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2.5 Statistical Hypothesis Testing

2.5 Statistical Hypothesis Testing

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Question 52

A financial technologist monitored the latency, measured in milliseconds (ms), of a high-frequency trading algorithm. Over a period of one week, a random sample of 150 execution cycles showed a mean latency of 12.4 ms12.4 \text{ ms}12.4 ms with a standard deviation of 3.2 ms3.2 \text{ ms}3.2 ms. After upgrading the network hardware, a second random sample of 180 execution cycles was taken, which showed a mean latency of 11.6 ms11.6 \text{ ms}11.6 ms with a standard deviation of 2.1 ms2.1 \text{ ms}2.1 ms.

a.

Test at the 5%5\%5% level of significance whether the mean latency of the trading algorithm decreased after the hardware upgrade. State your hypotheses clearly.

[5]
b.

Explain the significance of the Central Limit Theorem to the test conducted in part (a).

[2]
c.

If a pooled-variance two-sample test were used instead of the test in part (a), state the assumption needed about the population variances.

[1]
Markscheme

2.5 Statistical Hypothesis Testing Questions

  1. A Level
  2. /Maths
  3. /2.5 Statistical Hypothesis Testing

355 exam-style questions on OCR (MEI) A Level Maths 2.5 Statistical Hypothesis Testing, covering 2.5.1 Process and language of hypothesis testing, 2.5.2 When to apply 1-tail and 2-tail tests, 2.5.3 Significance level and incorrect rejection, 2.5.4 Null and alternative hypotheses (binomial), 2.5.5 Conduct a binomial hypothesis test, 2.5.6 Critical and acceptance regions (binomial), 2.5.7 Distribution of the sample mean (A-level only), 2.5.8 Hypothesis test for a single mean (A-level only), 2.5.9 Critical and acceptance regions (mean) (A-level only), 2.5.10 Correlation as closeness to a straight line (A-level only), 2.5.11 Inference using a correlation coefficient (A-level only), and 2.5 Statistical Hypothesis Testing. Each one has a worked solution and a mark scheme showing where the marks go.

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