Daily price returns (in pence) of Abbey National shares between 7/31/91 and 10/8/91

Data used in problem 6.39

Abbey

Format

A data frame/tibble with 50 observations on one variable

price

daily price returns (in pence) of Abbey National shares

Source

Buckle, D. (1995), Bayesian Inference for Stable Distributions, Journal of the American Statistical Association, 90, 605-613.

References

Kitchens, L. J. (2003) Basic Statistics and Data Analysis. Pacific Grove, CA: Brooks/Cole, a division of Thomson Learning.

Examples

qqnorm(Abbey$price)
qqline(Abbey$price)

t.test(Abbey$price, mu = 300)
#> 
#> 	One Sample t-test
#> 
#> data:  Abbey$price
#> t = -0.050454, df = 49, p-value = 0.96
#> alternative hypothesis: true mean is not equal to 300
#> 95 percent confidence interval:
#>  298.3668 301.5532
#> sample estimates:
#> mean of x 
#>    299.96 
#> 
hist(Abbey$price, main = "Exercise 6.39", 
     xlab = "daily price returns (in pence)",
     col = "blue")