NO.PZ2022123001000127
问题如下:
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:
B is correct. The most appropriate test is chi-square,
with 36-1=35 degrees of freedom. The calculated test statistic is:
怎么判断要用chi-square test?