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Math Help - T-Statistic

  1. #1
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    T-Statistic

    Hey guys, I have got a statistical question about a paper from a financial journal article I just read.
    In the article the author's investigaste the foreign exchange market and as part of that created a descriptive statistics table which looks roughly like this:

    Exchange Rate A Exchange Rate B

    Mean return (%) 0.268 0.336

    Median return (%) 0.107 -0.007

    Std Dev (%) 4.229 4.428

    Skewness 0.781 0.885

    Kurtosis 1.786 2.163

    t-stat 0.993 1.192


    This is just an example and there is around 10 different exchange rates on there but what I was wondering is how they calculated the t-stat? From what I have learned you calculate a t-stat by either comparing two samples, which would not make much sense since theres 10 different samples with varying degrees of correlations, or by having an assumed target mean against which to test, which as far as I know does not exist. Am I wrong about this or is there something I have missed?

    Thanks for your time guys.
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  2. #2
    MHF Contributor
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    Re: T-Statistic

    Hey FelixG.

    I'm guessing the t-stat refers to a one sample t-test where you look at an inference with respect to a population mean of zero.

    Take a look at this:

    Student's t-test - Wikipedia, the free encyclopedia
    Thanks from FelixG
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