A statistics question asked in Quant Developer round at Tower Research Capital
Just to continue this answer:
If we assume alpha to be 0.05 and p-value for this case would be 7.82e-06 for two-tailed test.
The p-value << alpha, so we can reject the null hypothesis.
(The p-value is obtained using scipy.stats.norm python function, 2*norm.sf(4.47) )
Just to continue this answer:
If we assume alpha to be 0.05 and p-value for this case would be 7.82e-06 for two-tailed test.
The p-value << alpha, so we can reject the null hypothesis.
(The p-value is obtained using scipy.stats.norm python function, 2*norm.sf(4.47) )