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扑扑扑 · 2020年08月01日

问一道题:NO.PZ2015120604000131

问题如下:

Which of the following descriptions is the least accurate about hypothesis testing?

选项:

A.

A Type II error refers to accept the null when it is false.

B.

A one-tailed test with a significance level of 1% has z-critical values of 2.58.

C.

One minus the probability of a Type II error equals the power of test .

解释:

B is correct.

A one-tailed test with a significance level of 1% has z-critical values of 2.33

B选项单尾0.01,则接受域0.98。但Z分布表是根据分位点查概率呀,怎么查表呢?2.33是怎么得到的?

1 个答案

星星_品职助教 · 2020年08月03日

同学你好,

单尾拒绝域为0.01的话,其余部分的面积是0.99,不是0.98。

查表需要根据面积反查分位点。步骤为首先在Z表中找到0.99,发现最接近的是0.9901,然后发现这个面积对应的就是2.33。

此外单尾1%对应的分位点是2.33这个值也需要背一下,会应用在组合科目中的VaR的概念里。

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