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Jacinth · 2023年03月04日

还是不懂1.75是怎么得出来的？

  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?

选项：

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.

还是不懂1.75是怎么得出来的？

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李坏_品职助教 · 2023年03月04日

嗨，爱思考的PZer你好：


题目告诉我们p值是0.04，说明φ（x）（这个叫正态分布累积概率分布函数）是0.96。我们需要用正态分布的反函数，也就是excel里面的NormsInv函数来反求X的值。


使用excel函数计算过程如下：


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Jacinth · 2023年03月05日

那如果是在考试中这道题是无解吗？还是可以用手算或者按计算机算出来？或者说考试中不会出现。谢谢老师

李坏_品职助教 · 2023年03月05日

嗨，爱思考的PZer你好：


考试中不会考这种计算题的，这个属于超纲题。

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努力的时光都是限量版，加油！

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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

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

2022-05-03 06:04 1 · 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