110年公務人員升官等考試
等 級: 薦任
類科( 別): 統計
科 目: 統計學
(一)$$E(X+5)=E(X)+5=10 \Rightarrow \mu_X =E(X)=\bbox[red,2pt]{5}$$(二)$$E[(X+5)^2]=E[X^2+10X+25]= E(X^2) +10E(X)+25=125\\ \Rightarrow E(X^2)=100-10E(X)=100 -10\times 5=50 \Rightarrow \sigma_X^2 =E(X^2)-(E(X))^2 = 50-5^2=\bbox[red,2pt]{25}$$
解答:$$f(y\mid x)={f(x,y) \over f(x)} ={f(x,y)\over {1\over 3}(1+4x)} = {2y+4x\over 1+4x} \Rightarrow f(x,y)={1\over 3}(4x+2y)\\ \Rightarrow Y的邊際機率f_Y(y) =\int f(x,y)\;dx =\int_0^1 {1\over 3}(4x+2y)\;dx =\bbox[red,2pt]{{1\over 3}(2y+2)}$$
解答:$$觀察值:\begin{array}{c|ccccc|r} 壽命& 50以下& 50-60 &60-70& 70-80& 89以上&小計 \\\hline 抽菸 & O_1=38 & O_2=47 & O_3= 43 & O_4=32 & O_5=34 & 194\\ 不抽菸 & O_6=30 & O_7=55 & O_8=51 & O_9=37 & O_{10}=33 & 206\\\hline 小計& S_1=68 & S_2=102& S_3= 94 & S_4=69 & S_5=67 & 400\end{array} \\ \Rightarrow 全體抽菸比例p={194\over 400} =0.485\\\Rightarrow 期望值:\begin{array}{c|ccccc|r} 壽命& 50以下& 50-60 &60-70& 70-80& 89以上 \\\hline 抽菸 & E_1 & E_2 & E_3 & E_4 & E_5 \\ 不抽菸 & E_6 & E_7 & E_8 & E_9 & E_{10} \end{array}\\ ,其中\cases{E_i=S_i\times p,i=1-5\\E_i=S_i\times (1-p),i=6-10} \\ 即期望值:\begin{array}{c|ccccc|r} 壽命& 50以下& 50-60 &60-70& 70-80& 89以上 \\\hline 抽菸 & 32.98 & 49.47 & 45.59 & 33.465 & 32.495 \\ 不抽菸 & 35.02 & 52.53 & 48.41 & 35.535 & 34.505 \end{array}\\ \Rightarrow 檢定統計值\chi^2= \sum_{i=1}^{10} {(E_i-O_i)^2\over E_i} ={(32.98-38)^2\over 32.98}+{(49.47-47)^2\over 49.47}+\cdots +{(34.505-33)^2\over 34.505}\\=2.269 \lt 9.49=\chi^2_{0.05}(4) \\ \Rightarrow 未達顯著性,即壽命長短與是否抽菸\bbox[red,2pt]{不相關}$$
解答:$$共同變異數信賴區=\left( {SSE\over \chi^2_{0.025}(9)},{SSE\over \chi^2_{0.975}(9)}\right) =\left( {47+57+61\over 19.0228},{47+57+61\over 2.7004}\right)\\ =\bbox[red, 2pt]{(19.023,61.102)}$$
解答:$$f(x)={2\over \theta^2}(\theta-x) \Rightarrow E(X)= \int_0^\theta x{2\over \theta^2}(\theta-x)\;dx = \int_0^\theta {2\over \theta }x -{2\over \theta^2}x^2\;dx\\=\left.\left[ {1\over \theta}x^2 -{2\over 3\theta^2}x^3\right] \right|_0^\theta =\theta-{2\over 3}\theta ={1\over 3}\theta\\ 設定E(X)=\bar X \Rightarrow {1\over 3}\theta=\bar X \Rightarrow \hat \theta_{MME} =\bbox[red, 2pt]{3\bar X}$$
解答:$$f(y\mid x)={f(x,y) \over f(x)} ={f(x,y)\over {1\over 3}(1+4x)} = {2y+4x\over 1+4x} \Rightarrow f(x,y)={1\over 3}(4x+2y)\\ \Rightarrow Y的邊際機率f_Y(y) =\int f(x,y)\;dx =\int_0^1 {1\over 3}(4x+2y)\;dx =\bbox[red,2pt]{{1\over 3}(2y+2)}$$
解答:$$觀察值:\begin{array}{c|ccccc|r} 壽命& 50以下& 50-60 &60-70& 70-80& 89以上&小計 \\\hline 抽菸 & O_1=38 & O_2=47 & O_3= 43 & O_4=32 & O_5=34 & 194\\ 不抽菸 & O_6=30 & O_7=55 & O_8=51 & O_9=37 & O_{10}=33 & 206\\\hline 小計& S_1=68 & S_2=102& S_3= 94 & S_4=69 & S_5=67 & 400\end{array} \\ \Rightarrow 全體抽菸比例p={194\over 400} =0.485\\\Rightarrow 期望值:\begin{array}{c|ccccc|r} 壽命& 50以下& 50-60 &60-70& 70-80& 89以上 \\\hline 抽菸 & E_1 & E_2 & E_3 & E_4 & E_5 \\ 不抽菸 & E_6 & E_7 & E_8 & E_9 & E_{10} \end{array}\\ ,其中\cases{E_i=S_i\times p,i=1-5\\E_i=S_i\times (1-p),i=6-10} \\ 即期望值:\begin{array}{c|ccccc|r} 壽命& 50以下& 50-60 &60-70& 70-80& 89以上 \\\hline 抽菸 & 32.98 & 49.47 & 45.59 & 33.465 & 32.495 \\ 不抽菸 & 35.02 & 52.53 & 48.41 & 35.535 & 34.505 \end{array}\\ \Rightarrow 檢定統計值\chi^2= \sum_{i=1}^{10} {(E_i-O_i)^2\over E_i} ={(32.98-38)^2\over 32.98}+{(49.47-47)^2\over 49.47}+\cdots +{(34.505-33)^2\over 34.505}\\=2.269 \lt 9.49=\chi^2_{0.05}(4) \\ \Rightarrow 未達顯著性,即壽命長短與是否抽菸\bbox[red,2pt]{不相關}$$
解答:$$共同變異數信賴區=\left( {SSE\over \chi^2_{0.025}(9)},{SSE\over \chi^2_{0.975}(9)}\right) =\left( {47+57+61\over 19.0228},{47+57+61\over 2.7004}\right)\\ =\bbox[red, 2pt]{(19.023,61.102)}$$
解答:$$f(x)={2\over \theta^2}(\theta-x) \Rightarrow E(X)= \int_0^\theta x{2\over \theta^2}(\theta-x)\;dx = \int_0^\theta {2\over \theta }x -{2\over \theta^2}x^2\;dx\\=\left.\left[ {1\over \theta}x^2 -{2\over 3\theta^2}x^3\right] \right|_0^\theta =\theta-{2\over 3}\theta ={1\over 3}\theta\\ 設定E(X)=\bar X \Rightarrow {1\over 3}\theta=\bar X \Rightarrow \hat \theta_{MME} =\bbox[red, 2pt]{3\bar X}$$
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