9. Suppose x1, x2, , x_n is a random sample of size $n$ from a normal distribution with mean μ and variance σ^2. What is the Cramér-Rao lower bound for σ^2?(A) σ^2/n(B) σ^2/(n-1)(C) 2σ^4/n(D) 2σ^4/(n-1)

8. Let a categorical variable $Gi \in \{1,2,3,4\}$ and define dummies $D{ki} = \mathbf{1}\{Gi = k\}$, $k = 1,2,3,4$. Consider the regression with an intercept: $yi = \beta0 + \beta1 D{1i} + \beta2 D{2i} + \beta3 D{3i} + \beta4 D{4i} + ui$. Which statement is correct?(A) The model is identified because the dummies are mutually exclusive(B) The model is not identified because $ \sum{k=1}^{4} D{ki} = 1 $ for all $ i $; drop one dummy or drop the intercept(C) The model is identified if $ n $ is large enough(D) Identification fails only if one group has zero observations試題隨卷繳交接背面4國立臺北大學 115 學年度碩士班一般入學考試試題系(所)組別：經濟學系科目：統計學第4頁共4頁☑可 ☐不可使用計算機

9. Suppose $x1, x2, \ldots, x_n$ is a random sample of size $n$ from a normal distribution with mean $\mu$ and variance $\sigma^2$. What is the Cramér-Rao lower bound for $\sigma^2$?
(A) $\frac{\sigma^2}{n}$
(B) $\frac{\sigma^2}{n-1}$
(C) $\frac{2\sigma^4}{n}$
(D) $\frac{2\sigma^4}{n-1}$

相關試題

相關試卷

9. Suppose $x1, x2, \ldots, x_n$ is a random sample of size $n$ from a normal distribution with mean $\mu$ and variance $\sigma^2$. What is the Cramér-Rao lower bound for $\sigma^2$?(A) $\frac{\sigma^2}{n}$(B) $\frac{\sigma^2}{n-1}$(C) $\frac{2\sigma^4}{n}$(D) $\frac{2\sigma^4}{n-1}$

相關試題

相關試卷

9. Suppose $x1, x2, \ldots, x_n$ is a random sample of size $n$ from a normal distribution with mean $\mu$ and variance $\sigma^2$. What is the Cramér-Rao lower bound for $\sigma^2$?
(A) $\frac{\sigma^2}{n}$
(B) $\frac{\sigma^2}{n-1}$
(C) $\frac{2\sigma^4}{n}$
(D) $\frac{2\sigma^4}{n-1}$