8. X , Y , Z are random variables, which of the following statement about conditional means is not true? (A) E[ E (Y / X )] = E (Y ) . (B) If X and Y are independent, then E (Y / X ) = E (Y ) . (C) E (Y / X ) = E[ E (Y / X , Z ) / X ] . (D) If Cov( X , Y ) = 0 , then E (Y / X ) = E (Y ) must hold.

複選題10. Which of the following statement is true? (A) In hypothesis testing, if we fail in rejecting the null hypothesis when it is actually false, then we make a Type I error. (B) When we have the same sample to test the mean of a population around a specific value, it is more likely to reject the null hypothesis when we use one-tailed test than when we use two-tailed test under the same significant level. (C) The probability of t-value less than that of the critical t-value of a significance level is equal to p-value. (D) Using confidence interval to see whether it includes the specific population parameter may make different inference from doing hypothesis testing.

8. X , Y , Z are random variables, which of the following statement about conditional means is not true?
(A) E[ E (Y / X )] = E (Y ) .
(B) If X and Y are independent, then E (Y / X ) = E (Y ) .
(C) E (Y / X ) = E[ E (Y / X , Z ) / X ] .
(D) If Cov( X , Y ) = 0 , then E (Y / X ) = E (Y ) must hold.

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