課程名稱︰王衍智 課程性質︰必修 課程教師︰統計學一下 開課學院：管理學院 開課系所︰財務金融學系 考試日期（年月日）︰ 考試時限（分鐘）：10 / 10 / 10 是否需發放獎勵金：是 （如未明確表示，則不予發放) 試題 : Quiz 1 1. Following counts are shipments for 80 days in a small front. Please test if the shipment per day follows Passion distribution. # of shipment True occurrences Theoretical occurrences 0 45 1 23 2 12 >2 0 2. Please test the independence (upon a Chi-square test) of gender and education from survey. Gender \ Education Junior school Senior high College Total Male 25 30 25 80 Female 35 15 20 70 Total 60 45 45 150 3. We want to know if a set of data following a normal distribution, and we carry out Chi-square test on that. The data are grouped into 12 groups. By chi-square test, X^2=17. Please verify if this series follows a normal at (one-tail) 5% significance level. 卡方表:http://imgur.com/upkwL5n ------------------------------------------------------------------- Quiz 2 1. We randomly survey 16 NTU students and 16 NCCU students and investigate their average salary. Mean salary of NTU is 19. Mean salary of NCCU is 21. Sample variances: NTU is 3.9 and NCCU is 4.5. Salaries are normally distributed. Please test H0:μT=μC . (Hint: F(1,30)=4.17) (40%) 2. A survey on the average salary of four groups: A, B, C and D. The average salaries and number of observations are: ─ A B C D X 7.87 7.47 5.14 3.69 N 62 52 7 13 The sum of squared total is 596.01. Please make following ANOVA table, and do contrast test on new H0:μA=0.5(μC+μD). (40%+20%) SS DF MS F Between Within Total 596.01 ------------------------------------------------------------------------------- Quiz 3 1. We specify regression model as y=a0+a1x1+a2x2+e. Σx1y=30, Σx2y=50, Σx1x2=50, Σx1^2=50, Σx2^2=80, Σy^2=90, Σx1=10, Σx2=20, Σy=20. N=10. Please answer following questions (20% for each): i) What are estimations of a0, a1 and a2. ^ ii) If Σ(y-y)^2=40, what is R^2 ? iii) What is adjusted R^2? 2. We specify regression model as: income=0.2+1.5*consumption+2*D -0.8*consumption*D + e. D is a dummy that equals one if the individaual is male; zero otherwise. Please find d(income)/d(consumption). 3. Please find standard deviation of residual by following regression output. http://imgur.com/rgX2QEp --

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