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1 准考證號碼 : ( 請考生自行填寫 ) 商研. 財金. 國際商務研究所筆試科目 : 統計學共 6 頁, 第 1 頁注意事項 1. 本科目合計 1 分, 答錯不倒扣. 請於答案卷上依序作答, 並標註清楚題號 ( 含小題 ) 3. 考完請將答案卷及試題一併繳回 (14) 1.761, (14).145, (15) 1.753, (15).131, (16) 1.746, (16).1, (8).48, (3).4, (1) 1.98, (14) 1.977,.975 (19) , (19) 3.853,.975 () ,.95 () 1.858, () , () ,.975 (1) 1.893,.95 (1) , (1) 3.675, (1) Muliple Choice Quesions: (1%) 1. Wha is he weighed mean for hree exams if he firs one was worh 65 poins and he suden received a score of 7%, he second was worh 7 poins and he suden received a score of 85% and he hird was worh 55 poins and he suden received a score of 9%? (4%) (A) (B) 81.3 (C) 51.5 (D) 4.98 (E) Given en sudens, four of which are females, if wo sudens are seleced a random, wihou replacemen, wha is he probabiliy ha boh sudens are female? (4%) (A) 4/1 (B) 4/5 (C) /15 (D) 3/5 (E) 1/1. 3. An aparmen building has he following aparmens: 1 bedroom bedroom 3 bedroom 1s floor 3 nd floor 1 3 3rd floor 4 1 If an aparmen is seleced a random, wha is he probabiliy ha i is on he nd floor or has 3 bedrooms? (4%) (A) 1/1 (B) 1/4 (C) 3/1 (D) 9/ (E) 11/. 4. There are 35 blue balls, 45 red balls, and 3 whie balls in a bag of balls. Wha is he condiional probabiliy of choosing a red ball, given ha a whie ball was no chosen? (4%) (A).565 (B).773 (C).693 (D).6 (E).491.

2 商研. 財金. 國際商務研究所筆試科目 : 統計學共 6 頁, 第頁 5. In a survey, 75% of he voers suppor a paricular referendum. If 6 voers are chosen a random, and X is he number of voers ha suppor his referendum, wha is he variance of X? (4%) (A) (B)3.75 (C)6.78 (D)33.75 (E) If X is a normal random variable wih mean 7 and sandard deviaion 1.5, hen wha is he value x such ha P(X > x) is equal o.74? (4%) (A)7.975 (B)6 (C)8 (D)5.95 (E) A qualiy conrol exper wans o esimae he proporion of defecive componens ha are being manufacured by his company o wihin.5%. A sample of componens showed ha 15 were defecive. How large a sample is needed o esimae he rue proporion of defecive componens wih 95% confidence? (4%) (A)31 (B)553 (C)47 (D)736 (E) A 95% confidence inerval around he variance was calculaed. For n = 1, he confidence inerval was [5.366, 9.3]. Wha is he variance of he sample? (A)5.953 (B) (C)4.188 (D)46.39 (E)43.7 (4%) 9. In a sample of 5 mice, a biologis found ha 4% were able o run a maze in 1 seconds or less. Wha is he upper value of 95% limi for he populaion proporion of mice who can run ha maze in 1 seconds or less? (4%) (A).83 (B).35 (C).5348 (D).5568 (E) A 99% confidence inerval can be inerpreed as: (4%) (A) There is a 1% chance ha he rue parameer value is ouside he inerval. (B) In 99% of he samples, he mean of he samples will be ouside he inerval. (C) 99% of all populaion values are wihin he inerval. (D) Boh (A) and (B) (E) None of he above. 11. A es on 16 moorboas reveals ha he boa runs coninuously for 11. hours, on he average, on a full ank, wih a sandard deviaion of.3 hours. Wha is he upper bound of 95% confidence inerval for he mean ime he boa runs? (4%) (A)1.419 (B)1.453 (C) (D)1.8 (E)1.4.

