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Helen 🎈 · 2023年10月24日

我的妈呀

  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.

看题都不知道在考哪个公式。。

关键这个公式我还理解记忆不了。。

这个和线性回归学得特别云里雾里。。。

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2 个答案

品职助教_七七 · 2024年03月09日

嗨，努力学习的PZer你好：


@小螃蟹 r为样本相关系数。

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星星_品职助教 · 2023年10月24日

同学你好，

根据题干中的“...wants to determine whether the sample correlation is significantly different from zero”，可知此时检验的correlation，所以使用的就是correlation检验的t-statistic的公式。

这个公式没什么太好的记忆窍门，都是硬记的。

小螃蟹 · 2024年03月08日

老师请问，这里的r是什么意思

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NO.PZ2023061301000026 问题如下 Jill Batten is analyzing how the returns on the stoof StellEnergy Corp. arerelatewith the previous month’s percentage change in the US Consumer PriceInx for Energy (CPIENG). Baseon 248 observations, she hcomputethesample correlation between the StellanCPIENG variables to −0.1452. Shealso wants to termine whether the sample correlation is significantly fferentfrom zero. The criticvalue for the test statistic the 0.05 level of significanceis approximately 1.96. Batten shoulconclu ththe statisticrelationshipbetween StellanCPIENG is: A.significant, because the calculatetest statistic is outsi the boun of thecriticvalues for the test statisti B.significant, because the calculatetest statistic ha lower absolute valueththe criticvalue for the test statisti C.insignificant, because the calculatetest statistic is outsi the boun ofthe criticvalues for the test statisti A is correct. The calculatetest statistic isBecause the value of t = −2.30177 is outsi the boun of ±1.96, we rejethenull hypothesis of no correlation anconclu thevinis sufficient to incateththe correlation is fferent from zero. 请问C，拒绝null hypothesis, 这里significant和insignificant是怎么理解？

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