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CFA冲冲 · 2021年04月18日

为什么双尾的point大于单尾

NO.PZ2018062016000124

问题如下:

Which of the following descriptions on a two-tailed hypothesis test is least correct?

选项:

A.

A two-tailed test is less directive than a one-tailed test. 

B.

The alternative hypotheses of one-tailed tests has less impacts on the researcher's beliefs than the alternative hypotheses of two-tailed tests. 

C.

Under the same significance level, the absolute value of two-tailed test's rejection points is larger than the one of one-tailed test.

解释:

B is correct. A two-tailed test is a “not equal to” alternative hypothesis, while a one-tailed test is a “greater than” or “less than” alternative hypothesis. “greater than” or “less than” alternative hypotheses reflect the beliefs of the researcher more strongly than a "not equal to" alternative hypothesis.

为什么双尾的critical point大于单尾
1 个答案

星星_品职助教 · 2021年04月18日

同学你好,

对于C选项,最好的办法就是直接用背过的值做一个例子来判断。

正态分布下,95%的单尾检验对应关键值(rejection point)的绝对值为1.645;而95%的双尾检验对应关键值的绝对值为1.96.

C选项的意思是单尾检验(one-tailed hypothesis test)对应的关键值的绝对值要比双尾( two-tailed)检验,由于1.645确实小于1.96,所以C选项的描述没有问题,不能选。

考试时遇到类似的题目也直接用个例子判断即可。


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