Test the null hypothesis that the st. deviation of daily return is 2% against the alternative that the mean daily return is not 2%.

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
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Chapter1: Starting With Matlab
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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
Transcribed Image Text: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
Transcribed Image Text:Ho: o = 0.02 versus H₂: σ = 0.02 at 99% confidence
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