If the Expected Value of a Sample Statistic Is Equal

question 33

Multiple Choice

If the expected value of a sample statistic is equal to the parameter it is estimating,then we call that sample statistic

• A)unbiased.
• B)minimum variance.
• C)biased.
• D)random.

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Definitions:

Alpha Generated

The excess returns of a portfolio over the benchmark's returns, attributable to the skill of the portfolio manager rather than the market movement.

Regression Equations

Statistical methods used to estimate the relationships among variables, often employed to predict future trends based on historical data.

Intercept

In regression analysis, the constant term that represents the value of the dependent variable when all the independent variables are zero.

Alpha

In finance, a measure of performance on a risk-adjusted basis, calculating the excess return of an investment relative to the return of a benchmark index.