Test the null hypothesis that the st. deviation of daily return is 2% against the alternative that the mean daily return is not 2%.
Test the null hypothesis that the st. deviation of daily return is 2% against the alternative that the mean daily return is not 2%.
Glencoe Algebra 1, Student Edition, 9780079039897, 0079039898, 2018
18th Edition
ISBN:9780079039897
Author:Carter
Publisher:Carter
Chapter10: Statistics
Section10.1: Measures Of Center
Problem 9PPS
Related questions
Question
Test the null hypothesis that the st. deviation of daily return is 2% against the alternative that the mean daily return is not 2%.
![One-sample test of variance
Variable
8_KO
Obs
Ho: sd = 0.02
251
sd = sd (g_KO)
Ha: sd 0.02
Pr (C < c) = 0.0000
Mean
.0006892
Std. Err.
.0007089
Std. Dev. [99% Conf. Interval]
.0112317 -.0011509
c = chi2 =
degrees of freedom =
Ha: sd != 0.02
2*Pr (C < c) = 0.0000
.0025293
78.8438
250
Ha: sd
0.02
Pr (C> c) = 1.0000](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2Fa47f1f95-31bc-46cb-a1fd-9c13a8695f8e%2F57181c88-6f86-4cdc-b601-6c8e9a77b711%2Fevq55aa_processed.png&w=3840&q=75)
Transcribed Image Text:One-sample test of variance
Variable
8_KO
Obs
Ho: sd = 0.02
251
sd = sd (g_KO)
Ha: sd 0.02
Pr (C < c) = 0.0000
Mean
.0006892
Std. Err.
.0007089
Std. Dev. [99% Conf. Interval]
.0112317 -.0011509
c = chi2 =
degrees of freedom =
Ha: sd != 0.02
2*Pr (C < c) = 0.0000
.0025293
78.8438
250
Ha: sd
0.02
Pr (C> c) = 1.0000
![Ho: o = 0.02 versus H₂: σ = 0.02 at 99% confidence](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2Fa47f1f95-31bc-46cb-a1fd-9c13a8695f8e%2F57181c88-6f86-4cdc-b601-6c8e9a77b711%2Fn2x5dbb_processed.png&w=3840&q=75)
Transcribed Image Text:Ho: o = 0.02 versus H₂: σ = 0.02 at 99% confidence
Expert Solution
![](/static/compass_v2/shared-icons/check-mark.png)
This question has been solved!
Explore an expertly crafted, step-by-step solution for a thorough understanding of key concepts.
This is a popular solution!
Trending now
This is a popular solution!
Step by step
Solved in 3 steps
![Blurred answer](/static/compass_v2/solution-images/blurred-answer.jpg)
Recommended textbooks for you
![Glencoe Algebra 1, Student Edition, 9780079039897…](https://www.bartleby.com/isbn_cover_images/9780079039897/9780079039897_smallCoverImage.jpg)
Glencoe Algebra 1, Student Edition, 9780079039897…
Algebra
ISBN:
9780079039897
Author:
Carter
Publisher:
McGraw Hill
![Glencoe Algebra 1, Student Edition, 9780079039897…](https://www.bartleby.com/isbn_cover_images/9780079039897/9780079039897_smallCoverImage.jpg)
Glencoe Algebra 1, Student Edition, 9780079039897…
Algebra
ISBN:
9780079039897
Author:
Carter
Publisher:
McGraw Hill