MA LUU TRU (ie hone KI-DBCL sh) CKGAGA ~ a, TRUGNG DAI HOC KHOA HOC TU NHIEN, DHQG-HCM DE THI KET THUC HOC PHAN Hoc ky I - Nam hoc 2018-2019 2 Ma HP:_MTH#J0404__ ‘Thi gian lam bai: 90 Negay thi:_od/ol/soyg | Ghi chi: Sink vien [B dwphép /O khong doe phép) sit dung tai eu kibi Hm bi Ho ten sinh vien: Mssv: STT: Cau 1. (4 diém) Mot cong ty sin xudt xe d-t0 ché tao ra mot dong xe ot6 Z, cong ty kiém tra xe bing céch cho 30 xe chay trén cing 1 dogn digng 100 km va do Iugng xaMsgit dung X (Dv: lit), két- qua cho & bing sau hao trung binh eiia dmg xe nay 1a 4.2 ¥ nghia a = 5%) dude ¢ Cau 2. (2 diém) Theo doi sit phy thadxgitta man mat va man te 6 124 phu ni 6 mot nude Chan Auta e6 két quit sau ies Man te 7 Mau mit ——_ Vang hoe Xanh 7 Xam 17 7 Nau mae 7 13] 8 5 Voi mite ¥ nghia 5%, hy kiém tra gid thnyét cho ring mau ciia tc vA miu ciia miit doc lap véi nhau. De thi ebm 2 trang) vang, 1/2]DAI HOC KHOA HOC TY NHTEN, DHQG-HOM [MA LUU TRU HI KBT THUC HOC PHAN ae y I— Nam hoc 2018-2019 { Cau 3. (2 diém) Xét mau nga phjén X,...,Xy kich thude 4 duge lay tit phan ph6i Poisson voi trung binh @. {a) Chitng té ring mién bée bé C xée dink s0 vi Hy :6 = 0,8, m dink Hy : = 0,5 (b) Véi kiém dinh trong cau (a), xée dinh mie § nghia cd Wigm dinh a. Cau 4, (2 diém) Goi Xi, Xz 1A mot méu ngau nhien kich thurée phdi déu U(0, @). Ta dink nghia théng ke sau: J lay tir téng thé ed phin 6 = max(X,, Xe) (a) Tim ham phan phéi xéc suat ctia 6. Tir dé suy ra ham mat do xéc sudt cia 4. (b) Tinh ky vong cia 4, Tit d6 suy ra mot we tng khong chéch ctia @ va ky higu l HET. (De thr [Trang 2/2]99mtog, - », _ TRUONG DAI HOC KHOA HOC TU NHIEN, BHQG-HCM | MA LUU TRU i ¢ : DE THI KET THUC HOC PHAN iacarcueasznc| © saenen # Hoc ky |— Nam hoc 2018-2019 AGIGY MUTHAL {ren nge phn: _D6 do xde sue MaHP: MTHAOUOL — {hoi gian Him bai: 120phie Naiy thi: 98 Jovy 4019 ui: Sinh vién [ O chege phép/ D khang duege phép st dung tai ligu ki lam bai. Cu 1 (1d). Sinh Yigg chon m6t trong 2 cfu sau: a) Ham s6 f(x) ="> 06 kha tich Lebesgue trén (0,20) khMB2 b) Cho G(2)= [eg (Hae voi g:[0,1]>R la ham kha tich. Hoi G 06 lién tye trén (0,0) Khang? Cau 2. Bd). Cho f(x) =Cr(2—x) Ja) (x) a)(1d). Tim C dé la ham mat d6 (MB) xc suit, b) (1d). Goi X 14 bién ngiu nhién c6 ham MD f(x), tinh EX ©) (1d). Cho Y= 2+ 3, tim him MBXS eta ¥. M6t ky thi tric nghiém mén Thong ké c6 50 cfu. MOt sinh vién loai Kha c6 thé tra loi dimNyGt edu tric nghigm véi xde suit 0.65. Tinh xac sudt dé sinh vién nay khéng rot (nghia li tm giing t6i thiéu 25 cau). Clu 4 3d) Cho bién ngaw ign Poisson X~ P(A), dc lap vai ¥ ~ P(A) dia Xva Y, dit My () va My (0. (b) (1d) Ching minh ring My, ()=WK()M, (0) (©) (1d). Tir dé suy ra ring X+ ¥ ting ¢6 phan (a) (1d). Tim ham sinh momem Qi Poisson va X+¥ ~ P(4, +4.) Cau 5 (1d). Cae k¥ sur cho ring trong lugng W (tinh bing tan) nRtyugt nhip cau cé thé chiu dymg va kh6ng lam hong edu tric cdu thoa phan phéi chuan véi trung Bal 400 va dé lech chuan 40. Gia sir trong Iugng mét chiéc xe (cing tinh bang tan) la bien ngawnhign vai trung binh 3 va d6 Iécl Axe téi da trén mét nhip cau sao cho xéc suat kim hong cau triic ciu khéng qué 0.05. Cfu 6 (1 d) Viét code R od (B8 thi gdm 1 trang) Trang 1/1]TRUONG DAI HOC KHOA Hoc TY NHIEN, BHQG-HCM MA LEU TRO | DE THI KET THUC HOC PHAN ere Hoc ky | - Nam hoc 2018-2019 CKAGtor MT) OLAS Tén hge phan: MaHP: _MTH40LL4 Thoi gian lam bai: 120 ‘phat Neay thi: 93/04/2019 Ghi chi: Sinh vien [ Y dueoe phép / EDekGng due phép] sit dung ai ligu gidy khi lam bai CAu 1 (2.5 diém). a) Phat biéu bé dé Borel-Cantelli. b) Cho x, . la cde bién ngau nhién déc lép cing pha phdi c6 ham mat d6 nhw sau _ for, xe (La) ref x€ (00) Cfu 2 (2.5 diém). Cho _X,,X,,... la cde bién ngdu ni enw, roy KihiguY, a) Chimg minh ring ¥,—2>1+0 b) Chimg minh ring min{x, Cfu 3 (2.5 diém). a) Phat biéu dinh Ii Slutzky. b) Cho X,,x. di cé ki vong bang 0 va phuong N(O,l) (hoi ty theo phan phéi). Cau 4 (2.5 diém). Cho { .2,... } la day cde bién ngatghién c6 phan phéi Bermoulli(0.5+0.5/n). Chimg minh rang X,, hdi tu dén X theo phan phéi nhung ngdu nhién ©6 phan phéi Bernoulli(0.5). K khong héi ty dén X theo xae suat voi X la bien =Tihi gom 1 trang) "Trang 1/1]MA LUU TRU