課程名稱︰統計學與實習上
課程性質︰系定必修
課程教師︰林惠玲老師
開課學院:社會科學院
開課系所︰經濟學系
考試日期(年月日)︰2007/10/30
考試時限(分鐘):3小時
是否需發放獎勵金:是 謝謝^ ^
(如未明確表示,則不予發放)
試題 :
一、(8%)True or False:請回答下列敘述正確與否,必須說明是或非的理由,否則不予
計分。
a.衡量一物質熱能高度時,開氏(K)與攝氏(℃)溫標均為區間尺度(interval scale)
(提示:1.OK定義為”絕對零度”,意即沒有東西的溫度會比OK低。
2.開式與攝氏溫標的換算公式為K=℃+273.15。
3.熱能的單位為卡(cal.),1卡可使質量1g的水上升1℃。給定同質量的
物質,其熱能若愈高,攝氏溫標愈高。)
b.若A與B為獨立,則A與B互斥。
c.X為隨機機數,若將X標準化,則標準化的隨機變數期望值為0,標準差為1。
d.若有兩群資料,分別是資料A和資料B,A和B的資料個數、平均數、變異數都相同,
將這兩群資料混合在一起,形成一群新資料C,並重新計算資料C的平均數和變異數
,則資料C的平均數和變異數都和資料A相同。(A、B、C都是母體)
二、(6%)Suppose you are given the following rates of return for ABC company's
stock:8%, 10%, -12%, and 18%.Find the arithmetic and geometric means for
the returns and interpret one is better measurement.
三、(24%)X is a random variable with its pmf(probability mass function), f(x),
shown as following:
f(x)=|x|/12,x=-3,-2,-1,0,1,2,3
0, otherwise
a.Find E(X),V(X).
b.If Y=2X+3, find E(Y) and V(Y).
c.If W=X^2, find pmf of W, E(W) and V(W).
四、(10%)某大學有二學院,一是工學院,一是文學院,申請入學並不容易,婦女委員會懷疑審
核過程歧視女性。委員會從學校得到以下所有申請者的性別和審核結果的列聯表:
男性(B) 女性(B*)
-----------------------
通過(A ) 35 20
不通過(A*) 45 40
-----------------------
總和 80 60
-----------------------
試求
(1) P(A|B),P(A|B*)
(2) 申請者性別與審核通過有關係嗎? (或獨立嗎?)
(3) 委員會根據(1)(2)結果,認為學校有性別歧視,若你是該大學校長,你可舉出何
種資料來說明上述資料並不一定代表性別歧視
五、(16%)To reduce theft, the Merdeth Company screens all its employees with
a lie detector test that is known to be correct 90 percent of the time
(for both guility and innocent subjects). George Meredeth decides to fire
all employees who fail the test. Suppose 5 percent of the employees are
guility of theft.
a. What is the expected propotion of the workers fired?
b. Of the workers fired, what propotion is actually guility?
c. Of the workers not fired, what propotion is guility?
d. What do you think of George's policy?
六、(16%)If you flip a coin, you may either get a head or tail. Suppose you
are flipping an unfair coin, with the probability of getting a head in
one toss equaling to p. Let X, a random variable, be the times of getting
a head in one toss.
a. What is the pmf of X?
b. Find E(X), V(X).
c. If you toss the coin for 3 times, and let Y be the times of getting
heads. What is the pmf of Y?
d. If you flip the coin for n times and n >1, will the expected propotion
of getting head more than p? Why or why not?
七、(12%)試證明
_ _ _
1.Σ(Xi-X)^2*fi=ΣXi^2*fi-nX^2,其中X=ΣXifi/n,n=Σfi (註:Xi為i組的組中點)
2.設h1(X),h2(X),......,hk(X)為隨機變數X的函數,則
E[h1(X)+h2(X)+......+hk(X)]=E[h1(X)]+E[h2(X)]+......+E[hk(X)]
3.E[X-E(X)]^2=E(X^2)-[E(X)]^2
八、(8%)下列資料表是一家雜貨店在過去兩週中每日的顧客數:
24 59 80 33 56 75 51 71 81 37 79 78 80 96 40
66 91 86 56 75 53 10 65 74 79 24 81 97 82 66
試說明如何用EXCEL得出:樣本平均數、樣本中位數、樣本四分位距、樣本標準差、
樣本變異係數。請說明具體的步驟。
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※ 編輯: kirayomato 來自: 140.112.215.35 (10/31 02:00)