Question

The choices are listed in the screen shot below the questions. Only answer is needed, solving steps are not required. Thank you!

The returns of two portfolios were recorded for fourteen years. Portfolio 1 had a variance of returns of 155, while portfolio1.4085 0.6387 1.2513 1.5657 0.7992The p-value associated with this test statistic is0.6921 0.5702 0.2149 0.4119 0.4298Based on your results, what is your conclusion? O Reject the null hypothesis, and conclude that the variation in portfolio 1-1.5494 0.5256 0.5026 0.4704 0.60764.8771 4.9093 4.6634 4.6807 4.0346

0 0
Add a comment Improve this question Transcribed image text
Answer #1

(first part)

An F distribution with 13 and 13 degrees of freedom

(second part)

1.5657

F=s12/s22=155/99=1.5657

(third part)

0.2149

p-value=0.2149

(fourth part)

Do not reject the null hypothesis, and conclude that there is not enough evidence to claim that the variation in portfolio 1

Do not reject null hypothesis, and conclude that there is not enough .........

As the p-value=0.2149 is more than level of significance alpha=0.05(5%)

(fifth part)  LCL=0.5026 and UCL=4.877

4.8771 0.5026

100(1-alpha ) percent confidence interval for sigma1-squared /sigma2-squared is

        V

LCL=1.5657/3.115=0.5026

UCL==1.5657/0.311=4.877

Add a comment
Know the answer?
Add Answer to:
The choices are listed in the screen shot below the questions. Only answer is needed, solving...
Your Answer:

Post as a guest

Your Name:

What's your source?

Earn Coins

Coins can be redeemed for fabulous gifts.

Not the answer you're looking for? Ask your own homework help question. Our experts will answer your question WITHIN MINUTES for Free.
Similar Homework Help Questions
  • 8. Hypothesis testing, problem 4 Aa Aa Microsoft Outlook is believed to be the most widely...

    8. Hypothesis testing, problem 4 Aa Aa Microsoft Outlook is believed to be the most widely used e-mail manager. A Microsoft executive claims that Outlook is used by at least 75% of Internet users. A Merrill Lynch study involving 200 respondents reported that 68% use Microsoft Outlook. Can you prove that the executive's claim is not valid? What is the relevant point estimate? What is the value of the test statistic? This test statistic has: O A t distribution with...

  • please help me check the answer, thank you! ::) Microsoft Outlook is believed to be the...

    please help me check the answer, thank you! ::) Microsoft Outlook is believed to be the most widely used e-mail manager. A Microsoft executive claims that Outlook is used by at least 75% of Internet users. A Merill Lynch study involving 300 respondents reported that 72% use Microsoft Outlook. Can you prove that the executive's claim is not valid? What is the relevant point estimate? 0.72 What is the value of the test statistic? -1.2000 This test statistic has: A...

  • Your company is considering opening a retail store in Fairbanks, Alaska, but will do so only...

    Your company is considering opening a retail store in Fairbanks, Alaska, but will do so only if average daily spending per capita is higher there than in the rest of the country. According to recent data, the average U.S. household spends $80 per day. A sample was taken in Fairbanks. From a sample of 123, the average daily expenditure was $79.10, and the standard deviation was $9.80 What is the relevant point estimate? What is the value of the test...

  • A fast-food restaurant plans a special offer that will enable customers to purchase specially designed drink...

    A fast-food restaurant plans a special offer that will enable customers to purchase specially designed drink glasses featuring well-known cartoon characters. If more than 15% of the customers will purchase the glasses, the special offer will be implemented. A preliminary test has been set up at several locations, and 22 of 100 customers purchased the glasses. Should the special offer be introduced? What is the relevant point estimate? What is the value of the test statistic? This test statistic has:...

  • The owners of Johnny Jim's claim that their stores average $875,000 in annual sales. You used...

    The owners of Johnny Jim's claim that their stores average $875,000 in annual sales. You used this information in deciding to open a store. Your store however has not come even close to these annual sales. You want to prove that the figures given to you were misleading, and that in fact the true population sales figures must be below $875,000 You collect annual sales figures from 55 randomly selected stores. The average in your sample turns out to be...

  • Consider a normally distributed population with unknown variance ơ2. To test the null hypothesis that σ2 is equal t...

    Consider a normally distributed population with unknown variance ơ2. To test the null hypothesis that σ2 is equal to σ. we collect a sample of size n form the population and then calculate the sample variance S2. It is well known that we would fail-to-reject the null hypothesis if the following holds: 1-2n-1n-1 Note: χ2.v is such that P(x:Xp.v), and χ is a chi-squared random variable with v degrees of freedom. Use the above result to develop a hypothesis testing...

  • a) true b) false 42. For a chi-square distributed random variable with 10 degrees of freedom and a level of sigpificanoe computed value of the test statistics is 16.857. This will lead us to reje...

    a) true b) false 42. For a chi-square distributed random variable with 10 degrees of freedom and a level of sigpificanoe computed value of the test statistics is 16.857. This will lead us to reject the null hypothesis. a) true b) false 43. A chi-square goodness-of-fit test is always conducted as: a. a lower-tail test b. an upper-tail test d. either a lower tail or upper tail test e. a two-tail test 44. A left-tailed area in the chi-square distribution...

  • (If some are cut off just answer what you can see) 2A) 2B) 2C) 2D) You...

    (If some are cut off just answer what you can see) 2A) 2B) 2C) 2D) You are conducting a multinomial hypothesis test (a = 0.05) for the claim that all 5 categories are equally likely to be selected. Complete the table. Observed Expected Squared Category Pearson Frequency Frequency Residual A 25 B 14 с 9 D 22 E 20 Report all answers accurate to three decimal places. But retain unrounded numbers for future calculations. What is the chi-square test-statistic for...

  • (1 point) Do male and female skiers differ in their tendency to use a ski helmet?...

    (1 point) Do male and female skiers differ in their tendency to use a ski helmet? Ruzic and Tudor (2011) report a study in which 710 skiers completed a survey about aspects of their skiing habits. Suppose the results from the question on the survey about ski helmet usage were as follows: Helmet Usage Never Occasionally Always 241 84 169 106 31 79 Gender Male Female Ruzic, L. and Tudor, A. (2011): Risk-taking behaviour in skiing among helmet wearers and...

  • (1 point) Do male and female skiers differ in their tendency to use a ski helmet?...

    (1 point) Do male and female skiers differ in their tendency to use a ski helmet? Ruzic and Tudor (2011) report a study in which 710 skiers completed a survey about aspects of their skiing habits. Suppose the results from the question on the survey about ski helmet usage were as follows: Helmet Usage Never Occasionally 242 Gender Always 180 72 Male Female 82 Ruzic, L. and Tudor, A. (2011): Risk-taking behaviour in skiing among helmet wearers and nonwearers. Wilderness...

ADVERTISEMENT
Free Homework Help App
Download From Google Play
Scan Your Homework
to Get Instant Free Answers
Need Online Homework Help?
Ask a Question
Get Answers For Free
Most questions answered within 3 hours.
ADVERTISEMENT
ADVERTISEMENT
ADVERTISEMENT