题目 Which of the following test statistics is most appropriate for conducting the hypothesis test given below? H0: variance A=variance B where the test is based on two random independent samples [...]
题目 You sample 25 observations from a sample of unknown variance. You calculate a sample mean of 70 and sample standard deviation of 60. You wish to conduct a two-tailed test of the null [...]
题目 Which of the following statements are NOT true? I.Type I error occurs when the null hypothesis is not rejected when it is actually false. II.Type II error occurs when the null hypothesis is [...]
题目 An analyst is conducting a two-tailed z-test to determine if small cap returns are significantly different from 10%. The sample size is 200 and the computed z-statistic is 2.3. Using a 5% [...]
题目 An analyst has constructed the following t-test for a portfolio of financial securities whose returns are normally distributed: Number of securities=40 H0: Mean return 选项 A.1.304 B.1.684 [...]
题目 Let random variable W be distributed normally as N(0,10). What are, respectively, the following: 1)The fourth moment of ; and 2)The kurtosis of W? 选项 A.30.0 (4th moment) and zero [...]
题目 A portfolio has a mean value of $75 million and a daily standard deviation of $4.27 million. Assuming that the portfolio values are normally distributed, the probability of the portfolio value [...]
题目 An analyst believes that hedge funds have significantly (using a significance level of 0.05) outperformed the S&P 500 over the past five years. So she picks a random group of 15 hedge [...]
题目 The error term represents the portion of the: 选项 A.Dependent variable that is not explained by the independent variable but could possibly be explained by adding additional independent [...]
题目 The annual returns for a portfolio are normally distributed with an expected value of ￡50 million and a standard deviation of ￡25 million. Which of the following amounts is closest to the [...]
