Chaper 9

Quiz 9

1、单选题:

At significance level   we reject the null hypothesis, and then at significance level  ,

‍选项:
A: We must reject the null hypothesis.
B: We are bound to accept the null hypothesis.
C: We need to redo our hypothesis testing.
D: We might accept the null hypothesis.
答案: 【 We must reject the null hypothesis.

2、单选题:
​One of the best hypothesis testing scenarios is this:​
选项:
A: big, small.
B:  small, big.
C:  big, big.
D:  small, small.
答案: 【  small, small.

3、单选题:
‏When the value of sample statistics does not fall into the rejection region of the null hypothesis, represents:‌
选项:
A: There is not enough reason to accept the null hypothesis.
B: There is not enough reason to reject the null hypothesis.
C: The null hypothesis must be true.
D: The alternative hypothesis must be correct.
答案: 【 There is not enough reason to reject the null hypothesis.

4、单选题:
‏Under what circumstances can the second type of error occur?‎
选项:
A: The null hypothesis is true.
B: The null hypothesis is false.
C: The alternative hypothesis is false.
D: The alternative hypothesis is true.
答案: 【 The null hypothesis is false.

5、单选题:
​When the sample size is fixed, the probability of making the first type of error decreases, and the probability of making the second type of error :‏
选项:
A: decrease.
B: increase.
C: constant.
D: Not sure.
答案: 【 increase.

6、单选题:
‌With a certain sample size:‌
选项:
A: If you increase , the rejection region will increase, and the probability of making the first type of error will increase.
B: If you increase , the rejection region will increase, and the probability of making the first type of error will decrease.
C: If you increase , the rejection region will decrease, and the probability of making the first type of error will increase.
D: If you increase , the rejection region will decrease, and the probability of making the first type of error will decrease.
答案: 【 If you increase , the rejection region will increase, and the probability of making the first type of error will increase.

7、单选题:

For the significance level , the criterion for rejecting the null hypothesis according to the P value is:

​选项:
A: p<
B: p>
C: p=
D: p=0
答案: 【 p<

8、单选题:
‏The relation between the null hypothesis and the alternative hypothesis is:​
选项:
A: May be true simultaneously.
B: The null hypothesis must be true, but the alternative hypothesis may be true.
C: Only one must be true.
D: It may not be true at the same time.
答案: 【 Only one must be true.

9、单选题:
​The following are different P-values. Which P-value is better for rejecting the null hypothesis?‏
选项:
A: p=0.001
B: p=0.999
C: p=0.5
D: p=0.03
答案: 【 p=0.001

10、单选题:
‏The first type of error in hypothesis testing refers to:‏
选项:
A: Reject the null hypothesis if true.
B: Reject the alternative hypothesis if it is true.
C: Reject the alternative hypothesis if it is false.
D: Reject the null hypothesis if it is false.
答案: 【 Reject the null hypothesis if true.

11、判断题:

Under , the power function  is the probability of making the second type of error.

‏选项:
A: 正确
B: 错误
答案: 【 错误

12、判断题:
‌If we want to reduce both type 1 and type 2 errors, we can only increase the sample size n.‍
选项:
A: 正确
B: 错误
答案: 【 正确

13、判断题:

The statistical test with size  contains the statistical test with level .

‌选项:
A: 正确
B: 错误
答案: 【 错误

14、判断题:
‌Neyman-Pearson lemma is not true if a hypothesis contains multiple parameter values.‎
选项:
A: 正确
B: 错误
答案: 【 正确

15、判断题:
‌With constant sample size n, if we want to reduce the probability of the occurrence of the first type of error, the probability of the occurrence of the second type of error must increase.‍
选项:
A: 正确
B: 错误
答案: 【 正确

16、判断题:

Suppose confidence level =1-, the p value of the test rejects the condition that the null hypothesis should satisfy is p<.

‍选项:
A: 正确
B: 错误
答案: 【 正确

17、判断题:
‍Statistical tests can help us reject a hypothesis, but they can't help us confirm a hypothesis.‌
选项:
A: 正确
B: 错误
答案: 【 正确

18、判断题:
‎The significance level of the test is defined as the probability of being allowed to make the first type of error, which determines the size of the rejection region.​
选项:
A: 正确
B: 错误
答案: 【 正确

19、判断题:
‌It is impossible to reduce both type I and type II errors.‎
选项:
A: 正确
B: 错误
答案: 【 错误

20、判断题:
‍The second type of error occurs when the null hypothesis is true but the null hypothesis is rejected.‌
选项:
A: 正确
B: 错误
答案: 【 错误

Chapter 7

Quiz 7

1、单选题:

Let  be the standard normal distribution function,,,P(A)=0.1, are independent.Define ,According to the central limit theorem, the distribution function F (y) of Y is approximate to:

