课程名称︰高等统计推论二
课程性质︰选修
课程教师︰郑明燕
开课学院：理学院
开课系所︰数学系
考试日期（年月日）︰102.06.19
考试时限（分钟）：110
是否需发放奖励金：是
（如未明确表示，则不予发放）
试题 :
Advanced Statistical Inference II Final Examination 19 Jun 2014
1. Let X=(X1,X2,....Xn), where X1,X2,....Xn are iid random variables from a
Bernouli(p) distribution. Consider testing:H0:p＝p0 versus p≠p0.
(a)10% Derive an expression for -2logλ(x), where λ(x) is the LRT statistic.
(b)10% Give an approximate level α test.
2. A random sample of X1,....,Xn is drawn from a Gamma(α,β) population with
pdf 1
f(x│α,β)=