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椰子鸡 · 2024年05月06日

题目中没说independent还是independent吧?

NO.PZ2022123001000119

问题如下:

William Adams wants to test whether the mean monthly returns over the last five years are the same for two stocks which have the similar risk. If he assumes that the returns distributions are normal and have equal variances, the type of test 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, paired comparisons test is adopted. Paired comparison test is used when samples are not independent, and t-statistic is used.

1

1 个答案

品职助教_七七 · 2024年05月07日

嗨,从没放弃的小努力你好:


题干中给出的“two stocks which have the similar risk”的意思就是这两只股票之间有关系,并不独立。不需要单独专门去说dependent。

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