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　　2018年CFA一級(jí)數(shù)量精選考點(diǎn)練習(xí)6-1
 
　　All else equal, is specifying a smaller significance level in a hypothesis test likely to increase the probability of a:
　　圖片1
 
　　Answer: B
　　Specifying a smaller significance level decreases the probability of a Type I error (rejecting a true null hypothesis), but increases the probability of a Type II error (not rejecting a false null hypothesis). As the level of significance decreases, the null hypothesis is less frequently rejected.
 
　　解析
　　這道題的重點(diǎn)是 Type I 和 Type II，第一類錯(cuò)誤是拒絕了真的，也就是以真為假，第二類錯(cuò)誤是接受了假的，也就是以假亂真。那smaller significance level擴(kuò)大了落在真的區(qū)域的概率，所以真的會(huì)不太容易被弄錯(cuò)，但是假的會(huì)更容易被認(rèn)錯(cuò)。也就因此，減少了錯(cuò)認(rèn)真的的概率，增加了接受假的概率。所以這題選B。
 
　　2018年CFA一級(jí)數(shù)量精選考點(diǎn)練習(xí)6-2
 
　　A p-value of 0.02% means that a researcher:
　　A. Can reject the null hypothesis at the 5% significance level but cannot reject at the 1% significance level.
　　B. Can reject the null hypothesis at both the 5% and 1% significance levels.
　　C. Cannot reject the null hypothesis at either the 5% or 1% significance levels.
 
　　Answer: B
　　A p-value of 0.02% means that the smallest significance level at which the hypothesis can be rejected is 0.0002, which is smaller than 0.05 or 0.01. Therefore the null hypothesis can be rejected at both the 5% and 1% significance levels.
 
　　解析
　　這道題的重點(diǎn)是知道p-value在拒絕和接受的決策中，是和哪個(gè)數(shù)值進(jìn)行比較的。P-value的對(duì)應(yīng)數(shù)值要求是significance level，當(dāng)p-value小于significance level的時(shí)候，是拒絕原假設(shè)。當(dāng)p-value大于significance level的時(shí)候，是接受原假設(shè)。而在這道題目中，p-value是0.02%，小于significance level的5%和1%，所以應(yīng)該是同時(shí)拒絕。答案選B。
 
　　2018年CFA一級(jí)數(shù)量精選考點(diǎn)練習(xí)6-3
 
　　Studies of performance of a sample of mutual fund managers most likely suffer from:
　　A. Sample-selection bias.
　　B. Look-ahead bias.
　　C. Survivor-ship bias
 
　　Answer: C
　　Studies of the performance of mutual fund managers often suffer from survivorship bias as poorly performing funds are closed down and are not included in the sample.
 
　　解析
　　幸存者偏差是一個(gè)重要的偏差概念，常出現(xiàn)在研究中。就是你所調(diào)研的目標(biāo)群體，其實(shí)已經(jīng)是經(jīng)歷過(guò)篩選的。就像這題，調(diào)研共同基金經(jīng)理的案例性狀，其實(shí)已經(jīng)默認(rèn)這個(gè)共同基金經(jīng)理是還在工作的，是沒(méi)有破產(chǎn)或者被開(kāi)除的。那么他就已經(jīng)有了能力底線了。答案是C。
　　
        2018年CFA一級(jí)數(shù)量精選考點(diǎn)練習(xí)6-4
　　An investor is considering investing in Tawari Company for one year. He expects to receive $2 in dividends over the year and feels he can sell the stock for $30 at the end of the year. To realize a return on the investment over the year of 14%, the price the investor would pay for the stock today is closest to:
 
　　A. $29
　　B. $28
　　C. $32
 
　　Answer: B
　　HPR= [Dividend + (Ending price ? Beginning price)] / Beginning price
　　0.14= [2+ (30?P)]/P
　　1.14P=32 so P=$28.07