开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

品职辅导员_小明 · 2017年12月07日

问一道题:NO.PZ2015120204000022 [ CFA II ]

问题如下图:

    

选项:

A.

B.

C.

解释:

这道题为什么是用双尾?


3 个答案
已采纳答案

源_品职助教 · 2017年12月08日

因为本题考查的是构建置信区间,该区间以均值为中心,一个置信区间有上下边界。每个边界所对应的关键值一定是α/2(在给定的α水平下)

你也可以这样想,置信区间是指在给定的α水平下,有1-α的概率包含我们所要预测的真实值,那么真实值不在这个区间可以小于这个区间,也可以大于这个区间,这本身就类似于双尾检验。

品职辅导员_小明 · 2017年12月08日

那是不是可以当做一个结论来记?confidence interval 就是双尾检验

源_品职助教 · 2017年12月10日

95%的置信水平对应的就是5%的显著性水平,即α=5%

源_品职助教 · 2017年12月09日

可以的,但是要看清题目,如果题目给的不是α而是α/2,那就拿来用即可。


品职辅导员_小明 · 2017年12月10日

可是题目中给条件只会给95%的confidence interval,不会说是α还是α/2

  • 3

    回答
  • 2

    关注
  • 385

    浏览
相关问题

NO.PZ2015120204000022 1.72 to 4.36. 1.93 to 4.15. B is correct. The confinintervis computea1±s(a1)×(95%,∞)a_1\pm s(a_1)\times(95\%,\infty)a1​±s(a1​)×(95%,∞). From Exhibit 1, = 3.04 ant(a1) = 4.52, resulting in a stanrerror of = s(a1) = 3.04/4.52 = 0.673. The criticvalue for t from Exhibit 3 is 1.96 for p = 0.025. The confinintervfor is 3.04 ± 0.673 × 1.96 = 3.04 ± 1.31908 or from 1.72092 to 4.35908.老师请问stanrerror为什么是3.04\4.52 ? 谢谢

2022-07-03 22:35 1 · 回答

NO.PZ2015120204000022问题如下lExcess stock market returnt=a0+a1fault sprea−1 +a2Term sprea−1 +a3Pres party mmyt−1 +e{l}Excess\text{ }stock\text{ }market\text{ }return_t\\=a_0+a_1fault\text{ }sprea{t-1}\text{ }+a_2Term\text{ }sprea{t-1}\text{ }+a_3Pres\text{ }party\text{ }mmy_{t-1}\text{ }+elExcess stock market returnt​=a0​+a1​fault sprea−1​ +a2​Term sprea−1​ +a3​Pres party mmyt−1​ +efault spreis equto the yielon Bbon minus the yielon Abon. Term spreis equto the yielon a 10-yeconstant-maturity US Treasury inx minus the yielon a 1-yeconstant-maturity US Treasury inx. Pres party mmy is equto 1 if the US Presint is a member of the mocratic Party an0 if a member of the RepublicParty.The regression is estimatewith 431 observations.Exhibit 1.Multiple Regression OutputExhibit 2. Table of the Stunt’s t-stribution (One-TaileProbabilities for = ∞)The 95 percent confinintervfor the regression coefficient for the fault spreis closest to:A.0.13 to 5.95.B.1.72 to 4.36.C.1.93 to 4.15.B is correct.The confinintervis computea1±s(a1)×(95%,∞)a_1\pm s(a_1)\times(95\%,\infty)a1​±s(a1​)×(95%,∞). From Exhibit 1, = 3.04 ant(a1) = 4.52, resulting in a stanrerror of = s(a1) = 3.04/4.52 = 0.673. The criticvalue for t from Exhibit 3 is 1.96 for p = 0.025. The confinintervfor is 3.04 ± 0.673 × 1.96 = 3.04 ± 1.31908 or from 1.72092 to 4.35908.题目显示为one-tail,则95%confinlevel应该对应的p是0.05、t是1.645,否则选0.025为双尾与表格不符,是否应为C

2022-05-19 17:26 1 · 回答

NO.PZ2015120204000022 1.72 to 4.36. 1.93 to 4.15. B is correct. The confinintervis computea1±s(a1)×(95%,∞)a_1\pm s(a_1)\times(95\%,\infty)a1​±s(a1​)×(95%,∞). From Exhibit 1, = 3.04 ant(a1) = 4.52, resulting in a stanrerror of = s(a1) = 3.04/4.52 = 0.673. The criticvalue for t from Exhibit 3 is 1.96 for p = 0.025. The confinintervfor is 3.04 ± 0.673 × 1.96 = 3.04 ± 1.31908 or from 1.72092 to 4.35908. 老师,请问有什么好一点的办法判断什么时候用单尾,什么时候用双尾吗?做题的时候纠结了一下该用5%(单尾)还是2.5%(双尾)对应的criticvalue

2022-03-12 11:46 1 · 回答

NO.PZ2015120204000022 具体对应的有可以背的数据么

2021-11-12 16:17 3 · 回答

NO.PZ2015120204000022 1.72 to 4.36. 1.93 to 4.15. B is correct. The confinintervis computea1±s(a1)×(95%,∞)a_1\pm s(a_1)\times(95\%,\infty)a1​±s(a1​)×(95%,∞). From Exhibit 1, = 3.04 ant(a1) = 4.52, resulting in a stanrerror of = s(a1) = 3.04/4.52 = 0.673. The criticvalue for t from Exhibit 3 is 1.96 for p = 0.025. The confinintervfor is 3.04 ± 0.673 × 1.96 = 3.04 ± 1.31908 or from 1.72092 to 4.35908. 表一中,P值得作用是什么呢?不太明白为什么要用3.04/t-sta值,来计算。

2021-02-15 12:08 1 · 回答