Essays about: "unequal variance t-test"

Found 2 essays containing the words unequal variance t-test.

  1. 1. The value of a good deed; ESG-scores and returns in the Nordic stock markets

    University essay from

    Author : Axel Olausson; Axel Pettersson; [2023-11-07]
    Keywords : Stock returns; ESG; Risk-adjusted returns; Adjusted Sharpe ratio; unequal variance t-test; Nordic market;

    Abstract : This paper seeks to answer which effect ESG-scores have on risk-adjusted returns for stocks listed on Nordic stock markets. To answer this, we create five null hypotheses and use unequal variance t-tests to determine if the hypotheses can be rejected. READ MORE

  3. 2. The Two-Sample t-test and the Influence of Outliers : - A simulation study on how the type I error rate is impacted by outliers of different magnitude.

    University essay from Uppsala universitet/Statistiska institutionen

    Author : Carl Widerberg; [2019]
    Keywords : Outlier; extreme value; outlying observation; ANOVA; Two-sample t-test; Student’s t-test; Welch’s t-test; type I error rate; robustness.;

    Abstract : This study investigates how outliers of different magnitude impact the robustness of the twosample t-test. A simulation study approach is used to analyze the behavior of type I error rates when outliers are added to generated data. Outliers may distort parameter estimates such as the mean and variance and cause misleading test results. READ MORE