题目 A portfolio has an expected mean return of 8 percent and standard deviation of 14 percent. The probability that its return falls between 8 and 11 percent is closest to: 选项 A.8.3% B.14.8%. [...]
题目 Compared with bootstrap resampling, jackknife resampling: 选项 A.is done with replacement. B.usually requires that the number of repetitions is equal to the sample size. C.produces [...]
题目 When evaluating mean differences between two dependent samples, the most appropriate test is a: 选项 A.z-test. B.chi-square test. C.paired comparisons test. 答案 C 解析 C is correct. A [...]
题目 Which one of the following statements about Student’s t-distribution is false? 选项 A.It is symmetrically distributed around its mean value, like the normal distribution. B.It has shorter [...]
题目 Which of the following is a continuous random variable? 选项 A.The value of a futures contract quoted in increments of $0.05 B.The total number of heads recorded in 1 million tosses of a [...]
题目 The following table shows the significance level (α) and the p-value for two hypothesis tests.「huixue_img/importSubject/1564548697830854656.png」In which test should we reject the null [...]
题目 A Type II error is best described as: 选项 A.rejecting a true null hypothesis. B.failing to reject a false null hypothesis. C.failing to reject a false alternative hypothesis. 答案 B [...]
题目 For a small sample from a normally distributed population with unknown variance, the most appropriate test statistic for the mean is the: 选项 A.z-statistic. B.t-statistic. C.χ2 statistic. [...]
题目 A portfolio manager annually outperforms her benchmark 60% of the time. Assuming independent annual trials, what is the probability that she will outperform her benchmark four or more times [...]
题目 An investment consultant conducts two independent random samples of five-year performance data for US and European absolute return hedge funds. Noting a return advantage of 50 bps for US [...]
