题目 Which of the following statements on p-value is correct? 选项 A.The p-value indicates the\nprobability of making a Type II error. B.The lower the p-value, the weaker\nthe evidence for [...]
题目 If the probability that a portfolio outperforms its benchmark in any quarter is 0.75, the probability that the portfolio outperforms its benchmark in three or fewer quarters over the course of [...]
题目 Which of the following statements about hypothesis testing is correct? 选项 A.The null hypothesis is the condition a researcher hopes to support. B.The alternative hypothesis is the [...]
题目 A stock is priced at $100.00 and follows a one-period binomial process with an up move that equals 1.05 and a down move that equals 0.97. If 1 million Bernoulli trials are conducted, and the [...]
题目 Which of the following statements is correct with respect to the p-value? 选项 A.It is a less precise measure of test evidence than rejection points. B.It is the largest level of [...]
题目 A limitation of Monte Carlo simulation is: 选项 A.its failure to do “what if” analysis. B.that it requires historical records of returns C.its inability to independently specify [...]
题目 When making a decision in investments involving a statistically significant result, the: 选项 A.economic result should be presumed meaningful. B.statistical result should take priority over [...]
题目 The best approach for creating a stratified random sample of a population involves: 选项 A.drawing an equal number of simple random samples from each subpopulation. B.selecting every kth [...]
题目 Which of the following represents a correct statement about the p-value? 选项 A.The p-value offers less precise information than does the rejection points approach. B.A larger p-value [...]
题目 A Monte Carlo simulation can be used to: 选项 A.directly provide precise valuations of call options. B.simulate a process from historical records of returns. C.test the sensitivity of a [...]