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KiKi · 2020年03月04日

问一道题:NO.PZ2018101001000043 [ CFA II ]

问题如下:

Destiny wants to investigate that whether the selling price of the apple will influence the sales volume of the pear. He expects that the higher the selling price of the apple, the higher the sales volume of the pear if the significant level is 5%. Then he does the regression analysis. Assuming that the coefficient for the selling price of the apple is b1, the result shows that the p-value for b1 is 0.045. Which of the following is most likely correct?

选项:

A.

The H0 is b1≤0 and the result rejects H0.

B.

The H0 is b1≤0 and the result does not reject H0.

C.

The H0 is b1≥0 and the result rejects H0.

解释:

A is correct.

考点: Regression Coefficient: T-test.

解析: Destiny希望得到的结果是,苹果的价格越高,梨的销量越高,即b1>0。我们通常把想要拒绝的放在原假设,所以原假设H0应该是b1≤0。通过回归分析,我们得到P-value为0.045小于α(0.05),所以我们应该拒绝原假设,选择A选项。

请问为什么上课讲的p-value的解题过程是双尾,所以从图形右侧看的话,其实阿尔法没有落在拒绝域里,应该fail to reject呀,这块我还是不太理解
1 个答案

星星_品职助教 · 2020年03月04日

同学你好,

数量刚开端的复习课里强调过,p-value的方法是不需要考虑单双尾的,只要p-value小于α,就拒绝原假设。本题里的p-value=0.045,α=0.05,所以直接拒绝原假设就可以了。不用考虑图形。