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中文题目A null strategy must first pass an exploratory screen at level 10% and then pass a final untouched holdout at level 5%. If the two tests are independent under the null, what is the probability that a null strategy survives both?
打开 →Suppose 50 genuinely null standardized t-statistics are approximately independent N(0,1). What is the probability the largest of them exceeds 2.4?
打开 →A research platform runs 200 null strategies. Only strategies with in-sample p-value below 15% are promoted, and each promoted strategy must then pass a fresh 5% confirmation test. Assuming independence under the null, what is the expected number of false strategies that survive
打开 →Why is it dangerous to read a large p-value as strong evidence that the null is true?
打开 →A 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?
打开 →Suppose 25 independent null strategies each produce an in-sample Sharpe that is approximately standard normal. What is the probability that the best observed Sharpe exceeds 1.5?
打开 →A 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?
打开 →A reviewer writes: ‘p = 0.07 means the null hypothesis is true with probability 7%.’ What is wrong with the conditioning direction?
打开 →A 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 finalis
打开 →An experiment does not reject the null at 5%. The team writes ‘the null is accepted.’ What is the correct correction?
打开 →You test 40 independent noise strategies. A strategy is launched only if it passes an in-sample screen at level 1/20 and then passes a second independent validation at level 1/10. Under the global null, what is the probability that at least one noise strategy still gets launched?
打开 →A desk tries 80 genuinely null strategy ideas. A strategy is kept only if it passes an in-sample screen at 10% and then a fresh out-of-sample confirmation at 5%, with the two tests treated as independent under the null. What is the probability at least one null idea survives both
打开 →A 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?
打开 →What null hypothesis does the Ljung-Box test target in a return series, and what practical concern does rejection raise?
打开 →A test statistic is $z=2.1$ under a standard normal null. What are the one-sided and two-sided p-values, approximately?
打开 →A rare anomaly occurs in only 1 out of 10,000 normal days. A model flags today's pattern as one that would happen with probability 1/10,000 under the null, and someone concludes the null must almost certainly be false. What key base-rate issue are they missing?
打开 →In a large sample, you can see a small p-value but only weak Bayesian evidence against the null. Why is that not a contradiction?
打开 →A researcher generates 240 heavily correlated strategy variants but argues they amount to only 24 effectively independent families. If the desk still flags any family with p-value below 8%, what is the approximate probability of at least one false family-level winner under the nu
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