NO.PZ2023091601000056
问题如下:
An analyst wants to test
whether the standard deviation of return from pharmaceutical stocks is lower
than 0.2. For this purpose, he obtains the following data from a sample of 30
pharmaceutical stocks. Mean return from pharmaceutical stocks = 8%. Standard
deviation of return from pharmaceutical stocks = 12%. Mean return from the
market = 12%. Standard deviation of return from the market = 16%. What is the
appropriate test statistic for this test?
选项:
A.t-statistic
z-statistic
F-statistic
χ2 statistic
解释:
Tests of the variance
(or standard deviation) of a population requires the chi-squared test.
如题