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红豆生南国 · 2019年11月18日

问一道题：NO.PZ2017092702000123

  1. CFA I
  2. Quantitative

问题如下：

A hypothesis test for a normally-distributed population at a 0.05 significance level implies a:

选项：

A.

95% probability of rejecting a true null hypothesis.

B.

95% probability of a Type I error for a two-tailed test.

C.

5% critical value rejection region in a tail of the distribution for a one-tailed test.

解释：

C is correct.

For a one-tailed hypothesis test, there is a 5% critical value rejection region in one tail of the distribution.

我认为critical value 不等于significance level 的5%啊，他只是一个点，为什么跟reject region混合一起呢？题目出得有问题吧？

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2 个答案

星星_品职助教 · 2020年09月28日

@Michelle戀 对，significance level就是α和Type I error

Michelle戀 · 2020年09月30日

谢谢

星星_品职助教 · 2019年11月18日

同学你好，

你这个理解很赞。题干想表达的是5% critical value那个“点”对应的“面积”是拒绝域。因为critical value的含义就是给定一个概率（如5%），这块概率的面积在横轴上可以对应出一个点，也就是分位点。所以就给联系在一起了。如果直接就用5% significance level会更好一些。

一般题目可能不会说的那么严谨，可以用排除法解决这类题目。练习题还是主要以掌握知识点为主，加油~

Michelle戀 · 2020年09月28日

请问AB选项都应该将95%改成5%才是对的？

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