- CFA Exams
- CFA Level I Exam
- Topic 1. Quantitative Methods
- Learning Module 8. Hypothesis Testing
- Subject 3. Test Statistic and Significance Level
CFA Practice Question
To test H(0): μ = 20 vs. H(A): μ ≠ 20, a sample of 400 will be taken from a large population whose standard deviation is 5. H(0) will be rejected if XBAR ≥ 20.5 or XBAR ≤ 19.5. The level of significance of this test is approximately ______.
A. 0.05
B. 0.02
C. 0.10
Explanation: Half Confidence Interval = Z * S/SQRT(N)
.5 = Z * 5/20
2 = Z
Area beyond Z = .023
So, for both tails, the significance level used = .023 + .023 = .046.
.5 = Z * 5/20
2 = Z
Area beyond Z = .023
So, for both tails, the significance level used = .023 + .023 = .046.
User Contributed Comments 4
User | Comment |
---|---|
mulira | where is the 0.023 from? |
Sundevil | using the formula xbar +(-) reliability factor * standard deviation / sq rt n 20 + Zscore * (5 / 20) = 20.5 solve for Z .023 is from the z table |
chamad | The Z table gives you 0.9772. You're looking for the area below this value: 1-0.9772=0.023 |
1a2a | You will not have a Z table on the test and none of the questions will require you to use a Z table. Nonetheless, they do include it in the books. |