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Soal Uas Stamat2021
Soal Uas Stamat2021
1. Prove If Y and Z are independent random variable , Y has a Chisquare distribution whith υ degrees of
Z
freedom , and Z has a standard normal distribution , then the distribution of T is given by
Y /
1 1
2 - 2
2 t
f (t ) t for - t (and it is calld the T distribution whith υ
degrees of freedom) 30
2. The equatin of linear multiple regression equation Y on X1, X2, ... , Xk is
y 0 1 x1 2 x2 ... k xk and estimator yˆ b0 b1 x1 b2 x2 ... bk xk , by
x1 , x2 ,...,xk
choose any k>4 , find the coefficients bo,b1,b2, ... ,bk (show the process until you find the solution. 30
3. In a regression there are three variation: the variation that can explaine by regression, the unexplained
variation and the totl variation. The coefficient determination for Y and X I becomes the proportion of
explained variation on total variation that is
n
( yˆ y ) 2
R y2. xi i 1
n
and the coefficient of correlatin is the it’s squaroot (r )
( y y)2
i 1
Find the coefficient of correlation (X,Y) or rxy
n n n
n xi yi xi yi
(solution rxy i 1 i 1 i 1
)
n n n n 25
[n x ( xi ) ][n y ( yi ) ]
2 2 2 2
i 1 i 1 i 1 i 1
Give an example
4. Let X be a binomial randon variables with probability of success p and number of trials n Show that X/n
converges in probability to p
15
Maximum scor is x5
X5