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 varianceVariable8_KOObsHo: sd = 0.02251sd = sd (g_KO)Ha: sd 0.02Pr (C < c) = 0.0000Mean.0006892Std. Err..0007089Std. Dev. [99% Conf. Interval].0112317 -.0011509c = chi2 =degrees of freedom =Ha: sd != 0.022*Pr (C < c) = 0.0000.002529378.8438250Ha: sd0.02Pr (C> c) = 1.0000 Ho: o = 0.02 versus H₂: σ = 0.02 at 99% confidence

Given:n = 251.0s = 0.0112 The Hypothesis test:Ho:σ=0.02Ha:σ≠0.02

Answered: Test the null hypothesis that the st.…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

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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

Ho: o = 0.02 versus H₂: σ = 0.02 at 99% confidence

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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