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確率・統計

(1)

本問を選択

(Select this problem){

する

(Yes)

,しない

(No) } No.

ある離散型の確率変数

X

の確率母関数

g(t) = E(t

X

)

が以下で与えられる。

(The probability generating function of a certain discrete random variable X is given by the following expression g(t):)

g(t) = exp(λ(t 1))

1.

この分布の平均と分散を求めよ。

(Obtain the mean and variance of this distribution.)

2. g(t)

t

のベキに展開し、この分布を求めよ。

(By expanding g(t) in power of t, identify the distribution.)

(2)

確率・統計

(2)

本問を選択

(Select this problem){

する

(Yes)

,しない

(No) } No.

正規母集団

N (µ, 25)

から大きさ

n

の無作為標本

X

1

, X

2

, ..., X

nを得たとする。また、確率変数

Z

が標準正規 分布に従うとき、

P (Z > 1.282) = 0.10, P (Z > 1.645) = 0.05

とする。次の問いに答えよ。

( Let X = {X

1

, X

2

, · · · , X

n

} be a random sample of size n from a normal distribution N(µ, 25). Note that P (Z > 1.282) = 0.10, P (Z > 1.645) = 0.05 if Z has a standard normal distribution. Answer the following questions:)

1. P (|Z| > 1.282)

を求めよ。

(Compute the probability P (|Z| > 1.282). )

2.

標本平均

X ¯

n

=

1nPni=1

X

i の確率分布を求めよ。ヒント:正規分布は和や定数倍について再生性をもつ。

( Obtain the probability distribution of the sample mean ¯ X

n

=

1nPni=1

X

i

. Hint: Normal distribution is reproductive under summation and constant multiplication. )

3.

母平均

µ

90%

信頼区間を求めよ。

(Find a 90 percent confidence interval for µ.)

4.

母平均

µ

90%

信頼区間幅が

5.0

未満となる最小の

n

を求めよ。

(Find minimum n such that width of

90 percent confidence interval for µ is less than 5.0.)

参照

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