DE THI KET THUC HOC PHAN Hoc ky I - Nam hoc 2018-2019 MTHADTAL, ‘Tén hoc phan: Thén&ké Kit é Ma HP:__MTH40 (AL Thai gian lam bai: 75 phat Ney thi fot | 2049 sit dung tai li@w ki lam bai, Ghi cha: Sink vien [O MSSV: stt:... #4 Ho ten sinh vien: Diém sé | Diém chr CBCT1: CBCT2: ®OOD & @BOO ®®OD 7 @®BOO ®GHOD 8 @BOO ®O®OD » @GBOO SOOO » @GHOO ®GHOG wv ®GOO Dé tra Idi cde chu hdi tit 1 dén 4 xét mo hin wae ugg sau (theo OLS), voi return la téng loi nhudn etia vide nfim gitt cé phiéu etia mot cong ty trong mot nim, dkr Ia ty Je ng tren von eta cong ty, eps la thu nhap trén méi c6 phiéu, netine JA thu nhap rong va salary la tong thit lao, trigu do, cho ting dig hanh (CEO) (cae sai s6 chun wae higng cia céc tham s6 trong Ac dau ngoaic don bgu dud cée wie hong). Mé hinh duge wie higng bhug céch sit dung dit lew trén n= 142 cong ty. return, 2.3 + 0.32 dkr;+ 0.043 eps,— 0.005 netine;+ 0.0035 salary, (oor) (o0ar) 16.0023}, 1. Ban e6 thé én salary? (xét d4i thuyét mdt phfa cho kiém dink unite § nghia. cha cée tham s6 va stXung xip xf chun) GING c6 § nghia théng ké 6 nntte 5% hyng khong 6 § nghia & mie 1%, Bl Voi mdi trigu do thi lao tang them ciia MO, loi nhuan duge dy doan tang 0.003" h, ede yu t6 khae gid nguyén khong doIN& n6 c6 § nghia théng ke G mute 1%. vé trang Dé thi gom 4 trang) ang 1/4]nghia thng ké 4 mite 5% celia CEO, loi nhuan ditde dit doan tang 0.0035, vé trung 1 khong déi, Nhimg né khong c6 ¥ nghia théng ké & mite nn dkr va eps, va nhan duige R? = 0.0387. Gia tr) Ge he s6 tren dkr va eps déu bitng Kong” 1a? 2. Mo hinh duge ude htgng ma khong 6 eae Gia théng ke P khi kiéim dink gid thuyét khong (i o.0s0s Ta khong c6 dii thong tin dé tra lai eau hdi nay, ta S hon tit mo hinh bj han ché nay. (0.0570 (32.821 § tutdng quan gitta cfc gid tri phix hgp (the fitted values) va bién phu thuge DP 1987 (Bl o.00156025 o.0395 Oa Jin phai thu thap nhiéu thong tin 4, Ban 6 thé néi gi vé he s6 ciia dkr (xét déi thuyét mot phia khi kiém dinnh mite ¥ nghia cia cée tham s6 va sit dung xp xi chuan) § nghia thong ke & mite 1% weteroscedasticity” IA? én tinb voi nhan 5. Nehia ciia thuat ngd Cate sai sé khong c6 A Phung sai cita bién phu t® Jap tu x thay di Phuong sai ciia sai s6 thay déi Cae sai 86 e6 trung binh khie khong 6. Néu ban muén kiém dinh, mite ¥ nghia 5%, MAE s6 dB dc ey thé c6 bling 1 hay khong, thi ban nén ‘ong va trit 1.96 tit hé s6 do déc va kiém tra xem 2 (E kiém tra xem A? higu chinh c6 gin 1 hay khong nim giita 0.95 va 1.05 hay khong. ng nay €6 chita | hay khong, rit 1 tit h@ 66 dude ude htong, chia higu cho sai s6 chudn, va kiémag xem ty 56 két qui c6 Jon hon 1.96 hay khong. 7. Gi sit ring hdi quy sau dude tte higng bing céch sit dung 27 quan trac i = Br + Breas + Boss + ui celia Hy : Sy = 17 = 2.06. {tri tdi han phi. hyp cho kiém dink hai phi et: 20.975 = 1.96, 20.95 = 1.64, tbs = 1.71, to (Dé thi gdm 1 trang) (Trang 2/4]ee, TRUONG DAI HOC KHOA HOC TU NHIEN, DHQG-HCM | MA LUU TRU. DE THI KET THUC HOC PHAN eee Hoc ky I - Nam hoc 2018-2019 = 0 1 + Ba = 1 va By = —284 9. Trong kiém nhiéu kha nin jh viée loai bd da bién trong mo hinh hdi quy boi duéi cdc gia sit c6 dién, ta c6 gic bd gid thuyét khong ring mot s6 hé s6 lA bing khong néu: Ting bink phuOhg eée phan dit tia mo hinh bj han ché Id 1én tatomg d6i so voi cia mo hinb khong han ché ‘Téng binh phitong eae khong bj han ché {in dit cia md hinh bi han ché lA nhé tutmg déi so wi cia mo hinh (Ping binh phuong toan phan ST, la lon chin 1a 16n hon mute ¥ nghtd éu mot ude hong ditde goi IA cb phutsng 80 ‘6c Iuung Ia. hi€u qua. 0] Voc hrmg nhw vay dude goi la “tét nhat” 11. Liy mot khodng tin eay 95% we Mong cho mot tham s6 cia hdi quy tuye tang do tin cay len 99% thi: Chiéu dai cia khoang tin cay gidm {nh boi. Néu ban El chiéu dai cia khodng tin cay gitt nguyen khong déi (© Chiéu dai cita khoang tin cy tang O Khong dap an nao ding Déi vai cae 1,000 quan trac ue hdi 12 dén 16, xét phitong trinh hdi quy sau duge ude tong bing eich ding, By + Bator + Bats + Bata + Us a) jh bj han ché dé 12, Mé hink nao sau day [Mo hinh bi han ché sé Bin = 8 + Bava — 2m) + Be (ye = a.) = Br + Bora + Bara ® DD (ue ~ ax) = Ar + Ss(es — 20) + Baa 13. Gi thuyét khong