开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

Zxxyyy · 2019年01月20日

问一道题:NO.PZ201512020300000303 第3小题 [ CFA II ]

* 问题详情,请 查看题干

问题如下图:

选项:

A.

B.

C.

解释:

为什么不可以是双尾检验呢?

1 个答案

菲菲_品职助教 · 2019年01月21日

同学你好,我们来看题目。

Hansen的belief是,当其他条件不变时,pre-offer price adjustment每上升1%,initial return的上升会小于0.5%。

注意,这里说的是小于0.5%,这是我们判断是单尾检验的原因。如果这里是等于,那么就是双尾检验。

 

  • 1

    回答
  • 0

    关注
  • 346

    浏览
相关问题

NO.PZ201512020300000303 问题如下 3.The most appropriate null hypothesis anthe most appropriate conclusion regarng Hansen’s belief about the magnitu of the initireturn relative to thof the pre-offer priaustment (reflectethe coefficient bj) are: Null HypothesisConclusion about bj(0.05 Level of Significance) A.H0: bj=0.5RejeH0 B.H0: bj≥0.5Fail to rejeH0 C.H0: bj≥0.5RejeH0 C is correct.To test Hansen’s belief about the rection anmagnitu of the initireturn, the test shoula one-tailetest. The alternative hypothesis is H1: 0.5b_j 0.5bj​ 0.5, anthe null hypothesis is H0: bj≥0.5b_j\geq0.5bj​≥0.5. The corretest statistic is: t = (0.435-0.50)/0.0202 = -3.22, anthe criticvalue of the t-statistic for a one-tailetest the 0.05 level is -1.645. The test statistic is significant, anthe null hypothesis crejectethe 0.05 level of significance. 我计算的Sbj=1/(1725^0.5)=0.024077

2024-07-09 11:14 1 · 回答

NO.PZ201512020300000303 问题如下 3.The most appropriate null hypothesis anthe most appropriate conclusion regarng Hansen’s belief about the magnitu of the initireturn relative to thof the pre-offer priaustment (reflectethe coefficient bj) are: Null HypothesisConclusion about bj(0.05 Level of Significance) A.H0: bj=0.5RejeH0 B.H0: bj≥0.5Fail to rejeH0 C.H0: bj≥0.5RejeH0 C is correct.To test Hansen’s belief about the rection anmagnitu of the initireturn, the test shoula one-tailetest. The alternative hypothesis is H1: 0.5b_j 0.5bj​ 0.5, anthe null hypothesis is H0: bj≥0.5b_j\geq0.5bj​≥0.5. The corretest statistic is: t = (0.435-0.50)/0.0202 = -3.22, anthe criticvalue of the t-statistic for a one-tailetest the 0.05 level is -1.645. The test statistic is significant, anthe null hypothesis crejectethe 0.05 level of significance. 请问 这一题计算出来的检验统计量-3.22,为什么不和表里Pre-offer priaustment的检验结果21.53作对比?

2024-01-31 16:01 1 · 回答

NO.PZ201512020300000303 问题如下 3.The most appropriate null hypothesis anthe most appropriate conclusion regarng Hansen’s belief about the magnitu of the initireturn relative to thof the pre-offer priaustment (reflectethe coefficient bj) are: Null HypothesisConclusion about bj(0.05 Level of Significance) A.H0: bj=0.5RejeH0 B.H0: bj≥0.5Fail to rejeH0 C.H0: bj≥0.5RejeH0 C is correct.To test Hansen’s belief about the rection anmagnitu of the initireturn, the test shoula one-tailetest. The alternative hypothesis is H1: 0.5b_j 0.5bj​ 0.5, anthe null hypothesis is H0: bj≥0.5b_j\geq0.5bj​≥0.5. The corretest statistic is: t = (0.435-0.50)/0.0202 = -3.22, anthe criticvalue of the t-statistic for a one-tailetest the 0.05 level is -1.645. The test statistic is significant, anthe null hypothesis crejectethe 0.05 level of significance. 总是把h0和ha的设定有点搞混,不清楚这道题为什么要设定h0为bj大于等于0.5,结论是这样得出来的

2023-04-27 00:12 2 · 回答

NO.PZ201512020300000303 问题如下 3.The most appropriate null hypothesis anthe most appropriate conclusion regarng Hansen’s belief about the magnitu of the initireturn relative to thof the pre-offer priaustment (reflectethe coefficient bj) are: Null HypothesisConclusion about bj(0.05 Level of Significance) A.H0: bj=0.5RejeH0 B.H0: bj≥0.5Fail to rejeH0 C.H0: bj≥0.5RejeH0 C is correct.To test Hansen’s belief about the rection anmagnitu of the initireturn, the test shoula one-tailetest. The alternative hypothesis is H1: 0.5b_j 0.5bj​ 0.5, anthe null hypothesis is H0: bj≥0.5b_j\geq0.5bj​≥0.5. The corretest statistic is: t = (0.435-0.50)/0.0202 = -3.22, anthe criticvalue of the t-statistic for a one-tailetest the 0.05 level is -1.645. The test statistic is significant, anthe null hypothesis crejectethe 0.05 level of significance. criticvalue为什么是负的1.645,而不是1.645?如果是双尾检验,95%的置信区间,criticvalue是否等于1.96?

2023-01-23 21:09 2 · 回答

NO.PZ201512020300000303 老师好 这里T st为啥不是 减去 0.005 虽然题目里说 0.5 percent 也有提到用in cimal. \" corretest statistic is: t = (0.435-0.50)/0.0202 = -3.22\"

2021-11-11 05:26 2 · 回答