NO.PZ2022123001000119
问题如下:
William Adams wants to test whether the mean monthlyreturns over the last five years are the same for two stocks which have the similar risk. If he assumesthat the returns distributions are normal and have equal variances, the type oftest and test statistic are best described as:
选项:
A.Paired comparisons test, t-statistic
B.Paired comparisons test, F-statistic
C.Difference in mean test, t-statistic
解释:
Since return of two stocks are correlated, pairedcomparisons test is adopted. Paired comparison test is used when samples arenot independent, and t-statistic is used.
paired test为啥不能是F