.Answer the following questions.
(一) What is the value of test statistic you suggest for testing whether the probability of
having positive daily returns is equal to the one of having negative returns for
Shanghai A share?
(二) What is your inference result for testing whether the median of daily return for
Shanghai A share equals to 0 at 5% type I error?
(三) What is the value of test statistic you suggest for testing whether the first quartertile
(i.e., Q3 ) equals to 2%?
(四) What is the value of test statistic you suggest for testing whether the distributions
of daily returns for Shanghai A and B shares are equal?
Suppose a random variable X has the probability density function f (x) = c for
0 ≤ x ≤1 and 0 otherwise. (12%)
(一) What is the value of c ?
(二) What is the mean of X ?
(三) What is the variance of X ?
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