final09 - E4702 Statistical Inference for FE Professor S...

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Unformatted text preview: E4702. Statistical Inference for FE. Professor S. Kou. Final Exam, August 26, 2009, 11am-1:30pm. Closed Book Exam . Total 50 pts. Note: For &true or false¡questions, simply answer &true¡or &false¡. No explanation is needed. 1. (7 pts) Basic Facts. (a) (2 pts) Describe the analogies of the null hypothesis and type I error in a murder trial. (b) (1 pts) True or False. The mean square error of an estimator is the sum of variance of the estimator and the bias of the estimator. (c) (2 pts) Give two test statistics to test normality of a distribution. No need to write down the mathematical formulae. (d) (1 pts) True or False. Among three variance estimators for the MLE, the BHHH estimator has the least accuracy but is the easiest to compute. (e) (1 pts) True or False. The leptokurtic feature means that the kurtosis is less than 3. 2. (9 pts) Let X 1 ;:::;X n be i.i.d. having a Poisson distribution with rate & . Assume that the prior distribution f ( & ) of & is gamma with parameters ¡ and...
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This note was uploaded on 10/18/2010 for the course IEOR 4702 taught by Professor Kou during the Spring '10 term at Columbia.

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