NO.PZ2017092702000147
问题如下:
An analyst is examining the monthly returns for two funds over one year. Both funds’ returns are non-normally distributed. To test whether the mean return of one fund is greater than the mean return of the other fund, the analyst can use:
选项:
A.a parametric test only.
B.a nonparametric test only.
C.both parametric and nonparametric tests.
解释:
B is correct.
There are only 12 (monthly) observations over the one year of the sample and thus the samples are small. Additionally, the funds’ returns are non-normally distributed. Therefore, the samples do not meet the distributional assumptions for a parametric test. The Mann–Whitney U test (a nonparametric test) could be used to test the differences between population means
这道题检验的是两个均值之间的关系。如果对应的两个总体都是正态分布的话,那么我们需要使用t检验,也就是参数检验(对于t检验而言,参数就是自由度df)。
但这道题为非正态总体“Both funds’ returns are non-normally distributed”,所以t检验就不能用了。这个时候只能使用非参数检验。
是说,图里这三个检验,都需要前提是两个样本符合正态分布?