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pz1712 · 2017年11月19日

问一道题:NO.PZ2015120604000137 [ CFA I ]

问题如下图:
选项:
A.
B.
C.
解释:
请问怎么判断,第一句里的critical value是1.645而不是1.96?谢谢
1 个答案
已采纳答案

Reagan · 2017年11月19日

首先判断题目的原假设与备择假设是单尾还是双尾


由题意知,应该是单尾的假设(is more than $46760)。所以


A. 显著性水平为0.5%,画出的拒绝域面积0.5%(单边),实际上是99%的正太分布对应的critical value=2.58


B.显著性水平为5%,画出的拒绝域面积5%(单边),但critical value 实际上是90%所对应的值1.65


如果该题目是双尾假设,B显著性水平为5%,所对应的critical value则为1.95.


关键点在于判断是单尾”vs“双尾






pz1712 · 2017年11月20日

非常感谢!

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