问题如下:
A fund manager reported a 2% mean quarterly return over the past ten years for its entire base of 250 client accounts that all follow the same investment strategy. A consultant employing the manager for 45 client accounts notes that their mean quarterly returns were 0.25% less over the same period. The consultant tests the hypothesis that the return disparity between the returns of his clients and the reported returns of the fund manager’s 250 client accounts are significantly different from zero. Assuming normally distributed populations with unknown population variances, the most appropriate test statistic is:
选项:
A.a paired comparisons t-test.
B.a t-test of the difference between the two population means.
C.an approximate t-test of mean differences between the two populations.
解释:
A is correct.
The sample sizes for both the fund manager and the consultant’s accounts consists of forty quarterly periods of returns. However, the consultant’s client accounts are a subset of the fund manager’s entire account base. As such, they are not independent samples. When samples are dependent, a paired comparisons test is appropriate to conduct tests of the differences in dependent items
老师好,B的意思感觉就是paired comparisons test的定义啊,paired comparisons test不就是针对Ud = u1-u2吗