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研究所、轉學考(插大)◆統計學
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90年 - 90 國立交通大學管碩士班考試入學試題_交通運輸研究所、運輸科技與管理學系:統計學#124782
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題組內容
1. 解釋名詞:
(1). two random variables are independent and identically distributed. (6%)
其他申論題
(2) What is the probability that Larry does not sell any suits? (5%)
#530725
7. An equipment manufacturer has developed a new electrical product. Heclaims that the product has a mean life length of 10,000 hours, with a standarddeviation of 150 hours. A consumer tested 16 random samples of the productand obtained a mean life length of 9,775 hours. Evaluate at the 0.05 level ofsignificance whether the life length announcement for the new product isreliable ? (12%)
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(1) Assume that the error terms εᵢ are independent N(0, σ²) and that σ² is known. State the likelihood function for the n sample observations on Y and obtain the maximum likelihood estimator of β₁. Is it the same as the least squares estimator of β₁? (10%)
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(2) Show that the maximum likelihood estimator of β₁ is unbiased. (5%)
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(2). Central Limit Theorem. (6%)
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2. Given the joint probability distribution of two random variables X and Y as following, (4%)
#530731
3. 普松隨機變數(Poisson random variable)X之機率函數為P(x=k) = , 試証其符合機率總和等於1的特性。(8%)
#530732
(1).對一個隨機變數X而言,其平均值(mean)與變異數(variance)之意義各為何? (6%)
#530733
(2). 試証 Var(X) = E(X²) - [E(X)]² (8%)
#530734
5. 一隨機變數X之機率密度函數(probability density function)為試繪製此隨機變數之機率密度函數與累積機率函數(cumulative distribution function)的圖形。(6%)
#530735