Home > Articles > Volume 14 (1996) > Chapter 5 (May 1996) > V.14:5 (210): SIDEBAR: Statistical Primer

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

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

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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