NO.PZ2023091601000060
问题如下：
Using a sample size of 61
observations, an analyst determines that the standard deviation of the returns
from a stock is 21%. Using a 0.05 significance level, the analyst:
选项：
A.
Can conclude that
the standard deviation of returns is higher than 14%.
B.
Cannot
conclude that the standard deviation of returns is higher than 14%
C.
Can conclude that
the standard deviation of returns is not higher than 14%.
D.
None of the above.
解释：
The required test for
testing the variance is the chi-squared test.
To test whether the
standard deviation is higher (H0: standard deviation is lower than or equal to
14%), the critical value of chi-squared will be 79.08 (using df = 60 and p =
0.05). Since the test statistic is higher than the critical value, the analyst
can reject the null hypothesis and concludes that the standard deviation of
returns is higher than 14%.
老师好，我也有同样的问题，为什呢不能设置H0大于等于14%，从题目和答案都完全不出来想要拒绝的结论是什么。也就说这道题如果H0设置的和解题相反，则无法算出正确答案对吧？
