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Linda · 2024年04月21日

按照公式算不出来表格中的数

NO.PZ2022123001000109

问题如下:

A researcher is examining the mean return on assets of publicly traded companies that constitute an index of 2,000 mid-cap stocks and is testing hypotheses concerning whether the mean is equal to 15%:


She uses a 5% level of significance and collect a sample of 50 firms. She wants to examine the robustness of her analysis, so she repeats the collection and test of the return on assets 30 times. The results for the samples with the five lowest p-values are given in Exhibit 1


Using the BH criteria, how many tests are considered significant(at a 5% significance level)?

选项:

A.

3

B.

4

C.

5

解释:


按照P(i)后面那一坨公式,是计算不出表格中的数的

1 个答案
已采纳答案

袁园_品职助教 · 2024年04月21日

嗨,从没放弃的小努力你好:


可以的,以第一个为例,a=5%=0.05,Rank of i=1,Number of tests=30,所以=0.05*1/30=0.00167;然后0.00136<0.00167,拒绝原假设

第二个就是=0.05*2/30=0.00333;然后0.00184<0.00333,拒绝原假设

第三个=0.05*3/30=0.005;然后0.00282<0.005,拒绝原假设

第四个=0.05*4/30=0.0067;然后0.03211>0.0067,不能拒绝原假设

第五个=0.05*5/30=0.0083然后0.05704>0.0083,不能拒绝原假设

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