作者jackoyu (偉下列資料正確填寫並回숩
看板Grad-ProbAsk
標題[商管] [統計]-逢甲91-統計與精算-動差母函數 and 檢定
時間Mon Nov 16 16:27:35 2009
1.
N ~ Poisson(λ=5)
Xi's ~Exp(λ=3)
S=X1+.....+XN
Xi, N 獨立
求 the monment generating function of S.
拜託強者,幫忙解答一下疑問,謝謝!!
2.
You suspect one of the die have been modified. You roll the suspected
die 50 times. The observed distribution is provided below,
Value(x) 1 2 3 4 5 6
observed 13 12 10 8 4 3
let p=P(X=1/6),test H0:p<= 1/6 H1:p> 1/6
(a) find the exact p-value
(b) Use normal approximayion to find the p-value
(c) Find a rejection region for test at α=0.05,and the power function.
這題要怎麼做呢?是要用齊一性檢定嗎? 還是 ..... 謝謝!!
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◆ From: 140.122.140.126
※ 編輯: jackoyu 來自: 140.122.140.126 (11/16 16:56)
※ 編輯: jackoyu 來自: 140.122.140.126 (11/16 16:59)
推 locust0923:1.Ms(t)=Mn(ln(Mx(t)),M為該分配之動差 2.用齊一性 11/16 17:26
推 ksherry:用p近似常態做 11/17 00:13