nao sau day 66 thé duge ki’ i) & ii) = 1 fit) By = iv) BBs =0 (lent (i), (i), va (ii) DG), Gi), (ii) cht fi) aa fn Bobi (i va (i) kiém dinh gif thuyét khong Hy : 32 + 6 10 hinh nht¢ trong phutong trinh (1) 6 tren +m dinh bing each sit dung F-test? ~eporing, PRUONG DAI HOC KHOA HOC TY NHIBN, DUQG-HEM | MA LUU TRU i + DETHI KET THUC HOC PHAN eee * f Hoy I - Nam hoc 2018-2019 14, Gili sit rling kiém dinh trond sdnh voi thong ké kiém dinh? 254 3.00 wu héi (12) duge thuc hign, gid tri t6i han nao duge ditng dé so 253 O34 thue hién, va hai téng binh phusng phin due ring kiém dinh trong ci hoi (12) cain 66 la 30.2 va 28.1, thong ke kiém dink F le 74.4 37.2 7. 0-372 16. Gi thuyét khong cho kiém dinh F cho phwong tinh (1) 6 tren Bi = 0 hode 5 = 0 hoae 8 = 0 hose = Of] 4 = f= 0 howe & = 0 hoke 3, = 0 DA va 2 = 0 VBS 0 vA Fy = 0 vh By =0 va By = 17. Drgi cde gid thiét binh phuong bé nhit cho bai todin hdi quy boi (MLR. L-4), ede Wri hugng 18. Khi ban e6 mot vin dé) s6t, gi sit ring E(uX; ‘éng cdc phan du nhan = 0 bi vi pham. Digw nay sny ra bAt kj bién gidi thich nao khong cdn bing khong 06 mot 6c htong khae duge la BLUE. wdc ltgng OLS khong cdn vitng, (Di téng cic phan dit khong con bang khor i 1a binh phuong bé nit ¢6 trong s6 (weighted least: squares) 19. Diéu nado sau day o6 thé la ede hau qui ctia mot a Cae ude lugng OLS khong edn t6i va MLR bi vi phan? i) Ce ude Ingng sai s6 chudn khong cn ti wa dude gid sit cho cée théng ké kiém dinh khong con phi hop két ugn vé do manh yéu cia mndi quan he wiita ede bi6u doe lap va plu thude 66 thé BD (i), (i), (ii), va (iv) DB Gi) va (iv) Di (i), Gi), va (ii) 20. Néu mot ude Inong fa Arsg, thi fic Ge higng sé hoi tu vO BM) that sit khi co miu tang len ‘ic woe lug OLS sé gin vai ca giG tri ding khi miu nhd va lén. trung binh, eée wée lugng OLS se BY (usc htgng OLS 1a khong chéch va khong 00 nhé hon. vi cde gia tri that su. dc Iugng khong chéch nio khée e6 phutong sai 7De thi gm 4 trang) [Trang 4/4]ra TRUONG DAI HOC KHOA HOC TU NHIEN, DHQG-HCM MA LUU TRU DE THI KET THUC HOC PHAN Peete Hoc ky I — Nam hoc 2018-2019 Ceawigy MTHADCAL we, ‘Ten hoc phan: Thong Ké Kinh Té Ma HP: MEH Aad te THAOTAL ‘Thdi gian lam bai: 75 phat Neay thi: OU loa? fo1g Ghi chii: Sinh vién [1D dude phe khong dude phép] sit dung tai lieu Mi lam bai Ho tén sinh vien: MSSV: STT: pL Diém s Diém chit | Chit ky CB ch¥mghi | CBCT1: SINH VIEN LAM BAI TRUC TIEP TREN DE VA NOI IDE THI # Voi mdi cau hdi, chi c6 1 dap én ding nhat. Sit dung bit chi to kin dap 4n durge chon. Bang tra lai: 1 @B®OOHs S@GHOGH u ®GOOO wv OBOO 2 @G©OO7 ®O©OO 2 ®OOO vr. OHOO 3 @BOO s SOOO vB O™®OHOO 8 O®OGHOO 4 ®@B©BOO 1 OOOO u B™HOO vw OGBOO BOO v0 @HOO | O@HOOQ w~ OOOO 1, Dudi cée gid thiét DINMpwong bé nhiit cho bai tosn hdi quy boi (MLR. 1-4), e&e ude Iugng OLS cho he 46 d6 déc vi hOWRcha la BLUE. (ico phan phéi chudn chinh xée voi n > 2 (cé phan phéi chudn trong miu nhé chimg nao Shegai sé c6 phuong sai khong déi. (Da khong chéch va ving. 2. Khi ban e6 mot vin dé bién bi bé sot, gid sit ring £(u|X,) = 0 DNgpham. Diéu nay suy ra {U téng ede phan dit nhan vdi bit ky bién gidi thich nao khong con DANE [Hj téng cae phan du khong con bing khong. 6 mot whe ligng khée duige got lA binh phuong bé nhét ¢6 trong sé (weighted least la BLUE. ude long OLS khong con ving. ‘Dé thi gom 4 trang) (Trang 1/4]TRUONG Dar HOC KAO. HOC TU NHIEN, DHQG-HCM MA LUU TRU Db THI KET THUC HOC PHAN fee Hoe ky I — Nam hoe 2018-2019 au day 06 thé la céc hau qua iia mot hose vai gid thiét MLR bi vi pham? sit cho efe théng ké kiém dinh khong edn phit hop yéu cia méi quan he gitfa cée bién doc lap va phu thude ¢6 thé khong hap le DG va (iit) B Gi) ai 4, Néu mot ude lugng 1a vig, thi cae ude Itong OLS sé gin véi cée gid tri Ygng khi mau nbé va lén. B ude Iugng OLS 1a khong chéch va khong c6 1 nhé hon, O@, (i), va (ai) DG, (i), (ii), va Gv) Iigng khong chgch nao khae 6 phitang sai Dé tra Idi cdc cau hdi tir 5 déu 8 xét mo hinh wde hong sau (theo nhuan cita vige néim gitt ¢6 phiéu cia mot edng ty trong mot nim, dkr I cong ty, eps la thu nhap tren mdi eé phiéu, netine A thu nhap rong. do, cho tang gidm déc digu hanh (CEO) (cée sai sé chudn uéc hong cia cae thaMg6 