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Jerrie · 2018年03月20日

问一道题:NO.PZ2015120204000007 [ CFA II ]

问题如下图:

    

选项:

A.

B.

C.

解释:


老师,总体感觉数量很抽象,对于完全没有微积分和数学基础的我来说还是很难的,看题有点不知所云的感觉。请问这个题的解题思路是什么呢?这个t公式又是哪来的,我都不知道到哪里看讲义。

1 个答案

daiqiedison · 2018年03月21日

t=(r-0)/sigma,在相关系数的检验那一节。

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NO.PZ2015120204000007 significant, because the calculatetest statistic ha higher absolute value ththe criticvalue for the test statistinot significant, because the calculatetest statistic ha higher absolute value ththe criticvalue for the test statisti B is correct. Because the absolute value of t = -2.3017 is greater th1.96, the correlation coefficient is statistically significant. criticvalue +/-1.96    

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NO.PZ2015120204000007 老师这道题如何判断什么是原假设呢,因为题干说的是termine whether the sample correlation between the StellanCPIENG variables is statistically significant.我自己的直接理解原假设就是这两个事情的相关性是significant的,这样对吗,所以T-TEST的值落在拒绝域里,那应该拒绝原假设,即相关性是不significant的,这样的逻辑错在哪了呢?

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