115 年 國立中正大學企業管理學系碩士班丙組《統計學》
第 1 題
[題組 1~6] 24%(每小題4分)
Salary information for a random sample of male and female employees of a large company is shown below.
| Male | Female | |
|---|---|---|
| Sample Size | 64 | 36 |
| Sample Mean Salary (in $1,000) | 44 | 41 |
| Sample Variance | 128 | 72 |
- The point estimate of the difference between the means of the two populations is ____.
- The standard error for the difference between the two means is ____.
- The 95% confidence interval for the difference between the means of the two populations is ____.
- If you are interested in testing whether or not the average salary of males is significantly greater than that of females, the test statistic is ____.
- The p-value is ____.
- At 95% confidence, the conclusion is the ____.
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本題組主要在檢定兩獨立樣本平均數的差異。
核心觀念:獨立樣本 t 檢定與信賴區間。
已知兩獨立樣本的資料,我們要計算平均數差異的點估計、標準誤、信賴區間,以及進行假說檢定。由於樣本數皆大於 30 (Male: , Female: ),我們可以使用 Z 分配來近似 t 分配。
1. 點估計 (Point Estimate)
兩母體平均數差異的點估計為兩樣本平均數的差異。
(千美元)
【答案】3
2. 標準誤 (Standard Error)
兩樣本平均數差異的標準誤計算公式為:
其中, 和 分別是樣本變異數, 和 分別是樣本數。
(千美元)
【答案】2
3. 95% 信賴區間 (95% Confidence Interval)
信賴區間的計算公式為:
對於 95% 信賴水準,,。
第 7 題
[題組 7~9] 12%(每小題4分)
The following information was obtained from matched samples. The daily production rates for a sample of workers before and after a training program are shown below.
| Worker | Before | After |
|---|---|---|
| 1 | 20 | 22 |
| 2 | 25 | 23 |
| 3 | 27 | 27 |
| 4 | 23 | 20 |
| 5 | 22 | 25 |
| 6 | 20 | 19 |
| 7 | 17 | 18 |
- The point estimate for the difference between the means of the two populations is ____.
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本題組針對配對樣本,檢定訓練前後的生產率差異。
核心觀念:配對樣本 t 檢定。
配對樣本的分析是計算樣本差異(配對的兩數值之差),然後對這些差異值進行單一樣本檢定。
7. 點估計 (Point Estimate)
首先,計算每位員工訓練前後的生產率差異 :
Worker 1:
Worker 2:
第 8 題
[題組 7~9] 12%(每小題4分)
The following information was obtained from matched samples. The daily production rates for a sample of workers before and after a training program are shown below.
| Worker | Before | After |
|---|---|---|
| 1 | 20 | 22 |
| 2 | 25 | 23 |
| 3 | 27 | 27 |
| 4 | 23 | 20 |
| 5 | 22 | 25 |
| 6 | 20 | 19 |
| 7 | 17 | 18 |
- The null hypothesis to be tested is . The test statistic is ____.
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延續上一題關於配對樣本的分析,此題要求計算檢定統計量。
核心觀念:配對樣本 t 檢定統計量的計算。
我們已經計算出樣本差異的平均數 。
接下來,我們需要計算樣本差異的標準差 。
首先,計算樣本差異的變異數 :
其中, (樣本數),。
差異值 為:2, -2, 0, -3, 3, -1, 1。
為:, , , , , , 。
第 9 題
[題組 7~9] 12%(每小題4分)
The following information was obtained from matched samples. The daily production rates for a sample of workers before and after a training program are shown below.
| Worker | Before | After |
|---|---|---|
| 1 | 20 | 22 |
| 2 | 25 | 23 |
| 3 | 27 | 27 |
| 4 | 23 | 20 |
| 5 | 22 | 25 |
| 6 | 20 | 19 |
| 7 | 17 | 18 |
- Based on the results of question 8, the conclusion is ____.
