p-value
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P1.T2.20.17. Hypothesis tests of univariate linear regression model
Learning objectives: Construct, apply, and interpret hypothesis tests and confidence intervals for a single regression coefficient in a regression. Explain the steps needed to perform a hypothesis test in a linear regression. Describe the relationship between a t-statistic, its p-value, and a...- Nicole Seaman
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- confidence-interval hypothesis-testing hypothesis-tests linear-regression p-value regression single-regression-coefficient t-statistic univariate-linear-regression
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- Forum: FRM® Practice Questions
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YouTube T2-12 The p value is the exact significance level
The p value is the area in the rejection region(s). In this example, we observe a sample mean of +15 bps and our null hypothesis is that the "true" population mean is zero. The corresponding p value of 2.36% is the exact (i.e., lowest) significance level at which we can reject the null. Put...- Nicole Seaman
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- null-hypothesis p-value sample-mean significance-level youtube
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- Forum: P1.T2 Quantitative Analysis
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YouTube T2-10 Test of sample mean (Confidence interval, test statistic and p-value)
The explores the answer to Miller's EOC Question #2: "You are given the following sample of annual returns for a portfolio manager. If you believe that the distribution of returns has been stable over time and will continue to be stable over time, how confident should you be that the portfolio...- Nicole Seaman
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- confidence-interval p-value sample-mean t-statistic test-statistic youtube
- Replies: 0
- Forum: P1.T2 Quantitative Analysis