Goldberg, Lisa R.; Kercheval, Alec N.; Lee, Kiseop - In: The Journal of Risk Finance 6 (2005) 4, pp. 349-365
Purpose – The purpose of this paper is to describe a generalization of the familiar two‐sample t ‐test for equality of means to the case where the sample values are to be given unequal weights. This is a natural situation in financial risk modeling when some samples are considered more...