A stock analyst wondered whether the mean rate of return of financial, energy, and utility stocks differed over the past 5 years. He obtained a simple random sample of eight companies from each of the three sectors and obtained the 5-year rates of return shown in the accompanying table (in percent). Complete parts (a) through (d) below. E Click the icon to view the data table. Rates of return (a) State the null and alternative hypotheses. Choose the correct answer below. A. Ho: Hinancial Henergy and H,: the means are different O B. Ho: at least one of the means is different and H,: Henancial = Henergy = Hutilities Financial Energy Utilities 10.76 15.12 12.89 11.98 C. Ho: Hinancial = Henergy = Hutilities and H, : Hinancial Honergy * Hutilities 13.91 5.76 17.01 6.33 13.46 D. Ho: Hanancial = Henergy Hutilties and H,: at least one of the means is different O 5.07 11.23 9.82 (b) Normal probability plots indicate that the sample data come from normal populations. Are the requirements to use the one-way ANOVA procedure sati 19.59 18.93 3.95 8.21 20.73 3.44 O A. Yes, because there are k= 3 simple random samples, one from each of k populations, the k samples are independent of each other, and the popu 10.45 9.60 7.11 B. Yes, because there are k= 3 simple random samples, one from each of k populations, the k samples are independent of each other, and the popu 6.75 17.40 15.70 No, because there are k =3 simple random samples, one from each of k populations, the k samples are independent of each other, and the popul O D. No, because the largest sample standard deviation is more than twice the smallest sample standard deviation. Oc. (c) Are the mean rates of return different at the a = 0.05 level of significance? Print Done Use technology to find the F-test statistic for this data set. Fo = (Round to two decimal places as needed.)

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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Help finding:

Are the mean rates of return different at the
α=0.05
level of significance?
1. what is the F0
2. What is the P value
3. is there enough evidence to reject the null hypothesis.
Draw boxplots of the three sectors to support the results obtained in part (c).

A stock analyst wondered whether the mean rate of return of financial, energy, and utility stocks differed over the past 5 years. He obtained a simple random sample of eight companies from each of the three sectors and obtained
the 5-year rates of return shown in the accompanying table (in percent). Complete parts (a) through (d) below.
Click the icon to view the data table.
Rates of return
.....
(a) State the null and alternative hypotheses. Choose the correct answer below.
O A. Ho: Hfinancial = Heneray and H,: the means are different
B. Ho: at least one of the means is different and H,: Hfinancial = Henergy = Hutilities
Financial
Energy
Utilities
10.76
12.89
11.98
Ho: Hfinancial = Henergy = Hutilities and H: Hfinancial <Henergy <Hutilities
15.12
13.91
5.76
17.01
6.33
13.46
D. Ho: Hfinancial = Heneray = Hutilities and H: at least one of the means is different
5.07
11.23
9.82
19.59
18.93
3.95
(b) Normal probability plots indicate that the sample data come from normal populations. Are the requirements to use the one-way ANOVA procedure sati
8.21
20.73
3.44
A. Yes, because there are k = 3 simple random samples, one from each of k populations, the k samples are independent of each other, and the popu
10.45
9.60
7.11
B. Yes, because there are k 3 simple random samples, one from each of k populations, the k samples are independent of each other, and the popu
6.75
17.40
15.70
C. No, because there are k = 3 simple random samples, one from each of k populations, thek samples are independent of each other, and the popul
D. No, because the largest sample standard deviation is more than twice the smallest sample standard deviation.
(c) Are the mean rates of return different at the a = 0.05 level of significance?
Print
Done
Use technology to find the F-test statistic for this data set.
Fo = (Round to two decimal places as needed.)

Definition Definition Measure of central tendency that is the average of a given data set. The mean value is evaluated as the quotient of the sum of all observations by the sample size. The mean, in contrast to a median, is affected by extreme values. Very large or very small values can distract the mean from the center of the data. Arithmetic mean: The most common type of mean is the arithmetic mean. It is evaluated using the formula: μ = 1 N ∑ i = 1 N x i Other types of means are the geometric mean, logarithmic mean, and harmonic mean. Geometric mean: The nth root of the product of n observations from a data set is defined as the geometric mean of the set: G = x 1 x 2 ... x n n Logarithmic mean: The difference of the natural logarithms of the two numbers, divided by the difference between the numbers is the logarithmic mean of the two numbers. The logarithmic mean is used particularly in heat transfer and mass transfer. ln x 2 − ln x 1 x 2 − x 1 Harmonic mean: The inverse of the arithmetic mean of the inverses of all the numbers in a data set is the harmonic mean of the data. 1 1 x 1 + 1 x 2 + ...

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