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  • Statistical analysis of selections of exchange rates by means of rank criteria

    In presented article rank criteria for the statistical analysis of two selections are considered. These criteria check statistical hypotheses. Three groups of rank criteria were considered: about equality of the central tendencies, scopes of a variation and distribution laws. Researches were conducted on data on exchange rates in two next days in nine banks. Correctness of criteria was estimated proceeding from an US dollar exchange rate established by the Central bank of Russia. To these data rank criteria of Wilcoxon, Van der Waerden, Kolmogorov-Smirnov and others were applied rubbed. Coinciding values of two selections were estimated by means of a method of an average rank. For all examples rank criteria gave the correct assumptions of equality of two selections.

    Keywords: statistics, rank, sample, hypotheses statistical, critical value, normal distribution, the interfaced couples