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🐹Lmy · 2020年05月07日

问一道题：NO.PZ2015120604000144 [ CFA I ]

  1. CFA I
  2. Quantitative

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 = (n−1) 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.

The critical chi-square critical values are 12.4 and 39.36.怎么出来的
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1 个答案

星星_品职助教 · 2020年05月07日

同学你好，

critical value都是查表得到的，可以根据原版书后的卡方分布表按照上课讲的方法练习查一下

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