3 商研. 財金. 國際商務研究所筆試科目 : 統計學共 6 頁, 第 3 頁 1. In a sample of 838 barenders, 3% heard complains from parons abou work. If he margin of error (sandard error) was 4.15%, wha was he confidence level ha was used? (4%) (A)9% (B)95% (C)99% (D)85% (E)9% 13. The widh of a 9 % confidence inerval for he populaion mean is 1 unis. The sample size is large (over 1). Wha would be he widh of a 99% confidence inerval for he populaion mean, everyhing else (sample size, sample variance) remaining he same? (4%) (A) (B)8.399 (C) (D) (E) Which ype of null hypohesis is used in he figure below? (4%) (A) H : k (B) H : k (C) H : k (D) H : k (E) none of he above 15. When he r populaion means are differen, i is likely ha he average error: (A) is relaively large compared o he average reamen (B) is relaively small compared o he average reamen (C) is abou equal o he average reamen (D) differs, depending on he populaions involved (E) none of he above (4%) 16. Give he erm ha refers o any saisical es such as he z-, -, or F-es. (4%) (A) parameric ess (B) sign es (C) nonparameric saisics (D) disribuion-free saisics (E) none of he above

4 商研. 財金. 國際商務研究所筆試科目 : 統計學共 6 頁, 第 4 頁 17. Which of he following does no explain a possible relaionship beween variables when he null hypohesis is rejeced? (4%) (A) negaive effec (B) caused by a hird variable (C) reverse cause-and-effec (D) direc cause-and-effec (E) boh (C) and (D) 18. Error deviaions measure disances: (4%) (A) wihin groups (B) beween groups (C) boh (A) and (B) (D) beween each value and he grand mean (E) none of he above 19. The figure below as a resul of a wo-way ANOVA, which of he following saemens would apply? (4%) (A) There is a significan ineracion effec. (B) The main effecs should no be inerpreed wihou considering he ineracion effec. (C) The graph does no give any indicaion of wheher or no here is an ineracion effec. (D) There is no significan ineracion effec. (E) none of he above.. A compuer random number generaor gives he following random numbers: Which es would be used o es wheher or no his series is random? (4%) (A) he runs es (B) he Wilcoxon signed rank es (C) he sign es (D) he McNemar es (E) he Wald-Wolfowiz es

5 商研. 財金. 國際商務研究所筆試科目 : 統計學共 6 頁, 第 5 頁 1. Suppose ha in a muliple regression he F is significan, bu none of he -raios are significan. This means ha: (4%) (A) mulicollineariy may be presen (B) auocorrelaion may be presen (C) a nonlinear model would be a beer fi (D) he regression is good (E) none of he above. In a muliple regression analysis wih n = 15 and k = 14, he compuer repors R = (4%) (A) his is no a good regression (B) his is an excellen regression (C) his is an average regression (D) no enough informaion o deermine (E) his is a good regression 3. If he correlaion coefficien is.93, wha is he unexplained variaion? (4%) (A) 13.5% (B) 86.5% (C) 93% (D) 7% (E) none of he above 4. Wha informaion does correlaion provide? (4%) (A) The srengh and direcion of he relaionship beween wo variables. (B) The srengh of he relaionship beween wo variables. (C) The direcion of he relaionship beween wo variables. (D) The srengh and direcion of he relaionship beween wo or more variables. (E) None of he above. 5. A researcher has reason o be ha, for an experimen wih 3 poins, a 95% predicion inerval would be of widh 8. If he researcher wishes o run a more precise experimen ha will resul in a 95% predicion inerval of widh 4, hen he researcher will require: (4%) (A) More han 1 poins (B) 15 poins (C) 3 poins (D) 1 poins (E) no enough informaion o deermine 試題至此結束

6 商研. 財金. 國際商務研究所筆試科目 : 統計學共 6 頁, 第 6 頁

报告总结

报告总结 CFEF RR/04/0 CAViaR RR/04/0 004 CAViaR 00080 VaR VaR Engle Manganelli 999 VaR CAViaR Chow CAViaR B Engle Manganelli CAViaR Absrac: Value-a-Risk (VaR) has become a sandard ool o measure marke risk widely