110年 - 110 國立政治大學_碩士班招生考試_金融學系/金融管理組:統計學A#102879

科目：研究所、轉學考(插大)◆統計學 | 年份：110年 | 選擇題數：0 | 申論題數：11

試卷資訊

所屬科目：研究所、轉學考(插大)◆統計學

選擇題 (0)

申論題 (11)

(a) Find the expected value and variance of X. (10%)

(b) Find the conditional distribution of X given Y=0. (6%)

(c) Find the cotrelation between X and Y. (6%)

(d) Let Z=aX+bY, where both a and b are any positive values. Find the expected value and variance of Z. (8%)

(a) Test whether the population mean of hotel room prices in City X is greater than 75. (7%)

(b) Find a 99% confidence interval for the difference between the two population means of hotel room prices in both Cities X and Y. (10%)

(c) Can you conclude that the mean price of a hotel room in City X is lower than one in City Y? (1) Assume that both samples are independent and the population variances of room prices in both cities are (10%) (2) Assume that the samples from both cities are paired-dependent.(8%) equal.

(a) Complete the analysis of variance (ANOVA) table and conclude the resulting F test. (12%)

(b) Explain the meanings of the estimated coeffcients for X² and x³.(6%)

(c) Test and conclude which explanatory vatiable(s) can be dropped. (12%)

(d) What is the value of the adjusted R²? (5%)