Mathematical Statistics, II

 

[The Homework Assignments]
Assignment 7

This is an application assignment covering ANOVA and post hoc tests. In this assignment, you need to collect data. The data you collect is the percent increase for 30 stocks listed on the NASDAQ.

 

Step 1: Collect the Data

Randomly select 30 companies listed on the NASDAQ. Make sure that 10 of the companies are “technology” companies; 10 are “transportation” companies; and 10 are “energy” companies. For each company, measure the percent increase in closing price from the first trading day of last year to the first trading day of this year. The percent increase is defined as the raw increase divided by the initial price.

Sector Symbol Start End % increase
TechnologyANET101.28235.58132.603
ASUR 9.3714.89 58.911
BKYI 2.65 1.77-33.208
BRKS16.8623.85 41.459
CCMP63.7994.08 47.484
 
TransportationKNX33.0543.7232.284
CSX37.5257.7253.838
DAL49.6856.0012.721
HA55.5039.10-29.550
KSU83.81109.1930.283
 
EnergyCVX117.70127.908.666
XEC135.90127.82-5.946
CRK10.508.46-19.429
CRT17.9714.69-18.253
DWSN7.664.73-38.251

As an example, here is a data table for my selection of 15 companies You will, of course, sample 30 companies.

 

Step 2: Analyze the Data

Now that you have collected the data, analyze it. Determine if one of the three sectors has a significantly different return on investment (% increase) than the others… and in which direction.

To do this, make sure you use several appropriate post hoc analyses. Since they were covered in class, I expect you to at least use Fisher’s LSD, Tukey’s HSD, Scheffe’s, and Student-Newman-Keuls multiple comparisons tests.

Draw your conclusions from them as a whole.

 

Step 3: Illustrate the Data

Use a graphic to illustrate your conclusions. Here is a basic, utilitarian graphic. It is definitely not optimal. In fact, you may want to include several graphics in your submission, making sure you explain each graphic.

[multiple comparisons test graphic]

 

Step 4: The Warning

Note: Doing only what is requested above will net you — at most — 80%. The more you add to this assignment, the higher your possible grade. Use this final assignment as your opportunity to show off all you have learned during this course. This includes showing off how you can extend analyses covered in class and explain the statistics underlying those tests.

 

This page was last modified on 6 April 2023.
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