trong cic dau ngode don ben dutdi cde ude htgng). M6 hinh diye ude higng bing céch sit dyug Yi lieu trén n= 142 cong ty. reburiy = 123+ 0.32 dkrst 9.043 eps,— 0,005 netine,+ 0.0036 salary, (was) 7 (is) irs) (oo?) (oon) n= M2 R= 0.0395 6 thé néi ve h@ 86 wt6e Ingng cia bién salary? (xét déi thuyét mot phia cho kiém djnh ughia cia cdc tham s6 va stt dung xdp xi chudn) GD Voi mai 1228 2 lao tang thém ctia CEO, Igi nhugn duge dit doan tang 0.003 c gilt nguyen khong déi. Va né c6 ¢ nghia théng ke & miie 1 vé trung binh, cde yéu té khée git M 1g di. Va né cd ¥ nghia théng ké é miie 5%. Voi méi trigu do thi lao tang th®metia CEO, Idi nhujn duige dit doan tang 0.003 binh, eae yéu t6 khée gitt nguyen KR 5%, vé trung déi. Nlumg n6 khong ¢6 ¥ nghia thong ke 6 mite 6. Mo hinh duge ude hiyng ma khong e6 © eps, va mhan ditge R? = 0.0387. Gis ert cia théng ké F khi kiém dinh gii thuyét khong “cdc he MAgren dkr va eps déu bing khéng” la? 0.0570 0.0808 (OT khong c6 dit thong tin dé tra lai cau héi nay, ta sé cn phéi tht han tit mo hinh bj han ché nay. D 32.821 p mhiéu thong tin 755 thi gom 4 tra [Trang 2/4]., TRUONG DAI HOC KHOA HOC TU NHIEN, DHQG-HCM | MA LUU TRU (dj DB THI KET THUC HOC PHAN Von! Hoc ky T — Nam hoc 2018-2019 7. He s6 twang quan giita cée gid tri phi hgp (the fitted values) va bién phu thuge la. a Bo.00156025 0.0395 o.1987 8 Ban od N6 06 F nghiaD GING c6 ¥ nghia théng Ke GING 06 ¥ nghia thing ki TING 06 ¥ nghia théng ke 6 mie 5% va cit nghia 6 mite 1% 9. Nghia ciia thuat ngii “heteroscedasticity” IR? {) Phuong sai cita bién phu thudc thay déi ‘4c sai s6 ¢6 trung binh khiée khong “ic sai s6 khong ¢6 doc lap tuyén tinh voi nhan Di Phuong sai cita sai sé thay ddi Néu ban muén kiém dinh, mite ¢ nghia 5%, mot hé s6 do d6c cu thé 06 bing 1 hay khong, thi ban nen Dl cong va trit 1.96 tit he s6 do déc va kidin tra xem khoang nay c6 chita 1 hay khang. Di trit 1 tir he 86 duge ude Iugng, chia higu cho sai s6 chuan, va kiém tra xem ty so két qué c6 I6n hon 1.96 hay khong. én tra xem R? hieu chinh 6 gin 1 hay khong 0.95 va 1.05 hay khong, Di xcm TRG do déc 06 sm duge uée Ingmg, bling cach sit dung 27 quan trie sit ring hai Ye = By + Bowes + Byars, + 1 Gia tri tdi han phit hop cho Rig dinh hai phia 5% cita Hy : Bs = 1? Cho biét O64 12. Ciie gid thuyét tuyén tinh sau ed thé duge kieh By + fp = 1 va fy = -28 Of =0 b By [Bs ‘Trong kiém dinh viée loai bé da bién trong md hinh hdi quy boi nhiéu khé ning bac bd gid thuyét khong ring mot s6 hé s6 Ia biing ki ‘Ting binh phuong eéc phan dig cia mo hinb bi han ché 1d. lén tong déaS khong han ché Ting binh phuong cde phan du cita mé hinh bj han ché la nhé tuong déi so véi cia mo Th khong bi han ché (G Tong binh phuong toin phan SST, lA lon He sé chan la 16n hon mite ¥ nghia i cic wid sit 66 dién, ta ob néu: 13, B. sample (c(0,1), 5Xgrob=c(1/2,1/2)) C. sample(c(0,1), 5, D. sample (5, c('H’,'T'), Cho doan code sau, tra Idi cée eau hdi 2-3. x <- c(rep(t, 3), rep(2, 4), rep(3,5)> a = mean (x) b = length(x) © = median(x) (4,4) ,rep(5,3)) Cau 2. Két qua cita ae b BANE en sees VAG #6 DANE sree Cau 3. Gid tri cia a*b—c bing AL 5d. B. 24. ©. 10. D. 60. Cau 4, Trong céie doan code R sau, doan nio tra ra két qua 1 TRUE A. 2) && (3 <= 3) B. (3 != 4) | (4 >= 3) Cc. 5) && (4 D. isTRUE(4 5) Cho doan code sau, tri Wi cic cau héis 5-6 porm <- function (n)é if return Qbgtrix(1)) y else { sp < perm(@ p < nrow(sp) A <- matrix(nrows for(i in t:n){ ALG-1)¢p+tip,J < sncol=n) ind (i, sp+(sp>=i)) ? return (a) } } 2=perm(3); Cau 5. Cho biét s6 aung-ot ma tran Z AL 3. 9. C. 8. Cau 6, Tim s6 ty nhién n sao cho ma tran perm(n) 66 24 dong, A. 3. B. 4. C. 12. Cho doan code san, tra Ii cée cau hdi 7-8,at <- data.frame( STT = c(seq(1,6,1)), e= c("Pearson", “Neymann", "Fisher", "Gosset","Bayes","Poisson"), = ¢ (1887 ,1894, 1890, 1876 ,1702,1781), Died=cU&Q36, 1981, 1962, 1937, 1761, 1840) t (Gosset, William Sealy ) ‘A. 1800-1962. B. 3036-1937 ©. 