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郑冠雨 · 2020年09月27日

问一道题:NO.PZ2017092702000163

问题如下:

Jill Batten is analyzing how the returns on the stock of Stellar Energy Corp. are related with the previous month’s percent change in the US Consumer Price Index for Energy (CPIENG). Based on 248 observations, she has computed the sample correlation between the Stellar and CPIENG variables to be -0.1452. She also wants to determine whether the sample correlation is statistically significant. The critical value for the test statistic at the 0.05 level of significance is approximately 1.96. Batten should conclude that the statistical relationship between Stellar and CPIENG is:

选项:

A.

significant, because the calculated test statistic has a lower absolute value than the critical value for the test statistic.

B.

significant, because the calculated test statistic has a higher absolute value than the critical value for the test statistic.

C.

not significant, because the calculated test statistic has a higher absolute value than the critical value for the test statistic.

解释:

B is correct. The calculated test statistic is t = -2.30177

Because the absolute value of t is greater than 1.96, the correlation coefficient is statistically significant.


老师这个算出来的值是-2.3小于-1.96,所以说明应该reject原假设对吧。那为什么就statistically significant了?

1 个答案
已采纳答案

星星_品职助教 · 2020年09月27日

同学你好,

这道题应该拒绝原假设。拒绝原假设的简单描述就是significant。

可以通过拒绝原假设的完整描述来理解这个问题。拒绝原假设的完整说法是statistically significant different from H0.

假设H0为ρ=0,那么拒绝原假设就是statistically significant different from 0. 简称就是significant。