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简ying · 2020年12月08日

问一道题：NO.PZ201709270100000301 第1小题 [ CFA II ]

  1. CFA II
  2. Quantitative

* 问题详情，请 查看题干

问题如下：

1. Based on Exhibit 1 and given Varden’s expectations, which is the best null hypothesis and conclusion regarding CEO tenure?

选项：

A.

b2≤ 0; reject the null hypothesis

B.

b2 = 0; cannot reject the null hypothesis

C.

b2 ≥ 0; reject the null hypothesis

解释：

A is correct. Varden expects to find that CEO tenure is positively related to the firm’s ROE. If he is correct, the regression coefficient for tenure, b2, will be greater than zero (b2 > 0) and statistically significant. The null hypothesis supposes that the "suspected" condition is not true, so the null hypothesis should state the variable is less than or equal to zero. The t-statistic for tenure is 2.308, significant at the 0.027 level, meeting Varden’s 0.05 significance requirement. Varden should reject the null hypothesis.

如果是用T statistic和critical value做比较，critical value是1.96还是1.65？

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1 个答案

星星_品职助教 · 2020年12月08日

同学你好，

0.05 significance level的单尾检验，在正态分布下对应的关键值是±1.645。

这道题是t检验，如果要找到精确的t分布的关键值，就需要查表了。

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