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@_@ · 2020年12月22日

问一道题:NO.PZ2017092702000143 [ CFA I ]

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,这题是什么意思

1 个答案

星星_品职助教 · 2020年12月23日

同学你好,

这道题目问的是题干描述的这种情况应该用哪种检验。根据上课讲过的各个检验特点和题干描述逐一对照排除就可以。最后发现检查的是 differences in dependent items,所以就是paired comparisons t-test