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 appropriate 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: ≤
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.
原假设是≤,那么难道不应该看左尾吗?即检验统计量1.91和critical value中-1.65比,这样落在接受域。