The monthly returns of two portfolios are to be compared. The monthly returns are analyzed for each of 10 months, with the months being chosen at randomand independently for the two portfolios. The following statistics for monthly returns are reported for portfolio 1 and portfolio 2.Portfolio 1 x₁ = 0.12 s=0.0049Portfolio 2 x₂ = 0.12-0.0016(The first row gives the sample means, and the second row gives the sample variances.)ofAssume that the monthly returns of the two portfolios are each normally distributed. Construct a 90% confidence interval for the ratio of the variances ofFthe monthly returns for these two portfolios. Then find the lower limit and upper limit of the 90% confidence interval.Carry your intermediate computations to at least three decimal places. Write your final responses to at least two decimal places. (If necessary, consult a list offormulas.)Lower limit:Upper limit:

Given that Sample variance s12=0.0049 S22=0.0016 n1=10 , n2=10

Answered: dependently for the two portfolios. The…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

See similar textbooks

Similar questions

Suppose that the height of Asian males aged 35-44 in the United States is normally distributed with a standard deviation of 3 in. Jeremy takes a simple random sample of 16 such men and notices that none of them are unusually tall or unusually short. He then calculates the average of the sample to be 67 in. and is planning on using this to find a 90% z-confidence interval for the true mean height. Can Jeremy use this information to find the z-confidence interval? Complete the following sentences. The population distribution is and the population standard deviation is Therefore, the sample to find a 90% z-confidence interval.
Given are five observations for two variables, x and y. 4 9 13 19 18 9 23 21 Develop the 95% confidence and prediction intervals when a = 15. (to 4 decimals) t-value (to 3 decimals) (to 4 decimals) Spred (to 4 decimals) Confidence Interval for a = 15 ) (to 2 decimals) Prediction Interval for æ = 15 ) (to 2 decimals) The two intervals are different because there is more variability associated with predicting - Select your answer - value than there is Select your answer - v value.
Develop a 95% confidence interval for the population slope if the followingregression information are given: b1= 41.7, p-value = 0.02, and n = 35.
Suppose X1,..., Xn is a random sample from an exponential distribution with mean e. If X = 17.9 with n = 50, find (a) a one-sided 95% confidence interval for 0, and (b) a two-sided 95% confidence interval for 0.
A researcher has obtained the following scatter plot depicting the relationship between Y and X. On the graph, you can see three possible regression lines, which have a common y-intercept of bo = 35.48. Lines A, B and C cross the y-axis at coordinates (52, 106.78), (52, 66.52) and (52, 36.67), respectively. Given the confidence interval is (0.333, 1.122), choose the correct answer(s). rise Hint: Calculate slope of each line using known formula slope = run 35.48 0 Line A Line B Line C O O O 60 X 8 00 52 106.78 66.52 36.67 Select one or more: ✔a. The slope of Line A is within the confidence interval. ✓b. The slope of Line B is within the confidence interval. ✓ C. The slope of Line C is within the confidence interval.
1. The following information was obtained from two independent samples selected from two normally distributed populations with unknown but equal variances. n̟ = 20; X = 33.75; Sy = 5.25 n, = 23; Construct a 99 % confidence interval for (uy - uy). Y = 28.50; Sy = 4.55
11. Consider a random sample Y₁, Y2, ..., Yn from a normal population Y~N(μ, o²) where the population variance and mean are unknown. We want to construct a Σ(X-X)² Show 100(1 a)% confidence interval for the population variance if g² whether or not is a pivotal quantity and construct a 100(1-a) confidence interval.
Suppose we are making predictions of the dependent variable y for specific values of the independent variable x using a simple linear regression model holding the confidence level constant. Let Width (C.I) = the width of the confidence interval for the average value y for a given value of x, and Width (P.I) = the width of the prediction interval for a single value y for a given value of x. Which of the following statements is true? Width (C.I) = 0.5 Width (P.I) Width (C.I) = Width (P.I) Width (C.I) > Width (P.I) Width (C.I) < Width (P.I)
7. What is the 95% confidence interval for the difference in the population means, µ1 - µ2, given the data from the two independent samples: n1 =56, x1= 58.2, s1= 4.3, n2=45, x2=60.2, s2=5.5 B. [-3.28 , -0.72] C. [-3.60, -0.40] D. [-3.65 , -0.35] A. [-3.96 , -0.04] 8. What is the 98% confidence interval for the difference in the population means, µ1 - µ2, given: n1= 22, x1= 41.4, s1= 5.9, n2= 19, x2= 43.2, s2= 6.5 D. [-3.48 , -0.12] B. [-3.07 , -0.53] A. [-3.12, -0.48] C. [-3.18, -0.42]
MO21. A particular brand of diet margarine was analyzed to determine the level of polyunsaturated fatty acid (in percentages). A sample of six packages resulted in the following data: 12.8, 14.3, 11.1, 16, 13.5, 12. Calculate the 99% confidence interval on the population mean but input only the value of the upper limit of the Cl in the blank provided up to 2 decimal places. Provide all the necessary solutions in the submission for both upper and lower limit. 10 Upper limit of the Cl is Blank 1. Blank 1 Add your answer
The commute times for the workers in a city are normally distributed with an unknown population mean and standard deviation. If a random sample of 27 workers is taken and results in a sample mean of 22 minutes and sample deviation of 3 minutes, find a 95% confidence interval estimate for the population mean using the Student's t-distribution. df t0.10 t0.05 t0.025 t0.01 t0.005 ... ... ... ... ... ... 25 1.316 1.708 2.060 2.485 2.787 26 1.315 1.706 2.056 2.479 2.779 27 1.314 1.703 2.052 2.473 2.771 28 1.313 1.701 2.048 2.467 2.763

Recommended textbooks for you

MATLAB: An Introduction with Applications

Statistics

ISBN:

9781119256830

Author:

Amos Gilat

Publisher:

John Wiley & Sons Inc

Probability and Statistics for Engineering and th…

Statistics

ISBN:

9781305251809

Author:

Jay L. Devore

Publisher:

Cengage Learning

Statistics for The Behavioral Sciences (MindTap C…

Statistics

ISBN:

9781305504912

Author:

Frederick J Gravetter, Larry B. Wallnau

Publisher:

Cengage Learning

MATLAB: An Introduction with Applications

Statistics

ISBN:

9781119256830

Author:

Amos Gilat

Publisher:

John Wiley & Sons Inc

Probability and Statistics for Engineering and th…

Statistics

ISBN:

9781305251809

Author:

Jay L. Devore

Publisher:

Cengage Learning

Statistics for The Behavioral Sciences (MindTap C…

Statistics

ISBN:

9781305504912

Author:

Frederick J Gravetter, Larry B. Wallnau

Publisher:

Cengage Learning

Elementary Statistics: Picturing the World (7th E…

Statistics

ISBN:

9780134683416

Author:

Ron Larson, Betsy Farber

Publisher:

PEARSON

The Basic Practice of Statistics

Statistics

ISBN:

9781319042578

Author:

David S. Moore, William I. Notz, Michael A. Fligner

Publisher:

W. H. Freeman

Introduction to the Practice of Statistics

Statistics

ISBN:

9781319013387

Author:

David S. Moore, George P. McCabe, Bruce A. Craig

Publisher:

W. H. Freeman

SEE MORE TEXTBOOKS