名同学2019-02-18 16:39:22

22.单选题 收藏 标记 纠错 John, a portfolio manager, claims to have consistently produced excessive returns (over and above the benchmark returns) 97.5% of the time due to her skill and not luck. To support her claim, she presents regression results based on 60 monthly observations as follows: alpha = 0.43%, standard error of alpha = 0.21% Would you reject the null hypothesis of true α = 0 and accept her claim of superior performance 95% of the time due to her skill? A t = 2.50; reject the null hypothesis; reject her claim. B t = 2.50; reject the null hypothesis; accept her claim. C t = 2.05; fail to reject the null hypothesis; accept her claim. D t = 2.05; reject the null hypothesis; accept her claim. 这道题到底是用单尾检验还是双尾检验 如果检验T统计量是否区别于零的话不是应该用双尾检验么 为什么答案给的跟单尾95%1.645去比而不是用双尾95%1.96比？