Question
13. Using the sign test, if (1) H1 is directional, (2) Ho is false, (3) = 0.01, and (4) N = 12, then the
13. Using the sign test, if (1) H1 is directional, (2) Ho is false, (3) = 0.01, and (4) N = 12, then the probability of making a Type I error equals a. 0.0002 b. 0.0010 C. O d. 0.0192
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An Introduction to the Mathematics of Financial Derivatives
Authors: Ali Hirsa, Salih N. Neftci
3rd edition
012384682X, 978-0123846822
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