1876-1937. D. 1890-1962. Cau 8. Lenh subset (wame, Doxday##25>13) cho ra ten cia hai nha théng ke da c6 quan diém d6i lip nhau trong vin dNgiém dink ‘A. [1] "Bayes" "Poisson". B. [1] "Pearson" "Neymann" 1] "Gosset" "Poisson" D. [1] "Neymann" "Fisher" 5))+10 cho ra két qua nao sau day? 3. Bi Cau 9. Cau lenh R: 3*length (sample (1: AL 25. B. 28 Cau 10. Gia tri cita ppois (x0, lambda) bang vol ‘A. Gia tri cia ham phan phéi (tich ly) eta bién tai x0. nhién phan phéi Poisson P(A) C. P(X < 20) trong dé X ~ P(A). D. Tat ci cée gid tri liet ke 6 tren. Cau 11. Trong cae lénh sau, lénh nao ¢6 thé vé duge hinh bén duéi. 8 Hinh 1: Biéu dé & A. curve(dbinom(x, 9, 0.5), from = 0, to > B. curve (dnorm(x, 2, 1), from = -1, to = 5) C. nist (c (0:9), dbinom(0:9,9, 0.5). D. plot (0:9, dbinom(0:9,9, 0.5), type=’h’, ylab =Cau 12. Cho biét 3 thi ham phan phéi (tich ly), nhw Hinh 2, 1A ciia phan phéi ndo 1.0 A. PP chufin (1,1) ©. PP mit Exp(2) . . PP § 3gGt sinh him mat dé cite bién ngfiu nhign 66 phan ph6i chudn Vu = 0° Dé thi cudi ky mon THYC HA} ‘méi cut 5 dap én. Sinh vign A khoi cau la nhu nhau. Sinh vien B hoc kha tong ldp, cim thay xac suat dé minh chon ding méi cau 1a 0.6. Dat ngiu nhien phan anh két qué homean the i! ding cita sinh vien A va sinh vien B (vdi i = 1,...,50), tra Idi ede cau hoi M4 va 15 Cau 14. X va ¥ 6 phan phéi gi? Nhi thiic B(50, 0.2) va B(50, 0.4). B, Nhi thite B(50, 0.2) va B(50, 0.6). thie B(50, 0.8) va B(50, 0.6). D. Nhi thite B50, 0.8) va B(50, 0.4). A. pnorm(15/sdxt (8)). B. pnorm(15/8) . C. 1-pnorm(15/sdxt (8)) . D. dnorm(0.5). Cau 16. Mot nhém sinh vitg do nhiét do 6 nhiing d6 cao khéc nhau va thu duge bang s6 lieu sau. 1250 | 1600 | 1800 | 2100 [ 2500 [ 2900 30 47 [ao [a7 [3 levation(ft) Temperature(F) | 56 Sit dung cée cau lénh R dé vé 46 thi phan’ cling hé truc toa do. n va duéng héi quy nhiét d6 theo do cao Cau 17. Cae cude goi din dén téng dai tuan theo phan phéi son vGi mite \ trén mdi phit. Tit kinh nghiém cé dude trong qua khit, ta biét ring xac suaDakan duge chinh xéc mot cudc goi trong mot phiit bang ba lin xéc suét khong nhan duige citSc goi nao trong cing théi gian. Ta xét khoang 100 khoang thai gian mot phit lien tiép va goi U la s6 khoing théi gian mot phiit khong nhan duge cude goi nao. Viét cau lenh tinh P(U’ < 1) eee reCau 18. Cho 2 = qnorm(1 - alpha/2) va ti") qt(1 - alpha/2, df = n-1) join thanh cée ché tréng trong doan code sau = °D://Works? (path) att \yead.csv("datadi.csv’, header=TRUE) Age = dxgSage KTC_mean \ function(data, alpha, sig = ’Wone’){ ) if sig '= ops /sqrt (a) else if(sig if(n < 30) eps = sd+tatp(sart (n) ) eps = sd*. ++ /sqrt(n) return(c(m - eps, m + ops)) ¥ KTC_mean (Age, 0.05) Cau 19. Him KTC_mean cho biét A. Input cac tham sé dit liu miu (data), dé tin cay (alpha) va gid thiét vé sigma . B. Output la khoang tin cay ctia trung binh trong eée trudng hep biét phwong sai, khong. biét phutong sai va ed mau. C. A, B déu sai . A,B déu ding. Cau 20Xgath = ’D://Works? setwd (pat) dtf = read. Age = dttsage U70 = Age[Age > KTC_prop <- functida(data.p, data, alpha){ phat = lengthgata.p)/ length(data) ## ty le mau eps = qnorm(1 -Salpha/2)*sqrt (phat+ (1-phat)/n) print (’KTC cho ty return(¢(phat - eps, w(?data01.csv’, header=TRUE) } KTC_prop(U70, Age, 0.05) Ham KTC_prop cho biét A. Input cée tham s6 dit ligu mau (data), dit ligu théa it nao do dé truy xuat ty le man (datap) va mite ¥ nghia (alpha ) ‘Trang 5/8Output la khoang tin cay cho ty Ié p véi do tin cay a.. , B déu ding . path = setwd (path) data = read.csv(’rdeket.motor.csv’, header=TRUE) test - t.test (SK, altePhative = "two.sided", mu - mu_0, conf. level = 0.98) One Sample t-test data: SK t = 1.9799, df = 19, p-value = 0.06 alternative hypothesis: true mean is 0 95 percent confidence interval: 1992.438 2272.377 sample estimates mean of x 2132.407 " 8 z 8 g Cau 21, Hamt.test(Age, alternative = "two.sided", mu 0.95) ding dé : A. Khong tin cy cho trung binh ciia mau véi déi thuyét ) 1-0 = 95% B. Khong tin cay cho trung binh cita mau voi d6i thuyét x. < 2000 va do tin cay 95% jong tin cay cho trung binh cia mau voi déi thuyét jo 2000 vA mite ¥ nghia 0.05. tin cay cho trung binh cia mau véi déi thuyét 4 > 2000 va do tin cay # 2000 va do tin cay Cau 22. Két qua dh lenh test#statistic bing A. 0.9218 1.979949. ci. D. 0.06238 binh cita hai mu X,Y doc lap véi di thuyét x > wy va do doan code thye hién diéu do Xt dit lign trong file house price. lai ee