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N

i

i=1

n

i

i=1

N

i

2

i=1

n

i

2

i=1

2

2

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2
)
n

   /
n
x
s
x 
s
/
n

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σ
α 2
n

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1.96
n

 1.96

# 

n

## 真题回顾

The confidence interval for the interest rate coefficient is:
[1.50-1.96×0.20,1.50+1.96×0.20]= [1.11, 1.89]

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s
X
t
α 2
n

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 
2
n

n

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2.5%
2.5%
95%
-1.96
1.96
Reject H 0
Fail to
Reject H 0
Reject H 0
5%
95%
1.645
Fail to
Reject H 0
Reject H 0

# We can never say “accept” H 0State the conclusion: μ is (not) significantly different from μ 0

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## P – value testing

2.5%
2.5%
1.07%
1.07%
Negative of the
test statistic
Critical value for 5%
significance level
Positive of the
test statistic
• ##  P - value=2.14%

If P–value < alpha, we reject null hypothesis

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x
 
Z 
0
/
n
x  
t
0
n
1
s /
n

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2

2

2

0

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2

1

2

2

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/
n

s
/
n

2

2

2

0

s
2
1
s
2
2

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x 
29%
12%
H 0 : μ=12%
H a : μ ≠ 12%
t
0
2.2399
2.262
n  1
s
/
n
24% /
10

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1

2

2

1

4

3

4

1

1

75%

1

1

3

2

1

8

    89%

1

9

9

1

1

4

2

1

 

1

16

15

16

94%

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