中原大學九十三學年度博士班入學招生考試
93年6月9日 10:30~12:00 應用數學系 誠實是我們珍視的美德,
我們喜愛「拒絕作弊,堅守正直」的你!
科目:統計  
1. (10pt) Suppose are iid uniform observations on the interval , . Find a minimal sufficient statistic for .
   
2. (10pt) Let be iid observations from a location-scale family. Let R be the sample range and S be the sample standard deviation. Verify that R/S is an ancillary statistic.
   
3. (10pt) Let be iid , both and unknown. Consider a set of transformations , where . Show that is a group.
   
4. (10pt) Suppose that we observe , independent, . Find a UMP size-.05 test that against .
   
5. (20pt) Let be a sequence independent random variables uniformly distributed on the interval (0, 1). Let be the maximum of the first n observations. Determine the asymptotic distributions of and .
   
6. (10pt) Let be the Bayes estimator (posterior mean) of . Show that is unbiased only if .
   
7. (10pt) Let be iid random variables from Poisson(λ), λ>0. Find the UMVU estimator of λ.
   
8. (20pt) Let be iid observations from a geometric distribution with parameter . Let be the MLE of .
  (a) Show that
  (b) Find an asymptotic confidence interval for .
   
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