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HAN smiling · 2023年09月08日

B为什么不对呢？

  1. CFA I
  2. Quantitative

NO.PZ2023061301000026

问题如下：

Jill Batten is analyzing how the returns on the stock of Stellar Energy Corp. are

related with the previous month’s percentage change in the US Consumer Price

Index for Energy (CPIENG). Based on 248 observations, she has computed the

sample correlation between the Stellar and CPIENG variables to be −0.1452. She

also wants to determine whether the sample correlation is significantly different

from zero. The critical value for the test statistic at the 0.05 level of significance

is approximately 1.96. Batten should conclude that the statistical relationship

between Stellar and CPIENG is:

选项：

A.

significant, because the calculated test statistic is outside the bounds of the

critical values for the test statistic.

B.

significant, because the calculated test statistic has a lower absolute value

than the critical value for the test statistic.

C.

insignificant, because the calculated test statistic is outside the bounds of

the critical values for the test statistic.

解释：

A is correct. The calculated test statistic is


Because the value of t = −2.30177 is outside the bounds of ±1.96, we reject the

null hypothesis of no correlation and conclude that evidence is sufficient to indicate

that the correlation is different from zero.

因为计算的T数值是-2.3018,在critical value左侧的更左边，因此是处于左侧拒绝域内。

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1 个答案

星星_品职助教 · 2023年09月08日

同学你好，

B选项说的是calculated test statistic的绝对值（ absolute value）要比critical value的绝对值低。

calculated test statistic的绝对值为2.30177， critical value的绝对值为1.96。calculated test statistic的绝对值更高。


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