Suppose a mutual fund qualifies as having moderate risk if the standard deviation of its monthly rate of return is less than 66%. A mutual-fund rating agency randomly selects 2222 months and determines the rate of return for a certain fund. The standard deviation of the rate of return is computed to be 4.474.47%. Is there sufficient evidence to conclude that the fund has moderate risk at the alpha equals 0.10α=0.10 level of significance? A normal probability plot indicates that the monthly rates of return are normally distributed. What are the correct hypotheses for this test? The null hypothesis is H0: sigmaσ equals= 0.06. The alternative hypothesis is H1: sigmaσ less than< 0.06. Calculate the value of the test statistic. chi squaredχ2equals=??? (Round to three decimal places as needed.)
Suppose a mutual fund qualifies as having moderate risk if the standard deviation of its monthly rate of return is less than 66%. A mutual-fund rating agency randomly selects 2222 months and determines the rate of return for a certain fund. The standard deviation of the rate of return is computed to be 4.474.47%. Is there sufficient evidence to conclude that the fund has moderate risk at the alpha equals 0.10α=0.10 level of significance? A normal probability plot indicates that the monthly rates of return are normally distributed. What are the correct hypotheses for this test? The null hypothesis is H0: sigmaσ equals= 0.06. The alternative hypothesis is H1: sigmaσ less than< 0.06. Calculate the value of the test statistic. chi squaredχ2equals=??? (Round to three decimal places as needed.)
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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Question
Suppose a mutual fund qualifies as having moderate risk if the standard deviation of its monthly rate of return is less than
normally distributed.
66%.
A mutual-fund rating agency randomly selects
2222
months and determines the rate of return for a certain fund. The standard deviation of the rate of return is computed to be
4.474.47%.
Is there sufficient evidence to conclude that the fund has moderate risk at the
alpha equals 0.10α=0.10
level of significance? A normal probability plot indicates that the monthly rates of return are What are the correct hypotheses for this test?
The null hypothesis is
H0:
sigmaσ
equals=
0.06.
The alternative hypothesis is
H1:
sigmaσ
less than<
0.06.
Calculate the value of the test statistic.
chi squaredχ2equals=???
(Round to three decimal places as needed.)Expert Solution
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