cau héi 28 va 2% ey Way até Tax read.csv(’house.price.csv’) att$taxes Sales = dtf$sale.price Tax2 = Tax(Tax > 8] Sale2 - Sales[Sales > 35] Cau 24, Cho két qua cita kiém dinh sau Trang 7tesgl Welch Two Sample t-test and sales df = 26.179, p-value = 1 othesis: true difference in means is greater than 0 dence interval: data: t= -22.2 alternative 95 percent con! -30.36865 sample estimates: mean of x mean of y 6.404917 34.612600 Hay cho biét két qua trén noi ve trong d6 déi thuyét Big kiém dinh 1a .... ., ta c6 th&két lian ring SRRREHERERERS cing véi mite nghia im 7 Cau 25. Cho két qua cita kiém dinh sau test2 2-sample test for equality of propoxtions with continuity correcti data: y out of n X-squared = 2.2222, df = 1, p-value = 0.06802 alternative hypothesis: less 95 percent confidence interval: -1.00000000 0.01374729 sample estimates prep i prop 2 0.25 0.50 Hay cho biét két qua trén néi vé kiém dinh cita .. trong dé déi thuyét ciia kiém dinh la , cling véi p-gid tri bang ., ta.c6 thé két luan ring Cau 26. Cho miu X, ding nhitng ham ¢6 sin hay viét ce doan lenh thue hién trung binh mau phicong sai méu ., trung uj mau va do léch chudn (mau) Cau 27. Dé tinh pgid tri cita Z = 18 vi Zo ~ B(50, 0.5) véi déi thuyét Hy : p # po, hay hoan thanh doan code sau Zo = p-value = 2+min(pnorm( BOs aesaee RALODY TereXem doan leénh sau va két qua cia n6 dé tra Ii cée cau hdi eva 2® QF va kI df = read.csv('chloride.cav’, header=TRUE) y = df$y ## Nong do cloride x = dfx ## ty le phan tram imty ~ call: im (formula Coefficients: (Intercept) 0.4705 A. Két qua mo hinh hdi quy y = 4 x- dign tich d du nguén x( dv:%) vai B. Két qui mo hinh héi quy yi = 0 + 410i +3 dign tich 6 dau ngudn x( dv:%) v6i cée he qua mo hinh héi quy yi = 5 + Bias + ei, cho x- di theo y- nng do clorua( dv: mg/1) véi cdc he s6 héi quy 5673 va A D. Két qua mo hinh héi quy y; = Go + Six: +2i, cho x- dign tich & Uh ngudn x( dv:%) theo y- ndng do clorua( dv: mg/l) véi cdc he s6 hdi quy 3 = 0.4705 va 4, = 20.5673. Cau 30. Dé tim tinh khoing tin cay 99% cho , hy hoan chinh vao doan lenh sau , biét ring [fo - 4-2 2 MSE (k++, 2 »\/MSE (2+ x)] trong dé By la he s6 goc trong mo hinh hai quy vs MSE, SSE, Se tho’ cée cong thie sau A he 36 18 quy % = 20.5673 va 5, = 0.4705. ho y- ndng d9 clorua( dv: mg/!) theo uy A = 0.4705 va 5; = 20.5673 . {ch 6 dau ngudn x( dv:%) HSE Sxx eps = qt(i - alpha/2, print (KIC cho beta 0°) return(c(beta0.hat - eps, sn-2)*sqrt(.....4(L/n + x.meant+2/ ¢a0.hat + eps)) 2 betad_cI(x, y, 0.01) HET. Tote 7 »peg 0 eet TRUONG DAI HOC KHOA HOC TU NHIEN, DHQG-HCM [yq Luu TRU £ . DB THI KET THUC HOC PHAN (ae Phong KE-DBCL eh) : Semone Hoc ky I — Nam hoc: 2018-2019 [CeAstgd. MTHO}OO BE ‘Ten hoc phan: Tule HANA “KAC’SUAT THONG KE Ma HP; MTHOOO 9s Thai gian lam bai: 60 phit Ngay thi: 05/04/2042) GHW: Sink vién khong due sit dung tai liéu. Dé thi gam B trang. Ho ten sinxyien: _____________ MSSV:_____________ ST: Cau 1. Trong cée A 2) bb 5) && Cho doan code sau, tra Iai code R sau, doan nao tra ra két qua la TRUE . <= 3) B. (3 t= 4) || (4 >= 3) 3). D. isTRUE(4 cau hoi 2-3. 5). perm <- function(n){ if (neet){ return (matrix (1)) } else { sp <- perm(n-1) p <- nrow(sp) A <- matrix (nrow=n*p,ncol=n) for(i in tin){ ACG-1)*p4irp,] <- ebind (i, sp+(sp>=i)) + return (A) + } 2=perm(3); Cau 2. Cho biét s6 dong cia ma tran Z Aa 9 C.8 D.6. Cau 3. Tim sé tut nhién n sao cho ma tran perm(n) ¢6 24 dong. A B. 4. co. D. 24. Cau 4. Cau lenh R nao ding dé mo phéng viée tung déng xu can déi déng chat 5 lin. A. sample(¢("H', /T'), 5). B. sample(c(0,1), 5, prob=c(1/2,1/2)) C. sample(c(0,1), 5, replace= 1) D. sample(5, ¢c(‘H’,'T’), replace= T) Cho doan code sau, tra Idi cée cau héi 5-6, x <- c(rep(i, 3), rep(2, 4), rep(3,5), rep(4,4) ,rep(5,3)) a = mean(x) b = length (x) © = median (x) Cau 5. Két qui ciia ab bing ...... vi ase bing ... Cau 6, Gié tri cia axb—c bing ‘A. Bd B. 24 ©. 