第 4 / 17 页
非代码面试题
显示 20 / 340 道匹配题目
答题状态：未尝试未正确已正确
ID题目领域难度题型进度权限
1686Sample Size for a z-TestYou want a two-sided z-test of H 0: =0 with known =4 to detect a true mean of 1 at 5% significance and 80% power. Approximately what sample size is needed?统计中等derivation未尝试面试订阅1687Paired t-Test on Trade-Cost DifferencesFor 16 paired executions, the mean cost difference (strategy A minus strategy B) is -1.2 and the sample standard deviation of the differences is 1.5. Test whether strategy A has lower mean cost using a 5% one-sided paired t-test.统计简单derivation未尝试免费1688Chi-Square Test for a Normal VarianceAssume normal data with n=20 and sample variance s 2=9. Test H 0: 2=4 using the classical chi-square variance test.统计中等derivation未尝试面试订阅1689Approximate Fair-Coin Test with a Normal ApproximationA coin is flipped 20 times and lands heads 14 times. Use the normal approximation to test fairness at the 5% two-sided level.统计简单derivation未尝试免费1690Likelihood-Ratio Test for an Exponential RateSuppose X 1,\dots,X 10 \sim Exp ( ) and X i=5. Use a likelihood-ratio test of H 0: =1 against the unrestricted alternative.统计困难derivation未尝试面试订阅1691Confidence Interval and Test DecisionA two-sided test for a coefficient gives z = 1.8. Without doing a separate interval calculation, what can you say about whether the 95% confidence interval contains zero?统计简单essay未尝试免费1692Type I vs Type II Tradeoff from Changing a ThresholdA one-sided z-test for H 0: =0 with n=25 and known variance 1 rejects when X>c. Compare the thresholds c=0.33 and c=0.66 in terms of Type I error and power when the true mean is 0.5.统计困难derivation未尝试面试订阅1693Chi-Square Test of Independence in a 2x2 TableA 2x2 contingency table of outcomes is \begin pmatrix 30 & 20\\ 10 & 40\end pmatrix . Test independence using the classical chi-square test.统计中等derivation未尝试面试订阅1694One-Sided vs Two-Sided p-ValuesA test statistic is z=2.1 under a standard normal null. What are the one-sided and two-sided p-values, approximately?统计简单derivation未尝试免费1695Which Classical Test Should You Use?You have a sample of size 9 from a population you are willing to model as normal, but the population variance is unknown. You want to test whether the mean equals zero. Should you use a z-test or a t-test, and why?统计简单essay未尝试免费1696Expected False Finalists After a Lookback FunnelA desk studies 30 genuinely null signals. For each signal it tries 4 lookback windows, advances the signal if any in-sample p-value is below 10%, and then requires a fresh holdout p-value below 5%. Assuming independence under the null, what is the expected number of false finalists?统计简单derivation未尝试免费1697Any False Sector Winner After Within-Sector MiningA desk has 12 sectors, each containing 5 genuinely null variants. In each sector it keeps only the smallest p-value, and it flags the sector if that winning p-value is below 1%. Assuming independence, what is the probability at least one sector is falsely flagged?统计简单derivation未尝试免费1698Bonferroni Cutoff After Collapsing to Effective FamiliesA research grid contains 60 model variants, but the desk argues they amount to only 15 effectively distinct families. If it wants family-wise error at most 10% using a Bonferroni family-level rule, what p-value cutoff should it apply to each effective family?统计中等derivation未尝试面试订阅1699Sidak Cutoff for 18 Effective Research ChoicesA desk believes its many correlated parameter tweaks boil down to 18 effectively independent research choices. What Sidak per-choice cutoff controls family-wise error at 5%?统计简单derivation未尝试免费1700BH q Range That Keeps Exactly Three FamiliesFive family-level winners have ordered p-values 0.004, 0.011, 0.018, 0.031, and 0.070. For what range of BH target levels q would Benjamini-Hochberg keep exactly the first three discoveries?统计中等derivation未尝试面试订阅1701Holm Improvement Needed for All Three Themes to PassThree ordered family p-values are 0.012, 0.027, and 0.030. The desk uses Holm at 5% family-wise error. By how much must the middle p-value fall so that all three themes pass?统计中等derivation未尝试面试订阅1702Median of the Smallest Null p-Value Across 25 TriesA researcher always reports the smallest p-value among 25 genuinely null backtests. Under independence and exact Uniform(0,1) null p-values, what is the median of that reported minimum?统计简单derivation未尝试免费1703False Positives from Daily Strategy MiningSuppose you test 20 pure-noise trading rules every day for 252 trading days, always at level 5% and without any adjustment. How many false positives do you expect over the full year?统计简单derivation未尝试免费1704In-Sample Screen Needed After a 10-Lag SearchA desk tries 10 lags for a genuinely null signal, keeps the best in-sample lag if any lag has p-value below alpha, and then requires a fresh holdout p-value below 10%. What alpha makes the overall false-launch probability exactly 2%, assuming independence under the null?统计简单derivation未尝试免费1705FWER or FDR for a Large Exploratory Screen?You are screening 500 candidate alphas and expect only a handful to survive practical checks. Is FWER control or FDR control usually the more natural starting point, and why?统计中等essay未尝试面试订阅