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过儿 · 2021年09月09日

定量

这题哪里说是关联的了?能否解释一下。

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No.PZ2018062016000143 (选择题)

来源: 品职出题

Claire payed close attention to two portfolios specializing in stocks. The two portfolios were nearly in risk(measured by standard deviation of return) during 2013-2017. Claire believed that the mean monthly return difference between the two portfolio equal to zero and gathered the data of mean monthly retun of two portfolios from 2013-2017. In order to test the hypothesis that the mean monthly return on two portfolios equal from 2013-2017, which of the following test statistic is most appropriate?

您的回答, 正确答案是: A

A

a paired comparisons t-test.

B

不正确an approximate t-test of mean differences between the two populations.

C

t-test of the difference between the two population means.

数据统计(全部)

做对次数: 980

做错次数: 364

正确率: 72.92%

数据统计(个人)

做对次数: 0

做错次数: 1

正确率: 0.00%

解析

A is correct. The two portfolios have the same series of risk factors, so their returns were not independent. Besides, the data is arranged in paired observations. We choose the paired comparisons t-test.

1 个答案

星星_品职助教 · 2021年09月10日

同学你好,

这道题出的不是很好。

题干中“The two portfolios were nearly in risk(measured by standard deviation of return) during...”想说明的就是这两个组合都受相同的风险因素影响。所以return彼此之间不是毫无关系的,即相互关联。

这种描述比较模糊,不是典型的考法,只掌握背后考点即可。

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