[R-SIG-Finance] statistical remedy needed

tonyp petrovaa at gmail.com
Fri Jul 8 14:38:18 CEST 2011


Thanks for the reply, Mark and Andy. The reason I am using the paired t-test
is that I am comparing top 10% top performance of a benchmark and the
benchmark itself, therefore, the confounder is the benchmark per se. Correct
me if I am wrong! So if you think that I still should use the simple t-test
in this case as you say I am using the Welch one due to the high p-value
significance of the variance homogeneity test. Again, thanks for the quick
feedback guys. 

TP

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