V.14:5 (210): SIDEBAR: Statistical Primer

V.14:5 (210): SIDEBAR: Statistical Primer
Item# \V14\C05\SIDESTA.PDF
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Two samples are used in the analysis of event-driven breakouts:

Sample 1: Market returns with event-driven breakouts removed

Sample 2: All event-driven breakouts.

To determine if sample 2 yields consistently higher returns than sample 1, a two-sided t- test is used:

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