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One significant, one not, so A beats B?

Two strategies are evaluated. Strategy A has an estimated edge of 2.52.5 bp with standard error 1.01.0 bp (so zA=2.5z_A = 2.5, p0.012p \approx 0.012, significant). Strategy B has an estimated edge of 1.81.8 bp with standard error 1.21.2 bp (so zB=1.5z_B = 1.5, p0.13p \approx 0.13, not significant). A manager concludes, "A is significant and B is not, so A is meaningfully better than B."

Test whether A's edge is significantly greater than B's, and explain the fallacy in the manager's reasoning.

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