题目
An analyst has constructed the following t-test for a portfolio of financial securities whose returns are normally distributed: Number of securities=40 H0: Mean return<=18% Significance level=0.1 What is the rejection point for this test?
选项
A.1.304
B.1.684
C.2.021
D.2.023
答案
A
解析
This is a one-tailed test with 39 degrees of freedom and significance level of 0.1. Looking up the Student's t-distribution for df=39 and p=0.1, we get the critical value of 1.304. 这是一个单尾测试，自由度为39，显着性水平为0.1。 在df = 39和p =0.1的情况下查找学生的t分布，我们得到的临界值为1.304。