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Nickyan · 2022年04月19日

原题中说significant level=1%,请问我们什么时候用 阿尔法/2 ,two sided 不应该除以2吗

NO.PZ2015120604000145

问题如下:

Here is a table discribing sample statistics from two bonds' rate of return which are both normally distributed over the past decades. If an investor is considering whether the mean of bond A is equal to 22%,

which of the following conclusion is least appropriate (significant level=1%) ?

选项:

A.

The null hypothesis can be rejected.

B.

It is appropriate to use a two-tailed t-test.

C.

The test statistic value is 1.333.

解释:

A is correct.

The null hypothesis: H0: μ=22%.

Because the sample size is 25, which is less than 30, so it is appropriate to use the two-tailed t-test.

t=Xμ0sn=(0.260.22)0.1525=1.33t=\frac{(X-\mu_0)}{\frac s{\sqrt n}}={\textstyle\frac{(0.26-0.22)}{\textstyle\frac{0.15}{\sqrt{25}}}}=1.33

t at α= 0.01= ±2.797;

Because -2.797 <1.333<+2.797, therefore, H0 cannot be rejected.

原题中说significant level=1%,请问我们什么时候用 阿尔法/2 ,two sided 不应该除以2吗

2 个答案

星星_品职助教 · 2022年04月19日

同学你好,

本题在查表时,实际用的就是α/2。流程如下:

由于本题为双尾检验,significance level=α=1%就相当于单侧尾部面积为α/2=0.5%,对应自由度25-1=24即可得到critical value=(±)2.797,如图。

如果是单尾检验,则significance level=1%就相当于单尾面积就是1%。这种情况下的critical value就是2.492了

Vicky · 2022年04月19日

同学,您好!双尾检验用的是α,单尾检验用的是α/2 在这个题目中,因为样本量不到30个,所以要用t检验。 利用公式计算检验统计量,分子是样本均值-检验均值。0.04。 分母是标准误,标准差除以样本量的根号值0.15/根号25。 检验统计量是1.33 没有落在拒绝域,不能拒绝原假设。

Vicky · 2022年04月19日

抱歉,我说反了,以助教老师为准哈

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