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This is a finance question. To estimate the risk of a stock, a sample of 73 cc returns was taken and the sample standard deviation
This is a finance question.
To estimate the risk of a stock, a sample of 73 cc returns was taken and the sample standard deviation was 0.057. To get a confidence interval for the true standard deviation o, 10,000 resamples were taken. Let @b,boot be the sample standard deviation of the bth resample. The 10,000 values of b,boot were sorted and the table below contains selected values of b,boot ranked from smallest to largest (so rank 1 is the smallest and so forth). Rank Value of b,boot 250 0.047 500 0.049 2500 0.053 7500 0.060 9500 0.065 9750 0.067 (a) Find the bootstrap standard error of . (b) Find the 90% and 95% confidence intervals using the bootstrap standard error in part (a) and the asymptotic normal distribution of . (c) Find the 90% and 95% equal tail bootstrap confidence interval for 0. To estimate the risk of a stock, a sample of 73 cc returns was taken and the sample standard deviation was 0.057. To get a confidence interval for the true standard deviation o, 10,000 resamples were taken. Let @b,boot be the sample standard deviation of the bth resample. The 10,000 values of b,boot were sorted and the table below contains selected values of b,boot ranked from smallest to largest (so rank 1 is the smallest and so forth). Rank Value of b,boot 250 0.047 500 0.049 2500 0.053 7500 0.060 9500 0.065 9750 0.067 (a) Find the bootstrap standard error of . (b) Find the 90% and 95% confidence intervals using the bootstrap standard error in part (a) and the asymptotic normal distribution of . (c) Find the 90% and 95% equal tail bootstrap confidence interval for 0Step by Step Solution
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