← 返回数学题库
1681统计简单derivationshort

One-Sample z-Test with Known Volatility

题目

A signal's average daily alpha over 25 days is 0.80.8, and the daily standard deviation is known to be 22. Test H0:μ=0H_0:\mu=0 against a two-sided alternative at the 5% level using a z-test.

解题计时

0:00

提交作答时记录,用于后续平均用时统计。

你的答案

Z-statistic

Decision regarding H0