hard · FRM Part 1 Quantitative Analysis
A regression coefficient has a p-value of 0.024. Which of the following is the most accurate interpretation regarding a two-tailed test at the 5% and 1% significance levels?
- Significant at 5%, but not significant at 1%.
- There is a 2.4% probability that the null hypothesis is true.
- Not significant at either the 5% or 1% levels.
- Significant at both 5% and 1% levels.
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