My post has all the links you need to understand it, really just the Wikipedia definitions of Sharpe Ratio and various test statistics like the standard score.

I spent three hours studying all the various concepts, and I've reached the conclusion that there's a bit of confusion everywhere, due to nobody defining their terms.
Wikipedia gives four different definitions of the Sharpe ratio, the original/revised vs. ex-ante/ex-post. Plus, they are defined using momenta of a distribution, but for the examples where it's used the sample means and sample standar... (read more)