10. D. 60. ‘Trang 1/77Cau 7..Cau lenh R: 3* Length (sample (1:6, 5)) +10 cho ra két qué nao sau day? A. B. 48. C43. D. 13, Cho doan cod way, tra loi cde cau hdi &-9. df <- data.fram STT = c(seq(1,6, Name= c("Pearson", ™ Birday = c(1857,1894,18 Died=c(1936, 1981, 1962, 19% ) mann","Fisher","Gosset", "Bayes", "Poisson"), 1876 ,1702,1781) , 1761, 1840) Cau 8. Duta vio dataframe df, hay cho biét namsginh va nam mt cita cha dé kiém dinh t (Gosset, William Sealy Gossct) ‘A. 1890-1962, B. 1936-1937. C. 187051937. D. 1890-1962. Cau 9. Lénh subset (Name, Birday%$%25>13) cho ra t®mcita hai nha théng ke da 6 quan diém d6i lap nhau trong van dé kiém dinh: A. [1] "Bayes" "Poisson" B. Sit "Pearson! C. [1] "Gosset" "Poisson" "Neymann" "Fi C&u 10. Gié tri ctia ppois (x0, lambda) bing ‘A. Gis tri ciia ham phan phéi (tich lay) ciia bién ngéu nhien phan phéi C. P(X < 20) trong dé X ~ P(A). D. Tat ca cdc gia tri ligt ke 6 tren. Cau 11. Trong céc lénh sau, lenh nao 6 thé vé duge hinh ben dudi. Hinh 1: Biéu dé cot . curve (dbinom(x, 9, 0.5), from = 0, to = 10). curve (dnorm(x, 2, 1), from = -1, to = 5) hist (c(0:9),dbinom(0:9,9, 0.5)). plot (0:9,dbinom(0:9,9, 0.5), type="h’, ylab = "P(x pop “TrangCau 12. Cho biét dé thi ham phan phéi (tich lay), nhu Hinh 2, 18 cla phan phéi nado Hinh 2: Ham phan phéi tich hiy A. PP chuan N(1, 1). B. PP déu U((-2,2)). C. PP mi Exp(2) D. PP Student(10) Trang 3/77Cau 18. Dé phat sinh him mat do cia bién ngfiu nhién c6 phan phéi chun A’(y = 2,0" 1) va mau 1000 phan tit la bién ngdu nhien c6 phan phéi Poisson P(A = 2) Kin Inot bing cae Tem rorneren Silt VB ae is sista Dé thi cuéi ky mén THYC HANH XAC SUAT THONG KE dang trac nghiém cd 50 cau héi, méi cau 5 dap dn. Sinh vin A khong hoc bai, khi di thi thi xc sudt tra Idi diing cita méi cau la nhu nhau. Sinh vien B hoc kha trong lp, cim thay xée sut dé minh chon diing méi tu li 0.6. Dat 2 Saar=yx lot la cée bién ngiu nhién phan anh két qua chon eau thi iI ding vién B (vdi i =1,...,50), tra 1di cdc cau hoi KNNQ AS trong 46, Xi,¥5 cia sinh vien A va si A. Nhi thiic B(50, 0.2) va BBONQ4). “Bhi thite B(50, 0.2) va B(50, 0.6). C. Nhi thite B(50, 0.8) va B50, OB\. —_—D, Nhi thie B(50, 0.8) va B(50, 0.4). A. pnorm(15/sqrt (8)). C. 1-pnorm(15/sqrt (8) ) Cau 16. Mot nhém sinh vien do nhi¢t do 6 nhimg d6 cao khée nhatva ligu sau. Elevation(ft) | 600 | 1000 | 1250 | 1600 | 1800 | 2100 | 2500 Temperature(F)[56 [64 [50 [50 [47 [49 [47 [45 | Sit dung céc cu lénh R dé wé 48 thi phan tén va dudng héi quy nhiét do theo do cao ciung he truc toa do. Cau 17. Cac cude goi dign dén téng dai tuan theo phan phéi Poisson vi mite \ tren méi phat. Tir kinh nghiém c6 duge trong qua khit, ta biét ring xée sudt nhan duge chinh xéc mét cuéc goi trong mét phiit bing ba lan xéc sudt khong nhan duge cude goi nao trong cing théi gian. Ta xét khoang 100 khoang thdi gian mot phiit lien tiép va goi U la s6 khoang théi gian mot phiit khong nhan duge cude goi nao. Viét cau lenh tinh P(U <1) Trang 4)u 18. path = 'D://Works’ att d.cev(?data0l.csv’, header=TRUE) Age = at u70 = 70) KTC_prop data.p, data, alpha){ phat = length(daterpl/_length(data) ## ty le mau eps = qnorm(1 - alpha/2)*sq *(1-phat) /n) print (?KTC cho ty le la’) return(c(phat - eps, phat + eps)) + KTC_prop(U70, Age, 0.05) Ham KTC_prop cho biét A. Input cic tham s6 dit ligu mau (data), dif ligu théa tinh chat nao dé dé truy xudt ty le mau (datap) va mite ¥ nghia (alpha ) . B. Output la khoang tin cay cho t¥ Ie p vdi dé tin cay a. C. A, B déu ding. D. A, B déu sai. Cau 19. Cho & qnorm(1 - alpha/2) va t#7!, &qt(1 - alpha/2, df = n-1) Ia/2 hoan thanh céc ch8gréng trong doan code sau path = 'D://Works setwd (path) dtf = read.csv(?data01 egy’, header=TRUE) Age = dtfSage kTC_mean <- function(data, alpha, sig = ‘None’){ n = length (data) m = moan(data) sd = sd(data) zalp = qnorm(1 - 12) talp = qt(1 - alpha/2, ......) if(sig != ’Mone’) ops = sigt.........../aqrt(n) else if(sig -= ’None’) if(n < 30) eps = sd¢talp/sqrt(n) else if (mn >= .. a eps = sde......... 02. /sqrt(n) return(c(m - eps, m + eps)) + KTC_mean (Age, 0.05) Cau 20. Him KTC_mean cho biét A. Input cac tham sé dit ligu mau (data), 46 tin cay (alpha) va gid thiét vé sigma . B. Output la khoang tin cay ciia trung binh trong céc tring hop biét phwong sai, khong Diét phuong sai va cd m Trang 5/77©. A,B déu sai D. A, B déu ding. Caml. Dé kiém dinh trung binh eita hai mau X,Y déc lap véi déi thuyét jx > py va do tin cay Dg = 0.95, hay viét mot doan code