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(๑• . •๑) · 2020年08月01日

问一道题:NO.PZ2017092702000143

问题如下:

A fund manager reported a 2% mean quarterly return over the past ten years for its entire base of 250 client accounts that all follow the same investment strategy. A consultant employing the manager for 45 client accounts notes that their mean quarterly returns were 0.25% less over the same period. The consultant tests the hypothesis that the return disparity between the returns of his clients and the reported returns of the fund manager’s 250 client accounts are significantly different from zero. Assuming normally distributed populations with unknown population variances, the most appropriate test statistic is:

选项:

A.

a paired comparisons t-test.

B.

a t-test of the difference between the two population means.

C.

an approximate t-test of mean differences between the two populations.

解释:

A is correct.

The sample sizes for both the fund manager and the consultant’s accounts consists of forty quarterly periods of returns. However, the consultant’s client accounts are a subset of the fund manager’s entire account base. As such, they are not independent samples. When samples are dependent, a paired comparisons test is appropriate to conduct tests of the differences in dependent items

老师好,B的意思感觉就是paired comparisons test的定义啊,paired comparisons test不就是针对Ud = u1-u2吗

1 个答案

星星_品职助教 · 2020年08月02日

同学你好,

B选项的t-test要求independent population/samples。但本题题干描述基金经理要检验他的45个客户账户的回报与他的250个客户账户的回报之间的回报差异显著不等于0,由于这45个客户账户是属于基金经理250个客户账户之中的,所以这两个样本是不独立的。

而paired comparisons test需要前提是not independent samples,适用于本题的这种情况。