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FrankSun · 2020年03月24日

问一道题:NO.PZ2015120604000144

问题如下:

Quintina conducts a hypothesis to test whether the variance of the annually return is 0.0144. Then she selects a  random  25 year's data as a sample, Quintina figures out the variance of the sample is 0.013924.Assume the level of significance is 5%, which of the following conclusion is least accurate?

选项:

A.

The population variance is not significant different from 0.0144.

B.

The population and sample variances are significantly different.

C.

This hypothesis is appropriate to use the chi-square test.

解释:

B is correct.

The null hypothesis is H0: σ2=0.0144. It is appropriate to use the two-tailed chi-square test.

The test statistic is:   χ 2 = (n1) s 2 σ 0 2 ={(25-1)*0.013924}/0.0144= 23.2067

The critical chi-square critical values are 12.4 and 39.36.

Because the test statistic falls between these two values,so Quintina fails to reject the null hypothesis.

So we conclude that the population variance is not significantly different from 0.0144.

为什么不是采用F-test呢

1 个答案
已采纳答案

星星_品职助教 · 2020年03月24日

同学你好,

这道题的题干说明是在检验一个方差是否等于一个确定的数字,也就是需要用卡方检验。

F检验针对的是两个方差是否相等

这种问题自己复习一下相关概念就可以了,没有必要提问的。

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