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此題要求根據上一題計算出的檢定統計量,得出統計檢定的結論。
核心觀念:配對樣本 t 檢定結論的判斷。
我們已經計算出檢定統計量 。
配對樣本 t 檢定的自由度 (df) 為 。
為了得出結論,我們需要設定顯著水準 。題目沒有明確給出 ,但通常在學術考試中,若未指定,則預設為 。
我們有兩種判斷方法:
- 臨界值法 (Critical Value Approach):
對於雙尾檢定 (因為 ),在 且 df = 6 時,查 t 分配臨界值表,臨界值為 。
檢定區域為 。
第 10 題
[題組 10~13] 16%(每小題4分)
It has been suggested that night shift-workers show more variability in their output levels than day workers. Below, you are given the results of two independent random samples.
| Night Shift | Day Shift | |
|---|---|---|
| Sample Size | 9 | 8 |
| Sample Mean | 520 | 540 |
| Sample Variance | 25 | 23 |
- The null and alternative hypotheses to be tested are ____.
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本題組聚焦於比較兩獨立樣本的變異數。
核心觀念:變異數的檢定(F 檢定)。
題目提到「night shift-workers show more variability in their output levels than day workers」,這暗示我們要檢定夜班工人的變異數是否大於日班工人。
虛無假設 ():夜班工人的變異數 不大於日班工人的變異數 。
對立假設 ():夜班工人的變異數 大於日班工人的變異數 。
由於我們比較的是兩個母體變異數的大小,所以虛無假設通常設定為相等,而對立假設則根據題目敘述來設定。
在此,我們將夜班視為母體 1 (),日班視為母體 2 ()。
第 11 題
[題組 10~13] 16%(每小題4分)
It has been suggested that night shift-workers show more variability in their output levels than day workers. Below, you are given the results of two independent random samples.
| Night Shift | Day Shift | |
|---|---|---|
| Sample Size | 9 | 8 |
| Sample Mean | 520 | 540 |
| Sample Variance | 25 | 23 |
- The test statistic is ____.
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此題要求計算用來檢定兩個母體變異數是否相等的檢定統計量。
核心觀念:變異數比例的 F 檢定統計量。
檢定兩個獨立樣本變異數的統計量是 F 統計量,其計算公式為兩個樣本變異數的比值:
其中, 是第一個樣本的變異數, 是第二個樣本的變異數。
在本題中,我們比較的是「Night Shift」與「Day Shift」的變異數。
第 12 題
[題組 10~13] 16%(每小題4分)
It has been suggested that night shift-workers show more variability in their output levels than day workers. Below, you are given the results of two independent random samples.
| Night Shift | Day Shift | |
|---|---|---|
| Sample Size | 9 | 8 |
| Sample Mean | 520 | 540 |
| Sample Variance | 25 | 23 |
- The null hypothesis is to be tested at the 5% level of significance. Based on the critical value approach, the decision rule for the test is ____.
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此題要求根據給定的顯著水準和臨界值法,制定變異數檢定的決策規則。
核心觀念:F 檢定的臨界值與決策規則。
我們已經設定了檢定假設:
(右尾檢定)
顯著水準 。
檢定統計量為 。
分子自由度 。
分母自由度 。
決策規則是:如果檢定統計量 大於臨界值 ,則拒絕虛無假設 。
第 13 題
[題組 10~13] 16%(每小題4分)
It has been suggested that night shift-workers show more variability in their output levels than day workers. Below, you are given the results of two independent random samples.
| Night Shift | Day Shift | |
|---|---|---|
| Sample Size | 9 | 8 |
| Sample Mean | 520 | 540 |
| Sample Variance | 25 | 23 |
- The conclusion about the hypothesis is ____.
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此題要求根據計算出的檢定統計量和決策規則,得出統計檢定的結論。
核心觀念:F 檢定結論的判斷。
我們已經計算出:
檢定統計量 。
決策規則為:若 ,則拒絕 。
現在,我們將計算出的檢定統計量與決策規則進行比較:
。
第 14 題
[題組 14~16] 12%(每小题4分)
An appliance store sells three models of television sets. Average unit selling price, in dollars, and quantities sold, in thousands, in 2022 and 2024 are given below.
| Model | \multicolumn{2}{c | }{2022} | \multicolumn{2}{c | }{2024} |
|---|---|---|---|---|
| Price | Quant. | Price | Quant. | |
| XX | 460 | 2.1 | 605 | 2.0 |
| YY | 580 | 1.7 | 620 | 1.6 |
| ZZ | 710 | 0.9 | 722 | 0.7 |
- Using 2022 as a base year, the simple unweighted price index for 2024 is ____.
