The mean–variance ratio test—A complement to the coefficient of variation test and the Sharpe ratio test
نویسندگان
چکیده
منابع مشابه
The mean–variance ratio test—A complement to the coefficient of variation test and the Sharpe ratio test
To circumvent the limitations of the tests for coefficients of variation and Sharpe ratios, we develop the mean-variance-ratio statistic to test the equality of the meanvariance ratios and prove that our proposed statistic is uniformly most powerful unbiased. In addition, we illustrate the applicability of our proposed test to compare the performances of stock indices.
متن کاملthe relationship between learners critical thinking ability and their performance in the reading sections of the tofel and ielts test
the study reflected in this thesis aims at finding out relationships between critical thinking (ct), and the reading sections of tofel and ielts tests. the study tries to find any relationships between the ct ability of students and their performance on reading tests of tofel and academic ielts. however, no research has ever been conducted to investigate the relationship between ct and the read...
15 صفحه اولconstruction and validation of the translation teacher competency test and the scale of students’ perceptions of translation teachers
the major purpose of this study was to develop the translation teacher competency test (ttct) and examine its construct and predictive validity. the present study was conducted in two phases: a qualitative phase as well as a quantitative phase. in the first phase of the study, the author attempted to find out the major areas of competency required for an academic translation teacher. the second...
investigating the interaction of language knowledge and strategic competence in the performance of efl learners on reading-to-write and writing-only test tasks
این مطالعه به دو روش کمی و کیفی و با هدف بررسی استراتژی های فراشناختی فراگیران زبان انگلیسی به عنوان زبان خارجی در دو آزمون نوشتن و نوشتن ترکیبی انجام پذیرفت. در بخش کمی برای سنجش میزان استراتژی های فراشناختی از یک پرسشنامه که بر اساس مدل بکمن و پالمر (1996) ساخته شده بود استفاده شد. پایایی و روایی سازه ی پرسشنامه هنگام مطالعه ی پایلوت و روایی محتوای آن با جمع آوری نظرات نُه متخصص در رشته سنجیده...
the effect of functional/notional approach on the proficiency level of efl learners and its evaluation through functional test
in fact, this study focused on the following questions: 1. is there any difference between the effect of functional/notional approach and the structural approaches to language teaching on the proficiency test of efl learners? 2. can a rather innovative language test referred to as "functional test" ge devised so so to measure the proficiency test of efl learners, and thus be as much reliable an...
15 صفحه اولذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2011
ISSN: 0167-7152
DOI: 10.1016/j.spl.2011.02.035