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Joy_YZZH · 2021年10月11日

题干表1中标明1%＝0.01，那less than 0. 5percent不是应该用0.005带入假设吗，即H0≥0. 005？

  1. CFA II
  2. Quantitative

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NO.PZ201512020300000303

问题如下：

3.The most appropriate null hypothesis and the most appropriate conclusion regarding Hansen’s belief about the magnitude of the initial return relative to that of the pre-offer price adjustment (reflected by the coefficient bj) are:

选项：

Null Hypothesis
Conclusion about bj(0.05 Level of Significance)

A.

H0: bj=0.5
Reject H0

B.

H0: bj≥0.5
Fail to reject H0

C.

H0: bj≥0.5
Reject H0

解释：

C is correct.

To test Hansen’s belief about the direction and magnitude of the initial return, the test should be a one-tailed test. The alternative hypothesis is H1: bj<0.5b_j<0.5, and the null hypothesis is H0: bj≥0.5b_j\geq0.5. The correct test statistic is: t = (0.435-0.50)/0.0202 = -3.22, and the critical value of the t-statistic for a one-tailed test at the 0.05 level is -1.645. The test statistic is significant, and the null hypothesis can be rejected at the 0.05 level of significance.

问题详见以上题目描述。
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星星_品职助教 · 2021年10月11日

同学你好，

对于假设检验，case中的描述实则是X增加1 percent，Y增加少于0.5 percent。

所以这两者都是percent的关系，彼此就抵消了。

表1中的decimal指的是表1中的所有数字都是已经去了百分号的，和假设检验的这段描述是没有关系的。

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NO.PZ201512020300000303 问题如下 3.The most appropriate null hypothesis anthe most appropriate conclusion regarng Hansen’s belief about the magnitu of the initireturn relative to thof the pre-offer priaustment (reflectethe coefficient bj) are: Null HypothesisConclusion about bj(0.05 Level of Significance) A.H0: bj=0.5RejeH0 B.H0: bj≥0.5Fail to rejeH0 C.H0: bj≥0.5RejeH0 C is correct.To test Hansen’s belief about the rection anmagnitu of the initireturn, the test shoula one-tailetest. The alternative hypothesis is H1: 0.5b_j 0.5bj​ 0.5, anthe null hypothesis is H0: bj≥0.5b_j\geq0.5bj​≥0.5. The corretest statistic is: t = (0.435-0.50)/0.0202 = -3.22, anthe criticvalue of the t-statistic for a one-tailetest the 0.05 level is -1.645. The test statistic is significant, anthe null hypothesis crejectethe 0.05 level of significance. 我计算的Sbj=1/(1725^0.5)=0.024077

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2023-01-23 21:09 2 · 回答

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