Financial Risk Manager Part 1
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Ultimate access to all questions.
Each of the following is true about the chi-square and F distributions EXCEPT:
A
The chi-square distribution is used to test a hypothesis about a sample variance; i.e., given an observed sample variance, is the true population variance different than a specified value?
B
As degrees of freedom increase, the chi-square approaches a lognormal distribution and the F distribution approaches a gamma distribution
C
The F distribution is used to test the joint hypothesis that the partial slope coefficients in a multiple regression are significant; i.e., is the overall multiple regression significant?
D
Given a computed F ratio, where F ratio = (ESS/df)/(SSR/df), and sample size (n), we can compute the coefficient of determination (R^2) in a multiple regression with (k) independent variables (regressors)