作者himawarigirl (请登入‧线实)
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标题[试题] 97上 陈旭昇 统计学与实习一 期中考
时间Mon Nov 10 22:42:06 2008
课程名称︰统计学与实习一
课程性质︰必修
课程教师︰陈旭昇
开课学院:社科院
开课系所︰经济系
考试日期(年月日)︰2008/11/10
考试时限(分钟):110分钟
是否需发放奖励金:是
(如未明确表示,则不予发放)
试题 :
Problem 1 (15%) Answer the following questions.
1. Let A be an event of the sample space (state space) Ω (that is, A包含於Ω).
Then show that A and Ω are independent.
2. Given that Z = aX+b and W = cY+d, where X, Y are random variables, and a, b,
c and d are positive constants. Show that the correlation coefficient
between Z and W equals to the correlation coefficient between X and Y. That
is, ρZW = ρXY
3. Given that X ~ N(0,1) with MGF
Mx(t) = e^(t^2/2).
Let Y = μ+σX, use MGF to show that
Y ~ N(μ,σ^2).
Problem 2 (20%) Given that X ~ U[-1, 1]. Let random variable Y be defined as
-1 if ︳X︱< 1/2,
Y =
1 if ︳X︱≧1/2.
1. Find E(X) = ?
2. Find E(Y) = ?
Problem 3 (40%) Let Z ~ U(0,1), and Y = -㏑(1-Z).
1. Use CDF technique to identify the distribution of Y.
2. Suppose that X ~ Poisson(Y).
(a) Find E(X|Y=y) = ?
(b) Find E(X) = ?
(c) Find Var(X) = ?
Problem 4 (10%) Given that ﹛X,Y﹜~ BTP(2, 1/3).
1. Find out the joint pmf f(x,y).
2. Show that
Σ f(x,y) = f(x).
y(属於)supp(Y)
Problem 5 (15%) 假定经济系的学生有25%的人有闪光, 而统计助教认为, 在求学期间
与异性发展友达以上的情感会影响学习。以该班期中考成绩来看, 有闪光的学生有40%
的人不及格, 没有闪光的学生有p的比例不及格。令F代表随机抽出一名学生, 而该学生
有闪光;A代表虽机抽出一名学生, 而该学生成绩及格。
1. 不及格的比率如为25%,请问p为多少?
2. 承上, 请问及格的学生当中, 有多少比例的学生有闪光?
3. 承上, 请问统计助教的想法是否正确?
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︳ 为什麽我会感到迷惑?
φsumika 并不是因为少了地图,而是因为...我找不到目的地。
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