Quiz 2
Stat 21
1
Problem 1
We look at returns (in percentages) of the S&P 500 (SP) and the Dow Jones (DJ)
from 2004 through February 11, 2009.
This data split into 2 groups: before and
after August 2007. Plots of the indices, their returns, and scatterplots appear at
the end of the quiz but they are not needed to answer the questions.
Table 1: Summary Statistics
Variable
SP, Period 1
DJ, Period 1
SP, Period 2
DJ, Period 2
Sample Size
902
902
385
385
Mean
.030
.033
0.115
0.122
SD
0.662
0.678
2.09
2.28
The correlation in the first time period is .962, and it’s .989 in the second. We now
consider combining the time periods.
1.1
What is the mean for the SP over the entire period ? The DJ ?
1.2
For the combined period, the SD of the SP is 1.272. Find this quantity for the DJ.
1.3
What is the correlation for the combined period?
2
Problem 2
The following are 2 quiz scores for 5 students.
Table 2: Quiz Scores
Student
1
2
3
4
5
Quiz A
9
8
7
10
6
Quiz B
9
10
8
9
9
2.1
What is the correlation of the scores?
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 Spring '09
 IBSER
 Statistics, Husband, UCI race classifications, Tour de Georgia, Human height

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