Question
Suppose we are testing a null hypothesis, and the p-value associated with the observed test statistic is p=0.047. Would you reject the null hypothesis under
Suppose we are testing a null hypothesis, and the p-value associated with the observed test statistic is p=0.047.
Would you reject the null hypothesis under a 1% significance level? Under a 5% significance level?
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Quantitative Investment Analysis
Authors: Richard A. DeFusco, Dennis W. McLeavey, Jerald E. Pinto, David E. Runkle
3rd edition
111910422X, 978-1119104544, 1119104548, 978-1119104223
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