailetest. B is correct.It is appropraite to ues the one-taileZ-test because the sample size of bonB is bigger th30.The null hypothesis is: H0: μ ≤ 26%The test statistiα= 5% incates the criticvalue is equto ±1.65. Because 1.91 1.65, therefore, we shoulrejethe null hypothesis.

2024-06-03 12:29 1 · 回答

NO.PZ2015120604000147 问题如下 Here is a table scribing sample statistifrom two bon' rate of return whiare both normally stributeover the past cas. If investor is consiring whether the meof bonB is greater th26%,whiof the following conclusion is least appropriate (significant level=5%) ? A.It is appropriate to use the Z-test. B.The meof bonB is not significant greater th26%. C.It is a one-tailetest. B is correct.It is appropraite to ues the one-taileZ-test because the sample size of bonB is bigger th30.The null hypothesis is: H0: μ ≤ 26%The test statistiα= 5% incates the criticvalue is equto ±1.65. Because 1.91 1.65, therefore, we shoulrejethe null hypothesis. 当落在阴影的时候，rejeH0，接受Ha,则表达为is significantily fferent from H0么？

2024-05-16 00:09 1 · 回答

NO.PZ2015120604000147问题如下Here is a table scribing sample statistifrom two bon' rate of return whiare both normally stributeover the past cas. If investor is consiring whether the meof bonB is greater th26%,whiof the following conclusion is least appropriate (significant level=5%) ?A.It is appropriate to use the Z-test.B.The meof bonB is not significant greater th26%.C.It is a one-tailetest. B is correct.It is appropraite to ues the one-taileZ-test because the sample size of bonB is bigger th30.The null hypothesis is: H0: μ ≤ 26%The test statistiα= 5% incates the criticvalue is equto ±1.65. Because 1.91 1.65, therefore, we shoulrejethe null hypothesis. 请问对于这道题大样本的情况，计算出来t统计量后查对应的5%的criticvalue是不是既可以查z分布表也可以查t分布表

2024-03-13 15:27 1 · 回答