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本題組涉及物價指數的計算,包括簡單加權、拉斯皮爾、帕許指數。
核心觀念:簡單未加權物價指數 (Simple Unweighted Price Index)。
簡單未加權物價指數的計算方式是將所有商品的當期價格加總,除以基期所有商品價格的加總,然後乘以 100。
其中, 是當期 (2024 年) 的價格, 是基期 (2022 年) 的價格。
第 15 題
[題組 14~16] 12%(每小题4分)
An appliance store sells three models of television sets. Average unit selling price, in dollars, and quantities sold, in thousands, in 2022 and 2024 are given below.
| Model | \multicolumn{2}{c | }{2022} | \multicolumn{2}{c | }{2024} |
|---|---|---|---|---|
| Price | Quant. | Price | Quant. | |
| XX | 460 | 2.1 | 605 | 2.0 |
| YY | 580 | 1.7 | 620 | 1.6 |
| ZZ | 710 | 0.9 | 722 | 0.7 |
- Using 2022 as a base, the Laspeyres index for 2024 is ____.
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此題要求計算拉斯皮爾 (Laspeyres) 物價指數。
核心觀念:拉斯皮爾物價指數 (Laspeyres Price Index)。
拉斯皮爾指數使用基期的數量作為權數,計算當期價格與基期價格的加權平均比率。
其中:
= 當期 (2024) 價格
= 基期 (2022) 價格
= 基期 (2022) 數量
計算分子 :
XX:
YY:
第 16 題
[題組 14~16] 12%(每小题4分)
An appliance store sells three models of television sets. Average unit selling price, in dollars, and quantities sold, in thousands, in 2022 and 2024 are given below.
| Model | \multicolumn{2}{c | }{2022} | \multicolumn{2}{c | }{2024} |
|---|---|---|---|---|
| Price | Quant. | Price | Quant. | |
| XX | 460 | 2.1 | 605 | 2.0 |
| YY | 580 | 1.7 | 620 | 1.6 |
| ZZ | 710 | 0.9 | 722 | 0.7 |
- Using 2022 as a base, the Paasche index for 2024 is ____.
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此題要求計算帕許 (Paasche) 物價指數。
核心觀念:帕許物價指數 (Paasche Price Index)。
帕許指數使用當期的數量作為權數,計算當期價格與基期價格的加權平均比率。
其中:
= 當期 (2024) 價格
= 基期 (2022) 價格
= 當期 (2024) 數量
計算分子 :
XX:
YY:
第 17 題
[題組 17~21] 10%(每小题2分)
Regression analysis was applied between sales data (in 100s) and the following information was obtained.
- Based on the above estimated regression equation, if advertising is $3,000, then the point estimate for sales (in dollars) is ____.
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本題組為迴歸分析相關問題。
核心觀念:迴歸模型的點估計。
題目給出迴歸直線方程式:。
其中, 代表 sales (in x100s)。
題目問當 advertising 是
第 18 題
[題組 17~21] 10%(每小题2分)
Regression analysis was applied between sales data (in 100s) and the following information was obtained.
- The F statistic computed from the above data is ____.
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此題要求計算迴歸模型的 F 統計量。
核心觀念:迴歸模型的 F 檢定。
F 統計量用於檢定整個迴歸模型的顯著性,即檢定自變數是否能顯著解釋應變數的變異。
F 統計量的計算公式為:
其中, 是迴歸均方 (Mean Square Regression), 是殘差均方 (Mean Square Error)。
第 19 題
[題組 17~21] 10%(每小题2分)
Regression analysis was applied between sales data (in 100s) and the following information was obtained.
- The critical F value at is ____.
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此題要求查找迴歸模型 F 檢定的臨界值。
核心觀念:F 分配的臨界值。
F 檢定的臨界值取決於顯著水準 以及迴歸模型的自由度。
在此簡單線性迴歸中:
分子自由度 (迴歸自由度) (自變數個數)。
分母自由度 (殘差自由度) 。
顯著水準 。
第 20 題
[題組 17~21] 10%(每小题2分)
Regression analysis was applied between sales data (in 100s) and the following information was obtained.
