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113年 - 113 國立臺北大學_碩士班一般入學考試試題_金融與合作經營學系:統計學#147275
> 申論題
(b) \((5\%)\) If the tulip is red, find the conditional probability that a bag having 15 red and 10 yellow tulips was selected.
相關申論題
2. Let X and Y denote the tarsus lengths of male and female grackles, respectively. Assume that X is $N(\mu_x, \sigma_x^2)$ and Y is $N(\mu_Y, \sigma_Y^2)$. A sample of size $n=25$ yielded $\overline{x}=33.80$, $s_x^2=4.88$, and a sample of size $m=30$ yielded $\overline{y}=31.66$, $s_Y^2=5.81$. Test (a) \((10\%)\mathrm{H}0: \sigma_x^2 / \sigma_Y^2 = 1\) against a two-side alternative with \(\alpha = 0.02\).
#605682
(b) \((10\%)\mathrm{H}_0: \mu_x = \mu_y\) against \(\mathrm{H}_1: \mu_x > \mu_y\) with \(\alpha = 0.01\).
#605683
(Some critical values $F_\alpha(df_1, df_2)$ and $t_\alpha(df)$, where $\Pr(F > F_\alpha(df_1, df_2)) = \alpha$ and $\Pr(t > t_\alpha(df)) = \alpha$, are given as follows: $$ \begin{array}{l} F_{0.02}(24, 29) = 2.236, F_{0.01}(24, 29) = 2.495, F_{0.02}(29, 24) = 2.306, \\ F_{0.01}(29, 24) = 2.589, F_{0.02}(30, 25) = 2.267, F_{0.01}(30, 25) = 2.538, \\ t_{0.01}(53) = 2.398, t_{0.01}(54) = 2.397, t_{0.01}(55) = 2.396, \\ t_{0.005}(53) = 2.672, t_{0.005}(54) = 2.670, t_{0.005}(55) = 2.668 \end{array} $$ 3. Let $X_1, X_2, \ldots$, and $X_n$ be a random sample from distributions with the following probability density functions. In each case find the maximum likelihood estimator $\hat{\theta}$. (a) \((5\%) f(x; \theta) = \theta x^{\theta - 1}, 0 < x < 1, 0 < \theta < \infty\)
#605684
(b) \((5\%) f(x; \theta) = 1 / \theta, 0 < x < \theta < \infty\)
#605685
4. (10%) Assume that a stock is picked from a population of stocks at random. The average return of the population of stocks is 20%, and the standard deviation of the population of stocks is 2%. To calculate the maximum of the probability that a stock picked at random from this population, which has a return less than 16% or greater than 24%.
#605686
5. In a presidential election campaign, two potential candidates argue who has higher supporting ratio. They tend to incorporate into a candidate group, however, they have inconsistent ideas on who should be the vice-president candidate. Candidate A suggests if the poll demonstrates the difference of supporting rate between two candidate groups is not significant, he will support B to be the presidential candidate; otherwise, A should be the presidential candidate and B the vice. (a) \((7\%)\) If the poll surveys at \(95\%\) confidence level and the sampling error is approximately \(\pm 3\%\), how large of the sample size should be interviewed at least? \(\left\{Z_{0.975} = 1.96\right\}\)
#605687
(b) \((7\%)\) The results of the poll: Group (A,B) represents A the presidential candidate and B the vice; Group (B,A) vice versa.
#605688
| | Support rate (p) | Sample size (N) | | --- | --- | --- | | Group (A,B) | 48.3% | 2,046 | | Group (B,A) | 46.1% | 2,046 | How do they make the decision? (at 95% confidence level) 6. A bank constructs a computer system for reviewing small-size loans. The following data discloses the cases reviewed by the system: Total loan cases: 54,231 Passed cases by computer review: 49,082 Non-default cases after computer review: 46,880 Default cases after computer review: 2,202 Cases rejected by computer system: 5,149. Then the cases are sent to be reviewed by manually. Non-default cases after manual review: 4,585; default cases after manual review: 564. (a) (8%)By the perspective of the computer system, fill up the following confusion matrix with number of cases.
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(b) (4%) What are the ratios of type I error and type II error?
#605690
(c) (14%) Calculate "Accuracy ratio", "Precision ratio", "Recall ratio", "False positive ratio", "False negative ratio", "F1-score".
#605691
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