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Narcissus · 2018年08月24日

问一道题:NO.PZ2015120604000144 [ CFA I ]

请问这道题超纲吗?

还有最后的critical chi square是怎么得出来的?

问题如下图:

选项:

A.

B.

C.

解释:

1 个答案
已采纳答案

菲菲_品职助教 · 2018年08月24日

同学你好,这道题目不超纲哦,知识点为:types of hypothesis testing。

卡方分布的临界值是通过查卡方分布临界值表得出来的。表中所给值直接只能查单侧概率值,可以变化一下来查双侧概率值。例如本题,要在自由度为24的卡方分布中,得到双侧概率为0.05所对应的上下端点可以这样来考虑:双侧概率指的是在上端和下端各划出概率相等的一部分,两概率之和为给定的概率值,这里是0.05,因此实际上上端点以上的概率为0.05/2=0.025,用概率0.025查表得上端点的值为39.36,记为X²0.05/2(24)=39.36。下端点以下的概率也为0.025,因此可以用0.975查得下端点为12.4,记为X²1-0.05/2(24)=12.4。

这道题解释中给的临界值是不对的,我们在后台已经进行修改,会尽快上传。

 

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