Appendix 17
F-Equality Test of Variances for Asset and Equity Volatility (Cinema)
Table A17.1.
| σE | σV |
Mean | 31.0% | 25.0% |
Variance | 1.5% | 0.9% |
Observations | 17 | 17 |
Degrees of freedom | 16 | 16 |
F | 1.61 |
|
P(F<=f) unilateral | 0.17 |
|
Critical value for F (unilateral) | 2.33 |
|
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