标题: T,F Chi square tables not in book [打印本页] 作者: joemoran 时间: 2013-4-28 07:23 标题: T,F Chi square tables not in book
Did anyone notice that there are no Appendices with T, F, Chi Square etc tables in the CFA Level II Curriculum books? Even though they say it’s at the end of the volume?作者: Finalnub 时间: 2013-4-28 07:23
Another way of cost cutting.作者: tarik64 时间: 2013-4-28 07:23
Its a pain when you see the lines “Refer Tables at the end of this volume” and you fail to spot any. I have detached the pages from Level 1 books.作者: mp3bu 时间: 2013-4-28 07:24
CFAI posted an errata, as well as the missing appendices, a couple of weeks ago. The errata goes over some sections that were mistakenly labeled as “Optional,” so it’s an important read.
http://www.cfainstitute.org/cfaprogram/courseofstudy/pages/study_sessions.aspx作者: troymo 时间: 2013-4-28 07:24
Thank you guys for the information!作者: Zesty 时间: 2013-4-28 07:24
On my first pass, I am doing problems in Excel. The Excel functions TINV and FINV provide the values from the tables that are missing (for the t & F-distributions). There are also chi-squared functions, one of which will surely do the trick. (I haven’t done the Reading 12 problems yet, where it’s needed.)
On my second pass, I’ll restrict myself to the HP-12C & printed-out tables.作者: hariRaj 时间: 2013-4-28 07:25
There is a CHIINV function in Excel, but I doubt if there’s Appendix E: critical values for the Durbin-Watson statistic!作者: maxmeomeo 时间: 2013-4-28 07:25
I don’t know why, but for some reason it’s important to me to know what the chi^2, F, and t distributions actually are:
*The chi^2 distribution with k degrees of freedom is the distribution of the sum of the squares of k independent, identically distributed standard normal random variables.
*The F distribution with n degrees of freedom in the numerator and d degrees of freedom in the denominator is the distribution of the ratio of the mean of the squares of n independent, identically distributed standard normal random variables to the mean of the squares of d other independent, identically distributed standard normal random variables, in other words F ~ (chi^2/n)/(chi^2/d) where the chi^2 are independent and have n and d degrees of freedom respectively.
*If a random variable has the t distribution, then its square has the F distribution with a single degree of freedom in the numerator. In other words, t^2 ~ z^2/(chi^2/d) or t ~ z/sqrt(chi^2/d) where t and chi^2 each have d degrees of freedom, and z is standard normal.
I freaked about the F distribution on Level I, but now it doesn’t seem so bad to me. I don’t remember how much of this information is included in the readings, but I learned it from Wikipedia and various textbooks and it helps me understand and remember where to apply these distributions.
