[試題] 102下 鄭明燕 高等統計推論二 期末考

作者: d3osef (阿嘉)   2014-07-12 02:16:34
課程名稱︰高等統計推論二
課程性質︰選修
課程教師︰鄭明燕
開課學院:理學院
開課系所︰數學系
考試日期(年月日)︰102.06.19
考試時限(分鐘):110
是否需發放獎勵金:是
(如未明確表示,則不予發放)
試題 :
Advanced Statistical Inference II Final Examination 19 Jun 2014
1. Let X=(X1,X2,....Xn), where X1,X2,....Xn are iid random variables from a
Bernouli(p) distribution. Consider testing:H0:p=p0 versus p≠p0.
(a)10% Derive an expression for -2logλ(x), where λ(x) is the LRT statistic.
(b)10% Give an approximate level α test.
2. A random sample of X1,....,Xn is drawn from a Gamma(α,β) population with
pdf 1
f(x│α,β)=

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