答案和详解如下： 6.John Jenkins, CFA, is performing a study on the behavior of the mean P/E ratio for a sample of small-cap companies. Which of the following statements is TRUE? A) One minus the confidence level of the test represents the probability of making a Type II error. B) A Type I error represents the failure to reject the null hypothesis when it is, in truth, false. C) A Type II error represents the rejection of the null hypothesis when it is, in truth, true. D) The significance level of the test represents the probability of making a Type I error. The correct answer was D) A Type I error is the rejection of the null when the null is actually true. The significance level of the test (alpha) (which is one minus the confidence level) is the probability of making a Type I error. A Type II error is the failure to reject the null when it is actually false. 7.Which of the following statements about hypothesis testing is FALSE? A) A Type II error is the probability of failing to reject a null hypothesis that is not true. B) The confidence level is one minus the significance level. C) The significance level is the probability of making a Type I error. D) A Type I error is the probability of rejecting the null hypothesis when the null hypothesis is false. The correct answer was D) A Type I error is the probability of rejecting the null hypothesis when the null hypothesis is true. 8.Which of the following statements about hypothesis testing is TRUE? A Type I error is the probability of: A) rejecting a true alternative hypothesis. B) failing to reject a false hypothesis. C) rejecting a true null hypothesis. D) rejecting a false hypothesis. The correct answer was C) The Type I error is the error of rejecting the null hypothesis when, in fact, the null is true. 9.Which of the following statements about hypothesis testing is FALSE? A) The null hypothesis is a statement about the value of a population parameter. B) A Type II error is failing to reject a false null hypothesis. C) A Type I error is rejecting the null hypothesis when it is actually true. D) If the alternative hypothesis is Ha: µ> µ0, a two-tailed test is appropriate. The correct answer was D) The hypotheses are always stated in terms of a population parameter. Type I and Type II are the two types of errors you can make – reject a null hypothesis that is true or fail to reject a null hypothesis that is false. The alternative may be one-sided (in which case a> or < sign is used) or two-sided (in which case a ≠ is used). 10.If the probability of a Type I error decreases, then the probability of: A) incorrectly rejecting the null increases. B) a Type II error increases. C) incorrectly accepting the null increases. D) incorrectly accepting the null decreases. The correct answer was B) If P(Type I error) decreases, then P(Type II error) increases. A null hypothesis is never accepted. We can only fail to reject the null. | 
发表于 2008-4-16 15:47
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