商务与经济统计9版 试卷Statistics_midterm_2004_sample.pdf

This is a sample midterm-exam given in year 2004. But don’t treat it as a bible that can tell you what will appear in the coming midterm-exam. Midterm Exam Note: 1. The exam time is 10am-12am, Apr 14, 2004. 2. Everyone is allowed to have two cheat-sheets. 3. You are allowed to use calculators. 1. (15 points) Please tell whether each of the following statement is true or false and give brief explanation if the statement is false. (1) The significance level of a statistical test is equal to the probability that the null hypothesis is false. (2) A type I error occurs when the test statistic falls in the rejection region of the test. (3) A type II error is more serious than a type I error. (4) The likelihood ratio is a random variable. (5) If the 95% confidence interval for θ is [-2, 4], then there is .95 probability that θ will fall in [-2, 4]. 2. (20 points) Let X 1 , … , X n be independent random variables with common pdf 1 ⎧ 1 ⎪ − θ + 1≤ x ≤ θ + 1 f (x | θ ) ⎨ 2θ ⎪ 0 otherwise ⎩ (1) Find a sufficient statistic for θ . (2) Find the maximum likelihood estimator of θ . 3. (15 points) Assume that the mean and the variance of scores in a University are both unknown. Suppose a random sample of 10 scores is taken, and the 10 scores are 320, 380, 400, 420, 500, 520, 600, 655, 725, 780. (1) Construct a 95% confidence interval for the mean score. (2) Construct a 95% confidence interval for the