题目
An investment consultant conducts two independent random samples of five-year performance data for US and European absolute return hedge funds. Noting a return advantage of 50 bps for US managers, the consultant decides to test whether the two means are different from one another at a 0.05 level of significance. The two populations are assumed to be normally distributed with unknown but equal variances. Results of the hypothesis test are contained in the following tables.「huixue_img/importSubject/1564548697612750848.png」The results of the hypothesis test indicate that the:
选项
A.null hypothesis is not rejected.
B.alternative hypothesis is statistically confirmed.
C.difference in mean returns is statistically different from zero.
答案
A
解析
A is correct.The calculated t-statistic value of 0.4893 falls within the bounds of the critical t-values of ±1.984. Thus, H0 cannot be rejected; the result is not statistically significant at the 0.05 level. A正确。 0.4893这个t统计量不落在临界值之间的拒绝区域(≤-1.984或> 1.984)。相反，它落在接受区域之内。因此，Ho不能被拒绝；结果在0.05显著性水平下不显著。