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Victoriazhang · 2021年09月08日

A选项是什么意思呢，可以还讲一下么

  1. CFA I
  2. Quantitative

NO.PZ2018062016000135

问题如下：

According to the following statements on p-value, which is less correct?

选项：

A.

The p-value is the largest level of significance at which the null hypothesis would be rejected.

B.

The lower the p-value, the stronger the evidence for rejecting the null hypothesis.

C.

The p-value has the usual value, but not stable.

解释：

A is correct. The p-value is the smallest level of significance at which the null hypothesis can be rejected for a given value of the test statistic.

A选项需要仔细讲一下

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1 个答案

星星_品职助教 · 2021年09月08日

同学你好，

A选项说反了，应该是“The p-value is the smallest level of significance at which the null hypothesis would be rejected.”

这句话的意思是p-value是可以去拒绝原假设的最小的significance level。例如p-value等于2.7%，这个2.7%就是可以去拒绝的最小值。如果significance level此时比这个最小值还都要小，那就拒绝不了了。

换而言之，此时significance level就必须要比2.7%大才可以去拒绝原假设。

上述思维比较抽象，可以举个例子进行总结。只要significance level大于了p-value，就拒绝原假设。例如本例中significance level如果等于5%，大于了2.7%，就直接拒绝原假设。

如果不拒绝原假设，那么significance level就要小于p-value。例如本例中significance level如果等于1%，小于了2.7%，就无法拒绝。

从考试的角度，需要掌握：1）A选项的正确描述方法；2）p-value＜significance level等价于直接拒绝原假设；其中第2）条更重要一些。



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