- The t statistic for testing the significance of the slope is ____.
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此題要求計算檢定迴歸模型斜率顯著性的 t 統計量。
核心觀念:迴歸斜率的 t 檢定。
檢定迴歸模型斜率是否顯著的 t 統計量計算公式為:
其中:
是樣本迴歸直線的斜率。
是虛無假設中的母體斜率值,通常檢定斜率是否為零,所以 。
第 21 題
[題組 17~21] 10%(每小题2分)
Regression analysis was applied between sales data (in 100s) and the following information was obtained.
- The critical t value for testing the significance of the slope is ____.
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此題要求查找檢定迴歸模型斜率顯著性的 t 檢定臨界值。
核心觀念:t 分配的臨界值。
檢定迴歸斜率顯著性的 t 檢定,其自由度為 ,其中 是樣本數, 是自變數的個數。
在此簡單線性迴歸中,,。
所以,自由度 。
第 22 題
[題組 22~25] 16%(每小題4分)
Employees of MNM Corporation are about to undergo a retraining program. Management is trying to determine which of three programs is the best. They believe that the effectiveness of the programs may be influenced by sex. A factorial experiment was designed. You are given the following information.
| Factor A: Program | Factor B: Sex | Male | Female |
|---|---|---|---|
| Program A | 320 | 380 | |
| Program B | 240 | 300 | |
| Program C | 290 | 380 |
The partial ANOVA table is shown below:
| Source of Variation | Sum of Squares | df | Mean Square | F |
|---|---|---|---|---|
| Factor A | 2 | 18,075 | 12.76 | |
| Factor B | 16,133.333 | 1 | 11.39 | |
| Interaction | 758.334 | .54 | ||
| Error | 8,500 | |||
| Total | 62,300 |
- The Sum of Squares due to Factor A is ____.
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核心觀念
本題考查二因子變異數分析(two-way ANOVA)中,平方和(Sum of Squares)、自由度(df)與均方(Mean Square)之間的關係:
因此可變形為:
其中:
- :Factor A(訓練方案)的平方和
- :Factor A 的自由度
- :Factor A 的均方
解題方法
由題目中的 ANOVA 表可得:
代入公式:
第 23 題
[題組 22~25] 16%(每小題4分)
Employees of MNM Corporation are about to undergo a retraining program. Management is trying to determine which of three programs is the best. They believe that the effectiveness of the programs may be influenced by sex. A factorial experiment was designed. You are given the following information.
| Factor A: Program | Factor B: Sex | Male | Female |
|---|---|---|---|
| Program A | 320 | 380 | |
| Program B | 240 | 300 | |
| Program C | 290 | 380 |
The partial ANOVA table is shown below:
| Source of Variation | Sum of Squares | df | Mean Square | F |
|---|---|---|---|---|
| Factor A | 2 | 18,075 | 12.76 | |
| Factor B | 16,133.333 | 1 | 11.39 | |
| Interaction | 758.334 | .54 | ||
| Error | 8,500 | |||
| Total | 62,300 |
- The Mean Square Error is ____.
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此題要求計算 ANOVA 表中的 Mean Square Error (MSE)。
核心觀念:Mean Square Error (MSE) 的計算。
MSE 是誤差平方和 (SSE) 除以誤差自由度 (df_Error)。
我們已知 SSE = 8500。
我們需要計算 。
從 ANOVA 表的結構,我們知道:
我們已知:
(Factor A has 3 levels)
(Factor B has 2 levels)
因此,。
通常等於總樣本數 N 減 1。
讓我們嘗試從 F 值和 MS 值來反推 MSE。
我們有三個 F 值:
我們也知道:
,
利用 :
第 24 題
[題組 22~25] 16%(每小題4分)
Employees of MNM Corporation are about to undergo a retraining program. Management is trying to determine which of three programs is the best. They believe that the effectiveness of the programs may be influenced by sex. A factorial experiment was designed. You are given the following information.
| Factor A: Program | Factor B: Sex | Male | Female |
|---|---|---|---|
| Program A | 320 | 380 | |
| Program B | 240 | 300 | |
| Program C | 290 | 380 |
The partial ANOVA table is shown below:
| Source of Variation | Sum of Squares | df | Mean Square | F |
|---|---|---|---|---|
| Factor A | 2 | 18,075 | 12.76 | |
| Factor B | 16,133.333 | 1 | 11.39 | |
| Interaction | 758.334 | .54 | ||
| Error | 8,500 | |||
| Total | 62,300 |
- Is there a significant difference in sex at ? Why?
