题目内容

The construction of the t-statistic for a one- and a two-sided hypothesis

A. depends on the critical value from the appropriate distribution.
B. is the same.
C. is different since the critical value must be 1.645 for the one-sided hypothesis, but 1.96 for the two-sided hypothesis (using a 5% probability for the Type I error).
D. uses ±1.96 for the two-sided test, but only +1.96 for the one-sided test.

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The p-value for a one-sided left-tail test is given by

A. Pr(Z - tact ) = φ(tact).
B. Pr(Z < tact ) = φ(tact).
C. Pr(Z < tact ) < 1.645.
D. cannot be calculated, since probabilities must always be positive.

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One of the following steps is not required as a step to test for the null hypothesis:

A. compute the standard error of 1.
B. test for the errors to be normally distributed.
C. compute the t-statistic.
D. compute the p-value.

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Finding a small value of the p-value (e.g. less than 5%)

A. indicates evidence in favor of the null hypothesis.
B. implies that the t-statistic is less than 1.96.
C. indicates evidence in against the null hypothesis.
D. will only happen roughly one in twenty samples.

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The only difference between a one- and two-sided hypothesis test is

A. the null hypothesis.
B. dependent on the sample size n.
C. the sign of the slope coefficient.
D. how you interpret the t-statistic.

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