​选项:
A:  

B:

C:
D:
答案: 【 

2、单选题:

Suppose  is the number of times A occurs in n repeated test events, and p is the probability of event A occurring in each test. For any ,

‎选项:
A: 0
B: 1
C: 0.5
D:
答案: 【 0

3、单选题:

Assuming that random variable  obeies the random variable of binomial distribution of parameter n and p, then when must obey

‌选项:
A: Binomial distribution
B: Poisson distribution
C: Standard normal distribution
D: Uniform distribution
答案: 【 Standard normal distribution

4、单选题:

Let's say that  is a random sample of IID N(0,1).Define ,,when must obey

​选项:
A: Poisson distribution
B: Binomial distribution
C:  Standard normal distribution
D: Uniform distribution
答案: 【  Standard normal distribution

5、单选题:

‏If a dice is rolled n times repeatedly, when , the average value   converges to

‌选项:
A:
B: 3
C: 6
D:
答案: 【 

6、单选题:

Suppose that {} is independent of each other and obeys the exponential distribution of parameter . when converges to 

​选项:
A:
B:
C:
D:
答案: 【 

7、单选题:
‍The arrows indicate that you can derive the right from the left,which of the following is true?‌
选项:
A: convergence in probabilityconvergence in convergence in distribution
B: convergence in probabilityconvergence in distributionconvergence in 
C: almost sure convergenceconvergence in probabilityconvergence  in distribution
D: convergence in convergence  in distributionconvergence in probability
答案: 【 almost sure convergenceconvergence in probabilityconvergence  in distribution

8、单选题:

‍Suppose that E(X)=,D(X)= ,then by chebyshev inequality,

​选项:
A:
B:
C: 1
D: 0
答案: 【 

9、单选题:

‎Assume that  are independent,and they all obey uniform distribution on interval (-1,1),by CLT,

‎选项:
A:
B:
C:
D: 0
答案: 【 

10、单选题:

Assume that  are independent,and ,when n is sufficiently large, is almost normal distribution, as long as satisfies:

‏选项:
A: Have the same expectations.
B: There is the same variance.
C: It follows the same exponential distribution.
D: It obeys the same discrete distribution.
答案: 【 It follows the same exponential distribution.

11、判断题:
‍Convergence in distribution can be derived from convergence in probability.​
选项:
A: 正确
B: 错误
答案: 【 正确

12、判断题:
​Almost sure convergence leads to convergence in probability.‍
选项:
A: 正确
B: 错误
答案: 【 正确

13、判断题:

Suppose  and , then .

‍选项:
A: 正确
B: 错误
答案: 【 正确

14、判断题:

​When ,then .

‌选项:
A: 正确
B: 错误
答案: 【 错误

15、判断题:

‏Suppose ,, and the moment condition satisfies , then WLLN holds.

‎选项:
A: 正确
B: 错误
答案: 【 正确

16、判断题:

‌Suppose c is a constant,then .

‏选项:
A: 正确
B: 错误
答案: 【 正确

17、判断题:

Suppose ,then .

​选项:
A: 正确
B: 错误
答案: 【 错误

18、判断题:

​Let  be a random variable, its CDF be  , let Z be a random variable, its Continuous CDF be , when  , satisfies , then =.

‏选项:
A: 正确
B: 错误
答案: 【 错误

19、判断题:

‌Suppose that {} is independent of each other and obeys the exponential distribution of parameter . Define , then when converges to .

‌选项:
A: 正确
B: 错误
答案: 【 错误

20、判断题:

is equal to 

‍选项:
A: 正确
B: 错误
答案: 【 正确

Chapter 8

Quiz 8

1、单选题:

Suppose the probability density function of population X is ,0 is an unknown parameter,  are sample values.Find the MLE of parameter .

‏选项:
A:
B:
C:
D:
答案: 【 

2、单选题:

Suppose the probability density function of population X is , is an unknown parameter,  are sample values.Find the MLE of parameter .

​选项:
A:
B:
C:
D:
答案: 【 

3、单选题:

Suppose  are the simple random sample from a normal distribution N(),and is given,then the maximum likelihood estimate of the population variance  is

‍选项:
A:
B:
C:
D:
答案: 【 

4、单选题:

Suppose the probability density function of population X is ,is an unknown parameter,  are sample values.Find the MLE of parameter .

‌选项:
A:
B:
C:
D:
答案: 【 

5、单选题:

Suppose the probability density function of population X is ,is an unknown parameter,  are sample values.Find the MME of parameter .

‍选项:
A:
B:
C:
D:
答案: 【 

6、单选题:

Let () be the IID random sample from the population with mean  and variance , and the two estimators of   are respectively ,Which estimator is better?

​选项:
A:
B:
C: They're just as good.
D: Not sure.
答案: 【 

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