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Exile · 2023年11月02日

这个题目怎么去判断独立性更强呢?

NO.PZ2015120604000154

问题如下:

Which of the following situation is least appropriate for using the paired comparisons test? All the populations are supposed to be normally distributed.

选项:

A.

Anastasia wants to test whether mean annual returns over the last forty years are equal for an candy company's stock and an oil company's bond. She assumes the both returns have equal variances.

B.

Blanche Brown wants to test if the mean monthly returns over the last three years are equal for an airline's stock and an medical company's stock. She assumes the both returns are with equal variances.

C.

Lauren Lee wants to test if the mean monthly returns over the last five years are equal for a beer company's stock and an oil company's stock. He assumes the both returns are with equal variances.

解释:

A is correct.

The returns of bond and stock are relatively independent. The paired comparisons test requires samples are not independent. Stock returns are all related to market returns, so the samples of B and C are both likely dependent.

矮子里面选个个高的,我觉得就是有点钻到牛角尖里去了。在这三个例子中,没有一个是适合使用配对比较检验的。配对比较检验(paired comparisons test)通常用于比较同一组个体在不同条件下的表现,或者比较两组配对的个体在同一条件下的表现。

A、B、C三个例子中,都是在比较两家不同的公司的股票或债券的年度或月度回报,这些公司和它们的投资回报并没有直接的配对关系。因此,这些例子更适合使用独立样本t检验(independent samples t-test)来比较两个独立样本的均值是否有显著差异。


The returns of bond and stock are relatively independent. The paired comparisons test requires samples are not independent. Stock returns are all related to market returns, so the samples of B and C are both likely dependent.


对于股票的回报,虽然它们都与市场回报相关,但这并不意味着它们之间是配对的或依赖的。每只股票的回报都受到许多因素的影响,包括公司的财务状况、行业趋势、市场情绪等。因此,即使两只股票都在同一市场上,它们的回报也可能存在显著差异。在这种情况下,使用独立样本t检验来比较两只股票的回报可能更为合适。



股票收益率和债券收益率,独立性相对来说更强一些。其余都是股票和股票之间的关系,多多少少都有一些联系。就emm有点找不同的意味。

1 个答案

星星_品职助教 · 2023年11月02日

同学你好,

这道题问的是“ least appropriate”,就是要做排除,选出最不合适的。股票统一都受股市或大盘的影响,但债券受的是债市影响,股票和债券 显然要比 股票和股票 的关联性小一些。

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