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Re: st: Fisher's exact test
From
Nick Cox <[email protected]>
To
[email protected]
Subject
Re: st: Fisher's exact test
Date
Tue, 13 Sep 2011 08:39:42 +0100
In addition, volumes on successive days are hardly independent.
You could just compare the distributions with a quantile plot.
Nick
On Tue, Sep 13, 2011 at 8:20 AM, Maarten Buis <[email protected]> wrote:
> On Mon, Sep 12, 2011 at 6:52 PM, Beatrice Crozza wrote:
>> I would like to compute the ratio between the mean trading volume
>> around announcements and the mean trading volume at the same time of
>> the day on non-announcement days.
>> I want than to test if these two means are significantly different at 5% level.
>>
>> I read this post:
>> http://www.ats.ucla.edu/stat/stata/whatstat/whatstat.htm
>> Since when there is the news I have only 5 obs, I want to use the
>> Fisher’s exact test.
>
> the Fisher's exact test is for cross-tabulations not for comparisons
> of means, so it is not appropriate for your problem.
>
> Hope this helps,
> Maarten
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
>
> http://www.maartenbuis.nl
> --------------------------
>
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