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jacqie · 2022年01月23日

卡方分布不是n=2时，95%时5.99么？这里n不是4么？

  1. FRM I
  2. Quantitative

NO.PZ2020011101000040

问题如下：

The following data is collected for four distributions:

Which of these datasets are likely (at the 95% confidence level) to not be drawn from a normal distribution?

选项：

解释：

The appropriate test statistic is the Jarque-Bera statistic.

JB=(T−1)(S^2/6+(κ^−3)2/24)JB = (T - 1)(\widehat S^2/6+(\widehat\kappa-3)^2/24)

This will be distributed asχ22\chi_2^2, and for a 5% test size the critical value is 5.99

The following data is collected for four distributions:

So, as the JB figure is greater than 5.99 for datasets B & D, their respective null hypotheses (normally distributed) are rejected.

卡方分布不是n=2时，95%时5.99么？这里n不是4么？

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1 个答案

DD仔_品职助教 · 2022年01月23日

嗨，努力学习的PZer你好：


同学你好，

JB检验的自由度是2，不是4，查找的是df=2那一行的数据。

这部分是基础结论内容，在基础班讲义上有讲解，如下图338页，视频在第9章第五个，同学如果没有印象的话建议再回去听一下这部分。

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虽然现在很辛苦，但努力过的感觉真的很好，加油！

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NO.PZ2020011101000040 5.99是怎么来的？

2021-09-09 01:43 1 · 回答

题目没有。

2020-02-25 20:30 1 · 回答