题目
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:
选项
A.1.21
B.1.65
C.1.76
D.1.96
答案
C
解析
Since this is a one-tailed test with a 0.05 significance level and 14 degrees of freedom, the critical value from the t-table is 1.76. 由于这是一个单尾检验，显着性水平为0.05，自由度为14，因此t表的临界值为1.76。