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

返回

哈哈_cfa · 2021年03月02日

这种题型觉得做事很好理解

  1. CFA II
  2. Quantitative

* 问题详情，请 查看题干

NO.PZ201709270100000301

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.

这种题型在做的时候是要配合上下文的阐述么 觉得每次都有点带着蒙的成分 有没有好的办法理清思路

添加评论
1 个答案

星星_品职助教 · 2021年03月03日

同学你好，

“建立原假设”这种题型的解题原则是：把“相信的”放在备择假设，把“想要拒绝的”放在原假设。

题目问“given Varden’s expectations, which is the best null hypothesis and conclusion regarding CEO tenure”

所以到题干中去寻找Varden对于CEO tenure的expectation是什么，可知“.... CEO tenure is positively related to ROE”。即Varden相信的（expect）的是CEO tenure这个自变量对于因变量ROE的影响为正，转化一下就是他相信b2＞0.

所以可得Ha：b2＞0.继而得到H0：b2≤0。此刻可以直接选出A选项。

---------------

建立原假设题型在二级考察的非常少，而且普遍比较简单。掌握以上原则即可。

  • 1

    回答

  • 2

    关注

  • 666

    浏览
相关问题

NO.PZ201709270100000301 A is correct. Varn expects to finthCEO tenure is positively relateto the firm’s ROE. If he is correct, the regression coefficient for tenure, b2, will greater thzero (> 0) anstatistically significant. The null hypothesis supposes ththe \"suspecte" contion is not true, so the null hypothesis shoulstate the variable is less thor equto zero. The t-statistic for tenure is 2.308, significant the 0.027 level, meeting Varn’s 0.05 significanrequirement. Varn shoulrejethe null hypothesis. He consirs a relationship meaningful when it is statistically significant the 0.05 level.请问如何判断2.308在0.05level里面呢

2021-07-11 10:25 1 · 回答

NO.PZ201709270100000301 A is correct. Varn expects to finthCEO tenure is positively relateto the firm’s ROE. If he is correct, the regression coefficient for tenure, b2, will greater thzero (> 0) anstatistically significant. The null hypothesis supposes ththe \"suspecte" contion is not true, so the null hypothesis shoulstate the variable is less thor equto zero. The t-statistic for tenure is 2.308, significant the 0.027 level, meeting Varn’s 0.05 significanrequirement. Varn shoulrejethe null hypothesis. 老师好 significant the 0.027 level ， 0.027 是什么， 哪里来的？ 谢谢

2021-02-10 05:37 1 · 回答

= 0; cannot rejethe null hypothesis ≥ 0; rejethe null hypothesis A is correct. Varn expects to finthCEO tenure is positively relateto the firm’s ROE. If he is correct, the regression coefficient for tenure, b2, will greater thzero (> 0) anstatistically significant. The null hypothesis supposes ththe \"suspecte" contion is not true, so the null hypothesis shoulstate the variable is less thor equto zero. The t-statistic for tenure is 2.308, significant the 0.027 level, meeting Varn’s 0.05 significanrequirement. Varn shoulrejethe null hypothesis. 如果是用T statistic和criticvalue做比较，criticvalue是1.96还是1.65？

2020-12-08 10:44 1 · 回答

A is correct. Varn expects to finthCEO tenure is positively relateto the firm’s ROE. If he is correct, the regression coefficient for tenure, b2, will greater thzero (> 0) anstatistically significant. The null hypothesis supposes ththe \"suspecte" contion is not true, so the null hypothesis shoulstate the variable is less thor equto zero. The t-statistic for tenure is 2.308, significant the 0.027 level, meeting Varn’s 0.05 significanrequirement. Varn shoulrejethe null hypothesis. 这道题是单尾检验在significant level 5% （拒绝域左边5%)，请问所以T值应该是相当于双尾10% 也就是1.65了吗？一级有些忘记了，谢谢

2020-08-26 13:17 2 · 回答