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lvlvlv · 2017年02月19日

问一道题:NO.PZ2015120604000154 [ CFA I ]

问题如下图:方差相等不应该是F检验吗?

    

选项:

A.

B.

C.


1 个答案

源_品职助教 · 2017年02月19日


William Adams wants to test whether the mean monthly returns over the last five years are the same for two stocks,题目要检验的是均值,并非方差。两个服从正太分布的非独立的样本,同方差的情况下,适合用成对检验的T统计量检验两者均值是否相等。


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