NO.PZ2022071202000102
问题如下:
Question During the past 36 months, the standard deviation of a portfolio’s monthly returns has been 4.9%. To test a claim that this portfolio’s investment strategy results in a standard deviation of monthly returns that is less than 5.0%, the value of the test statistic is closest to:选项:
A.34.30. B.33.61. C.34.57.解释:
Solution
B is correct. The most appropriate test is chi-square, with 36 -1 = 35 degrees of freedom. The calculated test statistic is: where
χ2 = is the chi-square test statistic
n = is the sample size
s2 = is the sample variance
= the hypothesized value of the variance σ2
A is incorrect. If there is no squared to both s and σ.
C is incorrect. If using n as degrees of freedom instead of n - 1, that is
麻烦老师带数计算一下,总是算不出来答案里的结果