thuc hien diéu a6 Xem doan coda két quai sau path = ’D://Works? setud (path) data = read.csv(’rocket .mobex.csv’, header=TRUE) SK = data$strong; mu_0 = 2000 test = t.test(SK, alternative = "tWagided", mu = mu_0, conf.level = 0.95) One Sample t-test data: SK t = 1.9799, df = 19, p-value = 0.06238 alternative hypothesis: true mean is not equal to 2000 95 percent confidence interval: 1992.438 2272.37 sample estimates: mean of x 2132.407 Cau 22. Hamt.test(Age, alternative = "two.sided", mu = mu_0, conf.level = 0.95) diing dé : A. Khoang tin cay cho trung binh cia miu vdi déi thuyét » 4 2000 va do tin c& 1l-a=%% B. Khoang tin cay cho trung binh cia miu véi déi thuyét jx. < 2000 va do tin cay 1-a=95% C. Khoding tin cay cho trung binh ciia mu véi d6i thuyét p 4 2000 va miie ¥ nghia 1-a=0.05. D. Khoing tin cay cho trung binh cia miu véi déi thuyét jp > 2000 va do tin cay 1-a=0.95. Cau 23. Két qua cita lenh test$statistic bing A. 0.9218 . B. 1.979949. c.19 D. 0.06238 t dit ligu trong file house .price. csv véi cc tén bién nhut doan lénh bén dui, hay tra Toi cdc cau hoi Mya BW 24vq av atf = read.csv(’house.price.csv’, header=TRUE) Tax = dtf$taxes Sales = dtf$sale.price Tax2 = Tax(Tax > 8] Sales[Sales > 35] Cau 24, Cho testi ua cia kiém dinh sau ‘Trang 6/7?Welch Tyo Sample t-test and sales . df = 26.179, p-value = 1 alternative Hypothesis: true difference in means is greater than 0 95 percent confiteyce interval: -30.36865 In sample estimates: mean of x mean of y 6.404917 34.612500 Hay cho biét két qua trén noi vé kiém dim trong do 46i thuyét ciia kiém dina... : ta 6 thé két luan rin} , cling vi mite ¢ cnghia Cau 25. Cho wet qua cia kiém dinh sau test2 sample test for equality of proportions with continuity corre data: y out of a X-squared = 2.2222, df = 1, p-value = 0.06802 alternative hypothesis: less 98 percent confidence interval: -1,00000000 0.01974729 sample estimates: prop 1 prop 2 0.25 0.50 Hay cho biét két qua trén néi vé kiém dinh ctia , trong dé déi thuyét cita kiém dinh la tacd the két luan ring .., cling véi P| id iti Ding Cau 26. Cho miu X, ding nhing him cé sin hay vit cfc doon Jénh thye ign trang bink maw , phitong sai mau trung vy mau. va d6 léch chuan (mau) .. Cau 27. Dé tinh p-gia tri ctia Z = 18 vai Zo ~ B(50,0.5) voi déi ‘aye Hy: p # po, hay hoan thanh doan code sau 20 = . p-value = 2emin(pnorm(.... pL ree (20)) “Trang 7/2?Xem doan lénh sau va két qua ciia né dé tra Ibi cée cau hoi 3h va 2% BS VA 2) df = read.csv(’chloride.csv’, header=TRUE) y = af$y ## Wong do cloride x = df$x ## ty le phan tram inty “\~o call Im(formula = Coefficients: (Intercept) 0.4705 20.5673 Cau 28. Doan lenh trén cho biét gid Th va cau: 29. Doan lénh trén ‘cho wigt AK ce hé s6 ude lugng % va A lin lugt bing = 20.5673 va Jy = 0.4705, ua dv: mg) theo x dién tich 6 dau nguén x( Wv:%) véi che he 86 hai quy 3 = 0.4705 C. Két qua mo hinh héi quy yi = 4 + Sis +ei, cho x- dign tich & dau ngudtsy theo y- ndng do clorua( dv: mg/l) véi cée hé s6 héi quy Sy = 20.5673 va by = 0 D. Két qua mo hinh hdi quy ye = 40 + Sia; +24, cho x- dién tich 8 diu ngudn x( dv:% theo y- ndng dé clorua( dv: mg/1) véi ede hé 6 hdi quy = 0.4705 vi J a Cau 30. Dé tim tinh sing tin iy 99% cho 4), hay hodn chinh vio doan lenh sau , biét ing [o af MS \/MSB (4+ s&)] trong 46 2a la he 6 26 trong mo hinh, we quy va MSE, SSH, Sax tho’ cée cong thitc sau Sa: = Su P| = beta0_CI <- function(x, y, n = length(x); x.mean esult = Im(y~x) resid(result) = (coef (result) )([1]] mae mean (x) Sxx = sun((x-" eps = qt(1 - alpha/2y print (’KTC cho beta 0’) return(c(betad.hat - eps, betad.m ) sn-2)esqrt(.....#(1/n + x.mean**2/.....)) eps)) > betad_cI(x, y, 0.01) HET. tang 8/77TRUONG DAI HOC KHOA HOC TY NHIEN, BHQG-HCM MA LUU TRO’ DE THI KET THUC HOC PHAN Meeiolat | Hoc ky | — Nam hoc 2018-2019 Cfiu 3 (.2..diém). Cho bién ngiu nhién dée lap X,,X,,... ls f0)=25K{ Ef, Varf, theo fn,h. Tit 46 suy ra biéu thite cua £| f,— f°. Néu K lién tue va x, ) voi neN A> va RR, K20 do duge. fx@ae =I thi fofr Cau 4 (2...diém). Cho 1, > 44.0, > oKhi n>». Gia sit X, c6 phan phdi M(u,,0,,) Chimg minh X, > Neo). Cau 5 (.2..diém). Cho bién ngdu nbién X 06 ham mat d6 fy (2) figom Trang)