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MMLU-Pro / 7319 / Note that statistical tables are not necessary to answer this question. For a…

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question

Note that statistical tables are not necessary to answer this question. For a sample of 1000 observations, the Dickey-Fuller test statistic values are

category

economics

options

  1. Equal to those in the left hand tail of a normal distribution
  2. Less negative than (i.e. smaller in absolute value than) those in the left hand tail of a normal distribution
  3. Obtained from a standard normal distribution
  4. Obtained from an analytical formula for the density of the Dickey-Fuller distribution
  5. More negative than (i.e. bigger in absolute value than) those in the left hand tail of a normal distribution
  6. More negative (i.e. bigger in absolute value) for a 10% size of test than a 5% test.
  7. Less negative than (i.e. smaller in absolute value than) those in the right hand tail of a normal distribution

src

ori_mmlu-econometrics

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