问题 单项选择题

Roland Carlson, CFA, is a quantitative analyst in a regional securities firm. Because the p-value is exactly the same as the specified significance level, Carlson rejects a null hypothesis. The probability Carlson made a Type Ⅱ error is:()

A. less than the probability Carlson made a Type Ⅰ error.

B. equal to the probability Carlson made a Type Ⅰ error.

C. greater than the probability Carlson made a Type Ⅰ error.

答案

参考答案:A

解析:

如果p值小于显著性水平,则落入拒绝域,我们应该拒绝原假设;如果p值大于显著性水平,则没有落入拒绝域,我们无法拒绝原假设;当p值等于显著性水平时,我们无法确定是否应该拒绝。题目中,Carlson拒绝了原假设,此时犯去真错误(Type Ⅰ error)的可能性是存在的,即原假设是真的,但是分析师拒绝了原假设,此时不会犯存伪错误(Type Ⅱ error),因为已经拒绝了原假设,不会出现原假设是伪的,但分析师没有拒绝的情况。

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