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FRM一级
包含FRM一级传统在线课程、通关课程及试题相关提问答疑;
专场人数:3399提问数量:63256
An analyst believes that hedge funds have significantly (using a significance level of 0.05) outperformed the S&P 500 over the past five years. So she picks a random group of 15 hedge funds and finds that their mean return over this period is 85% and their standard deviation is 45%. During the same period the S&P 500 has risen by 75%. The critical value of the t-statistic for this study is: A. 1.21 B. 1.65. C. 1.76. D. 1.96. 解析:答案选C 。这个是取决于null hypothesis. 这题的null hypothesis 是hedge fund outperformed S&P which means the return of hedge fund is greater or equal to the return of S&P, 75%.先通过题干信息判断备择假设,然后再以此推断原假设。 问题:老师,第三天题目不是很懂呀 你判断出原假设无非就是看他是单尾还是双尾嘛 可是原假设为什么是大于等于呢 题目不是说标普500会提升75% 这里明显不包含等号的啊经应该放在备择假设。原假设就应该是小于等于啊 我理解错了嘛 @金程班班CC老师