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此題要求判斷 Factor B (Sex) 是否對結果有顯著影響。
核心觀念:二因子變異數分析中的因子效應檢定。
我們要檢定的是 Factor B (Sex) 的主效應。
在 ANOVA 表中,Factor B 的 F 值是 11.39。
顯著水準 。
首先,我們需要找出 Factor B 的臨界 F 值。
Factor B 的自由度是 。
誤差自由度 。根據我們之前的推算,如果 MSE 約為 1416.54,則 。
我們假設 。
那麼,Factor B 的臨界 F 值為 。
第 25 題
[題組 22~25] 16%(每小題4分)
Employees of MNM Corporation are about to undergo a retraining program. Management is trying to determine which of three programs is the best. They believe that the effectiveness of the programs may be influenced by sex. A factorial experiment was designed. You are given the following information.
| Factor A: Program | Factor B: Sex | Male | Female |
|---|---|---|---|
| Program A | 320 | 380 | |
| Program B | 240 | 300 | |
| Program C | 290 | 380 |
The partial ANOVA table is shown below:
| Source of Variation | Sum of Squares | df | Mean Square | F |
|---|---|---|---|---|
| Factor A | 2 | 18,075 | 12.76 | |
| Factor B | 16,133.333 | 1 | 11.39 | |
| Interaction | 758.334 | .54 | ||
| Error | 8,500 | |||
| Total | 62,300 |
- Is there a significant interaction effect between program and sex at ? Why?
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此題要求判斷 Program 和 Sex 之間的交互作用是否顯著。
核心觀念:二因子變異數分析中的交互作用檢定。
我們要檢定的是 Program (Factor A) 和 Sex (Factor B) 之間的交互作用效應。
在 ANOVA 表中,Interaction 的 F 值是 0.54。
顯著水準 。
首先,我們需要找出交互作用的臨界 F 值。
交互作用的自由度為 。
誤差自由度 。根據我們之前的推算,如果 MSE 約為 1416.54,則 。
我們假設 。
那麼,交互作用的臨界 F 值為 。
第 26 題
[題組 26~27] 10%(每小題5分)
In a random sample of UTC students 50% indicated they are business majors, 40% engineering majors, and 10% other majors. Of the business majors, 60% were females; whereas, 30% of engineering majors were females. Finally, 20% of the other majors were female.
- What percentage of students in this sample was female?
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本題組為機率問題,運用了條件機率和全機率定理。
核心觀念:全機率定理 (Law of Total Probability)。
題目給出了各主修的比例,以及在各主修中女性的比例。要求計算樣本中女性的總比例。
我們可以用全機率定理來解決這個問題。
設事件:
B = 學生主修商學 (Business Major)
E = 學生主修工程 (Engineering Major)
O = 學生主修其他 (Other Major)
F = 學生是女性 (Female)
已知機率:
(檢查:,主修是互斥且窮盡的)
第 27 題
[題組 26~27] 10%(每小題5分)
In a random sample of UTC students 50% indicated they are business majors, 40% engineering majors, and 10% other majors. Of the business majors, 60% were females; whereas, 30% of engineering majors were females. Finally, 20% of the other majors were female.
- Given that a person is female, what is the probability that she is an engineering major?
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此題要求計算在已知某學生是女性的條件下,該學生是工程主修的機率。
核心觀念:貝氏定理 (Bayes' Theorem)。
我們需要計算 。
根據貝氏定理:
我們已經知道:
(工程主修的學生中,30% 是女性)
(工程主修的學生比例)
(從上一題計算得出,樣本中女性的總比例)