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Suechen · 2020年12月21日

问一道题:NO.PZ2018062016000140 [ CFA I ]

问题如下:

During the table below, the mean monthly return of X Index in the first five years have been different than the mean return in the second five years.

Let the μ1 stand for the population mean return for the year1 through year 5 and μ2 stand for the population mean return for the year 6 through year 10, the following hypothese: H0: μ1 – μ2 = 0 versus Ha: μ1 – μ2 ≠ 0

Assume that the significant level is 0.05

Which of the following options is most accurate?

选项:

A.

The null hypothesis will be rejected if t<-1.98 or t>1.98.

B.

The t-test has 119 degrees of freedom.

C.

The rejection points are ±1.658.

解释:

A is correct. The two samples are drawn from two different time periods, so they are independent samples. The population variances can be assumed to be equal. Under all considerations, the t-test has 60+60-2=118 degrees of freedom.For a two-tailed test, at the significant level of 0.05, the rejection points are ±1.980, so we will reject the null if t<-1.980 or t>1.980.

95%置信区间应该是+-1.96,因为是查的t分布表吗,所以是1.98,考试会给表吗

1 个答案

星星_品职助教 · 2020年12月21日

同学你好,

95%置信区间对应±1.96是正态分布才有的情况。题干中的这种检验本身就是t分布。

 考试的时候是一定会给出关键值的信息的,不然就没法做了。

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