Q1. In order to test if Stock A is more volatile than Stock B, prices of both stocks are observed to construct the sample variance of the two stocks. The appropriate test statistics to carry out the test is the:
A) Chi-square test. B) F test. C) t test.
Q2. Abby Ness is an analyst for a firm that specializes in evaluating firms involved in mineral extraction. Ness believes that the earnings of copper extracting firms are more volatile than those of bauxite extraction firms. In order to test this, Ness examines the volatility of returns for 31 copper firms and 25 bauxite firms. The standard deviation of earnings for copper firms was $2.69, while the standard deviation of earnings for bauxite firms was $2.92. Ness’s Null Hypothesis is σ12 = σ22. Based on the samples, can we reject the null hypothesis at a 95% confidence level using an F-statistic and why? Null is: A) not rejected. The critical value exceeds the F-value by 0.71. B) rejected. The F-value exceeds the critical value by 0.849. C) rejected. The F-value exceeds the critical value by 0.71.
Q3. The use of the F-distributed test statistic, F = s12 / s22, to compare the variances of two populations does NOT require which of the following? A) populations are normally distributed. B) two samples are of the same size. C) samples are independent of one another.
Q4. The test of the equality of the variances of two normally distributed populations requires the use of a test statistic that is: A) F-distributed. B) z-distributed. C) Chi-squared distributed.
[此贴子已经被作者于2009-1-13 16:17:06编辑过] | 
发表于 2009-1-13 16:17
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