蛋同学2024-09-05 22:30:02
这道题H0:“16 active portfolio managers have achieved a significantly higher performance than the average for all portfolio managers over a certain period”。即active > average,算出来fail to reject,即认同active > average,为啥选B不选A?
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黄石2024-09-06 10:02:19
同学你好。对于原假设和备择假设的选择,简而言之就是我们会将想要拒绝的内容放在原假设,而备择假设则是我们想要证明为真的内容。此处an analyst is given the task of determining whether a group of 16 active portfolio managers have achieved a significantly higher performance (using a significance level of 0.05) than the average for all portfolio managers over a certain period,根据内容和语境可以判断active > average是analyst想要证明为真的内容(我们投资于主动管理的组合,自然是希望获得更高的收益,这是我们想要证明的点)。因此,备择假设是active > average,对应的active <= average就是原假设。
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