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PaisleyPPx · 2019年10月10日

问一道题:NO.PZ2015120604000144 [ CFA I ]

问题如下图:

选项:

A.

B.

C.

解释:

老师 卡方分布表不会查

1 个答案

星星_品职助教 · 2019年10月10日

同学你好,

原版书672页有一张卡方分布表。以本题为例,自由度为n-1也就是25-1=24。由于显著性水平5%又是双尾检验,所以单侧拒绝域的面积是2.5%。由于卡方分布表中给出的都是右尾概率,所以卡方分布的两个critical value对应的概率分别是2.5%(对应右侧面积2.5%)和97.5%(对应左侧那个critical value,左边面积为2.5%相当于右边面积为97.5%)所以看卡方分布表中自由度24那行,对应的97.5%和2.5%的两列,即可得到critical value分别是12.4和39.36。

一级考试里真正要去查卡方分布表其实应用的很少,加油。

 

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