推 hsuzchan : 已收入經濟系 :) 12/04 10:26
課程名稱︰統計學與計量經濟學暨實習上
課程性質︰系內必修
課程教師︰張勝凱
開課學院：社會科學院
開課系所︰經濟學系
考試日期（年月日）︰2016/11/29
考試時限（分鐘）：150
試題 :
Problem 1. (5,5,5,5)
Scores on a recent national statistics exam were normally distributed with
a mean of 80 and a standard deviation of 6.
a. What is the probability that a randomly selected exam will have a score
of at least 71?
b. What percentage of exams will have scores between 89 and 92?
c. If the top 2.5% of test scores receive merit awards, what is the lowest
score eligible for an award?
d. If there were 334 exams with scores of at least 89, how many students
took the exam?
Problem 2. (10,10)
a. the pdf of X is f(x;θ) = θx^(θ-1) for 0 <= x <= 1, and f(x;θ) = 0
otherwise.
For random sampling with sample size n. Find the maximum likelihood estimator,
θ_MLE, of θ.
b. Suppose (X,Y) ~ SBVN(0.8). Find P(Y >= 3 | x = 3).
Problem 3. (5,5,5,5)
Let N follows Poisson(λ) and S_N = Σ(N;i = 1)X_i where X_1,...,X_N | N follows
Benoulli(p) are i.i.d random variables.
a. Find E(S_N | N = n).
b. Find E(S_N).
c. Find Var(S_N | N = n).
d. Find Var(S_N).
(Hint: if N follows Poisson(λ), E(N) = λ and Var(N) = λ)
Problem 4. (10,10)
a. A small stock brokerage firm wants to determine the average daily sales(in
dollars) of stocks to their clients. A sample of the sales for 36 days
revealed average daily sales of 200,000. Provide a 97% confidence interval
estimate for the average daily sales.
b. A quality control technician is checking the weights of a product. She
takes a random sample of 8 units and weighs each unit. The observed weights
are shown below. Assume the population has a normal distribution. The weight
of products are 50, 48, 55, 52, 53, 46, 54 and 50. Provide a 95% confidence
interval for the mean weight of the units.
Problem 5. (6,7,7)
A random sample follows N(μ, σ^2). Define μ_1 = 1/n(1/2*X_1 + 3/2*X_2 + ...+
1/2*X_n-1 + 3/2*X_n) and μ_2 = 1/n*Σ(n;i = 1)X_i.
a. Which one is an unbiased estimater of μ?
b. Which one is relatively efficient?
c. Which one is a consistent estimator of μ?
--
※ 發信站: 批踢踢實業坊(ptt.cc), 來自: 140.112.178.74
※ 文章網址: https://www.ptt.cc/bbs/NTU-Exam/M.1480407126.A.FE5.html
※ 編輯: lovecat11070 (140.112.178.74), 11/29/2016 16:13:27