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NO.PZ2018062016000143问题如下 Claire paiclose attention to two portfolios specializing in stocks. The two portfolios were nearly in risk(measurestanrviation of return) ring 2013-2017. Claire believeththe memonthly return fferenbetween the two portfolio equto zero angatherethe ta of memonthly retun of two portfolios from 2013-2017. In orr to test the hypothesis ththe memonthly return on two portfolios equfrom 2013-2017, whiof the following test statistic is most appropriate? A.a pairecomparisons t-test. B.approximate t-test of mefferences between the two populations. C.a t-test of the fferenbetween the two population means.A is correct. The two portfolios have the same series of risk factors, so their returns were not inpennt. Besis, the ta is arrangein paireobservations. We choose the pairecomparisons t-test.B、C可以翻译和下吗

NO.PZ2018062016000143 问题如下 Claire paiclose attention to two portfolios specializing in stocks. The two portfolios were nearly in risk(measurestanrviation of return) ring 2013-2017. Claire believeththe memonthly return fferenbetween the two portfolio equto zero angatherethe ta of memonthly retun of two portfolios from 2013-2017. In orr to test the hypothesis ththe memonthly return on two portfolios equfrom 2013-2017, whiof the following test statistic is most appropriate? A.a pairecomparisons t-test. B.approximate t-test of mefferences between the two populations. C.a t-test of the fferenbetween the two population means. A is correct. The two portfolios have the same series of risk factors, so their returns were not inpennt. Besis, the ta is arrangein paireobservations. We choose the pairecomparisons t-test. Claire believeththe memonthly return fferenbetween the two portfolio equto zero. 说明备择假设应该是这个呀，Null是我们想去证明是错的东西

NO.PZ2018062016000143 问题如下 Claire paiclose attention to two portfolios specializing in stocks. The two portfolios were nearly in risk(measurestanrviation of return) ring 2013-2017. Claire believeththe memonthly return fferenbetween the two portfolio equto zero angatherethe ta of memonthly retun of two portfolios from 2013-2017. In orr to test the hypothesis ththe memonthly return on two portfolios equfrom 2013-2017, whiof the following test statistic is most appropriate? A.a pairecomparisons t-test. B.approximate t-test of mefferences between the two populations. C.a t-test of the fferenbetween the two population means. A is correct. The two portfolios have the same series of risk factors, so their returns were not inpennt. Besis, the ta is arrangein paireobservations. We choose the pairecomparisons t-test. risk相近说明方差相似，不能说明他们是pennt或者inpennt吧？

请问 approximate t-test 是啥？BC的population改成sample对不对？（fferenbetween two samples mean）