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吴奕橦 · 2023年11月04日

请解释其他选项

NO.PZ2022123001000119

问题如下:

William Adams wants to test whether the mean monthlyreturns over the last five years are the same for two stocks which have the similar risk. If he assumesthat the returns distributions are normal and have equal variances, the type oftest and test statistic are best described as:

选项:

A.Paired comparisons test, t-statistic

B.Paired comparisons test, F-statistic

C.Difference in mean test, t-statistic

解释:

Since return of two stocks are correlated, pairedcomparisons test is adopted. Paired comparison test is used when samples arenot independent, and t-statistic is used.

paired test为啥不能是F

1 个答案

星星_品职助教 · 2023年11月06日

同学你好,

paired comparison test就是t检验的一种,用于检验两个均值之间的关系。不是检验两个方差之间的关系的F检验。