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When using Altman's Z-Score a Type I error occurs when:

a. The company's Z-score indicates the company is healthy, and the company goes bankrupt.
b. The company's Z-score indicates the company is healthy, and the company stays healthy.
c. The company's Z-score indicates the company will go bankrupt, and the company stays bankrupt.
d. The company's Z-score indicates the company will go bankrupt, and the company stays healthy.

User Sasklacz
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1 Answer

5 votes

Answer:

d. The company's Z-score indicates the company will go bankrupt, and the company stays healthy.

Step-by-step explanation:

The Altman model calculates the z-score by using financial ratios to predict if a company would go bankrupt.

Z score = 1.2 (net working capital / total assets) + 1.4(retained earnings / total assets) + 3.3 (EBIT / Total assets) + 0.6 (market value of equity / book value of liabilities) + 1.0 (sales / total assets).

Scores less than 1.81 indicates a bankruptcy is likely to occur.

Scores greater than 3 indicates a bankruptcy is not likely to occur.

A type 1 error is when a true null hypothesis is rejected.

In this case it would be that the company's Z-score indicates the company will go bankrupt, and the company stays healthy.

A type 2 error is when a false null hypothesis is accepted.

I hope my answer helps you.

User Gulbahar
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