آزمون آمار و اقتصادسنجی

What is the definition of point estimation?

• Estimation of probability distribution

• Estimation of population mean

• Estimation of the true value of a parameter

• Estimation of the distance between two parameters

Which of the following is a characteristic of a good estimator?

• Being biased

• Being dependent

• Being inefficient

• Being unreliable

What does the Law of Large Numbers (LLN) state?

• The distribution of the estimator approaches a uniform distribution

• The number of samples does not affect the accuracy of the estimate

• The distribution of the estimator approaches a normal distribution

• The mean of the estimator approaches the true value

Which of the following methods is used for parameter estimation?

• Least squares method

• Maximum likelihood method

• Method of moments

• All of the above

What is interval estimation?

• An estimate that provides only one value

• An estimate that is dependent on the normal distribution

• An estimate that is only for a specific sample

• An estimate that provides a range of values

Which of the following indicates the bias of an estimator?

• E(W) = θ

• E(W) ≠ θ

• Var(W) = 0

• Var(W) > 0

Which of the following statements about hypothesis testing is correct?

• Hypothesis testing is only for normal data

• The null hypothesis can be rejected or not rejected

• The null hypothesis cannot be rejected

• The null hypothesis is always true

Which of the following is recognized as the level of significance?

• Probability of Type I error

• Probability of the null hypothesis being true

• Probability of Type II error

• Probability of the alternative hypothesis being true

Which of the following statements about confidence intervals is incorrect?

• Confidence intervals depend on the sample size

• Confidence intervals are always 95 percent

• Confidence intervals can include the true value

• Confidence intervals can also be calculated for non-normal distributions

Which of the following statements about hypothesis testing is correct?

• Hypothesis testing is only for quantitative data

• Hypothesis testing can also be used for qualitative data

• Hypothesis testing is only for normal distribution

• Hypothesis testing has no relation to estimators