Description
The Standard and Poor's 500 stock index (S&P 500) is a benchmark of stock
market performance, based on 400 industrial firms, 40 financial stocks,
40 utilities, and 20 transportation stocks. These data include the value of a
$1 investment in 1871 at the end of each year from 1871 to 1999, according to
the S&P 500, assuming all dividends are reinvested. Describe the distribution
of the S&P value as a function of year.source
Ramsey, F.L. and Schafer, D.W. (2013). The Statistical Sleuth: A
Course in Methods of Data Analysis (3rd ed), Cengage Learning.