Quant

CFA Level II
#21

I misread the correlation question. :frowning: It pays to read the question :slight_smile:

#22

dinesh.sundrani Wrote: ------------------------------------------------------- > tcasperite Wrote: > -------------------------------------------------- > ----- > > I put PPP > > +1 for me! +1 FOR ME TOO

#23

is that corr = SUM (X-X_)(Y-Y_)/Sqrt (SUM(X-X_)^2)Sqrt (SUM(Y-Y_)^2) = .339 something like that… looks like i didn’t miss any on quant so far…

#24

Hypothesis is < 1 PPP It is an explanatory variable

#25

I had Hypothesis does not equal zero and PPP

#26

H0: b1 >= 0 since he suspect b1 < 0.

#27

lxwqh Wrote: ------------------------------------------------------- > H0: b1 >= 0 since he suspect b1 < 0. I concur

#28

They were two hypho. tests. my answers First one: Two tail and not = to 0 second one: Less than or equal to 1

#29

McLeod81 Wrote: ------------------------------------------------------- > lxwqh Wrote: > -------------------------------------------------- > ----- > > H0: b1 >= 0 since he suspect b1 < 0. > > > I concur Concur on McLeod’s concur.

#30

i had that also so i concur mcleod/mwvt, etc. i think i went 3/6 on quant though- i booted some easy ones. no bueno.

#31

lxwqh Wrote: ------------------------------------------------------- > H0: b1 >= 0 since he suspect b1 < 0. i think you’re right. It’s tricky. Also get corr= .339

#32

don’t remember the PPP question but rest seems to be right. two tail, >=1, .339

#33

What was the two- tail question?

#34

Type of test to run on a correlation coeff.

#35

isn’t correlation cov of a and b/st dev a * st dev b. it looks like lxwqh didn’t divide the sum of squares and the covariance numerator by number of oberservations. That definitely would change the answer wouldn’t it?

#36

Yes. It would be divide by n-1

#37

I put PPP, 2 tailed t test, corr as .339 something and Ho <=1.

#38

dude, n-1 denominators cancels each other out.

#39

lxwqh Wrote: ------------------------------------------------------- > dude, n-1 denominators cancels each other out. I had the same answer lxwqh. Thought he was confused by your notation.

#40

i can’t remember the question with one or twon tailed tests