發(fā)布時(shí)間:2025-06-26 15:04編輯:融躍教育CFA
CFA一級(jí)定量分析例題chi-square test of independence
Which of the following statements is correct regarding the chi-square test of independence?
A The test has a one-sided rejection region.
B The null hypothesis is that the two groups are dependent.
C If there are two categories, each with three levels or groups, there are six degrees of freedom.
答案:A
解析:Ais correct. The test statistic includes squared differences between the observed and expected values, so the test involves only one side,the right side. B is incorrect because the null hypothesis is that the groups are independent, and C is incorrect because with three levels of
groups for the two categorical variables, there are four degrees of freedom.
關(guān)聯(lián)考點(diǎn):Parametric and Non-Parametric Tests of Independence
易錯(cuò)點(diǎn)分析:
通常,我們使用列聯(lián)表來(lái)檢驗(yàn)兩個(gè)特征之間是否存在獨(dú)立性,例如在一個(gè)包含earnings growth和dividend yield的表中。原假設(shè)是這兩個(gè)特征是獨(dú)立的;檢驗(yàn)的自由度由兩個(gè)特征的組數(shù)決定,計(jì)算公式為自由度df = (r-1)(c-1),其中r和c分別是兩個(gè)特征的組數(shù)。
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