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CFA level 1是不是都是选择题，而且是三选一？难度和每章的课后习题相比是难还是一样？
关于Hypothesis Testing 的俩个问题：
1 Hypothesis Testing 的课后习题，Challenge Problems 第一题：
a researcher believes that the stocks of firms that have appeared in a certain financal newspaper with a positive headline and story return more on a risk-adjusted basis. He gathers data on the risk-adjusted returns for these stocks over the six months after they appear on the cover, and data on the risk-adjusted returns for an equal-sized sample of firms with characteristics similar to the cover-story firms matched by the time period.
Question: State the likely null and alternative hypotheses for a test of his belief.
答案是: null: the mean risk-adjusted return on the cover stocks is less than or equal to the mean risk-adjusted return on the control stocks. 为什么不可以是mean risk-adjusted return on the cover stocks -(minus) the mean risk-adjusted return on the control stocks小于等于0？
2Hypothesis Testing 的课后习题，Challenge Problems 第二题：
A researcher has returns over 52 weeks for an index of natural gas stocks and for an index of oil stocks and wants to know if the weekly returns anr equal. Assume that the returns are approximtely normally distributed
原假设是 mean weekyl difference is not equal to 0.  备择假设是mean weekyl difference is equal to 0
但是它拒绝原假设的条件是t-statistic is greater\ less than the positive \negative critical value，试想原原假设是mean weekyl difference is equal to 0,它拒绝的条件也是t-statistic is greater\ less than the positive \negative critical value。两种假设的t-statistic 是相同，但却得到两种不同的结果？
真心的希望好心人给予解答，不胜感激!!!!!!!!!!!

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  i think the null hypothesis is ''mean weekyl difference is equal to 0''...

Bouquet_. 发表于 2015-1-10 19:45
i think the null hypothesis is ''mean weekyl difference is equal to 0''...

总算看到一个回复了，anyway， think you。