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Ly · 2021年12月26日

关于critical value

  1. CFA I
  2. Quantitative

NO.PZ2018062016000119

问题如下：

which of the following statement is most likely correct?

选项：

A.

95% confidence level is that means we have 95% probably reject H0

B.

Test statistic is calculated with the population data

C.

Critical value is determined by the significantly level

解释：

C is correct. 95% confidence level is that means we have 95% probably not reject H0,test statistic is calculated with the sample data.

基础讲义第228页中的例题直接假设显著性水平是5%，为什么呢?可以随便假设一个吗？另外confidence level和significant level 是一个意思吗？
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1 个答案

星星_品职助教 · 2021年12月26日

同学你好，

讲义上的例题有省略。如果是自己做题，significance level是必须要给定的，否则无法解题。

confidence level是置信区间，例如95%；significance level是此时对应的5%显著性水平。两者相加等于100%。

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