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Table 5 Contingency table to test the dependence between X(t) and T for Netflix

From: Drawdown-based risk indicators for high-frequency financial volumes

  

X(t)

    
  

\((-\infty , 7.7] \times 10^3\)

\((7.7, 12.5] \times 10^3\)

\((12.5, 19.5) \times 10^3\)

\([19.5, 33) \times 10^3\)

\([33, +\infty ) \times 10^3\)

T

(0, 2]

3204(3538.9)

5649(5385.8)

5899(5566.6)

5056(5027.5)

2344(2633.2)

 

(2, 4]

580(471.8)

636(718.0)

627(742.1)

729(670.2)

381(351.0)

 

(\(4, +\infty\))

424(197.3)

119(300.3)

93(310.3)

193(280.3)

406(146.8)

  1. The numbers in brackets are the theoretical values obtained under the independence hypotheses