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The Power When the Student T-test for Independent Two Samples Applied to Data from the AR(1) Process

机译:对来自AR(1)流程的数据进行独立两个样本的学生T检验时的功效

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摘要

The power of the Student T-test applied to two independent samples is studied when simulated returns from AR(1) process are categorized into two samples by Moving Average Buy-Sell Trading Rule. Empirical study is also conducted for observations via bootstrapping resampling method.
机译:当通过移动平均买卖交易规则将AR(1)过程的模拟收益归类为两个样本时,研究了应用于两个独立样本的Student T检验的功效。还通过自举重采样方法对观察进行了实证研究。

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