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.
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