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  1. Nicole Seaman

    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...
  2. Nicole Seaman

    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...