Econometrics_MMA_test with answers
Replenishment date: 18.02.2023
Content: Econometrics_MMA_test with answers.docx (235.85 KB)
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Find the mathematical expectation of a discrete random variable X given by the following distribution law
a.102
b.1
c.60
d.204
The distribution of a discrete random variable X is given. Fill in the missing element in the table
If the random variables X and Y are independent, then the coefficient of covariance is:
a.-1
b.1
c.0
d. does not exist
The linear correlation coefficient of the two quantities is 0,94.
Which statement is true?
a. there is a weak direct linear relationship between variables
b.weak linear feedback between variables
c. there is a strong direct linear relationship between variables
d. there is no linear relationship between variables
What is the correlation coefficient if cov(x,y)=10, Var(x)=25, Var(y)=16
a.0,2
b.0,3
c.0,1
d.0,5
The mathematical expectation of the squared deviation of a random variable from its mathematical expectation is:
a. standard deviation of a random variable
b. random variable variance
c. random variable correlation
d.covariance of a random variable
The maximum value of the correlation coefficient:
a.0,5
b.plus infinity
c.0
d.1
Specify the correct property of the sample covariance coefficient
a.cov(x,y) = Var2(x)
b.cov(x,x) = Var(x)
c.cov(x,x) = Var2(x)
d.cov(a,x)= a, a=const
The area under the graph of the probability density function of the normal distribution is
a.0
b.0,025
c.1
d.0,5
To check the autocorrelation of residuals, apply:
a. series test based on sample median
b. criterion of ascending and descending series
c.irwin method
d. Durbin-Watson statistics
The estimated value of the Durbin-Watson statistics is 1,5. Critical values (5%): dL = 1,2, dU= 1,4. Observed:
a.positive autocorrelation
b.negative autocorrelation
c. zone of uncertainty
d.no autocorrelation
The significance of the trend model coefficients is checked using:
a.asymmetry coefficient
b. Durbin-Watson statistics
c. kurtosis coefficient
Student's dt-test
The maximum value of the Durbin-Watson statistics:
a.4
b.2
c.3
d.1
The estimated value of the Durbin-Watson statistics is 2,57. Critical values (5%): dL = 1,1, dU= 1,34. Observed:
a.no autocorrelation
b.positive autocorrelation
c.negative autocorrelation
d. zone of uncertainty
The estimated value of the Durbin-Watson statistics is 2,87. Critical values (5%): dL = 1,1, dU= 1,34. Observed:
a.negative autocorrelation
b.no autocorrelation
c. zone of uncertainty
d.positive autocorrelation
If there is no autocorrelation of the residuals, then the Durbin-Watson statistic is close to:
a.4
b.1
c.0
d.2
If there is a negative autocorrelation of the residuals, then the Durbin-Watson statistic is close to:
a.2
b.4
c.1
d.3
The skewness coefficient in the study of residues is used to check:
a. correlation of residuals
b. trend in balances
c.normal distribution of a number of residues
d. relative error of a series of residuals
The correlation coefficient between variables x and y is 0,68. What is the coefficient of determination of the paired linear regression y on x (with a constant).
a.0,4624
b.0,6424
c.0,32
d.0,72
a.102
b.1
c.60
d.204
The distribution of a discrete random variable X is given. Fill in the missing element in the table
If the random variables X and Y are independent, then the coefficient of covariance is:
a.-1
b.1
c.0
d. does not exist
The linear correlation coefficient of the two quantities is 0,94.
Which statement is true?
a. there is a weak direct linear relationship between variables
b.weak linear feedback between variables
c. there is a strong direct linear relationship between variables
d. there is no linear relationship between variables
What is the correlation coefficient if cov(x,y)=10, Var(x)=25, Var(y)=16
a.0,2
b.0,3
c.0,1
d.0,5
The mathematical expectation of the squared deviation of a random variable from its mathematical expectation is:
a. standard deviation of a random variable
b. random variable variance
c. random variable correlation
d.covariance of a random variable
The maximum value of the correlation coefficient:
a.0,5
b.plus infinity
c.0
d.1
Specify the correct property of the sample covariance coefficient
a.cov(x,y) = Var2(x)
b.cov(x,x) = Var(x)
c.cov(x,x) = Var2(x)
d.cov(a,x)= a, a=const
The area under the graph of the probability density function of the normal distribution is
a.0
b.0,025
c.1
d.0,5
To check the autocorrelation of residuals, apply:
a. series test based on sample median
b. criterion of ascending and descending series
c.irwin method
d. Durbin-Watson statistics
The estimated value of the Durbin-Watson statistics is 1,5. Critical values (5%): dL = 1,2, dU= 1,4. Observed:
a.positive autocorrelation
b.negative autocorrelation
c. zone of uncertainty
d.no autocorrelation
The significance of the trend model coefficients is checked using:
a.asymmetry coefficient
b. Durbin-Watson statistics
c. kurtosis coefficient
Student's dt-test
The maximum value of the Durbin-Watson statistics:
a.4
b.2
c.3
d.1
The estimated value of the Durbin-Watson statistics is 2,57. Critical values (5%): dL = 1,1, dU= 1,34. Observed:
a.no autocorrelation
b.positive autocorrelation
c.negative autocorrelation
d. zone of uncertainty
The estimated value of the Durbin-Watson statistics is 2,87. Critical values (5%): dL = 1,1, dU= 1,34. Observed:
a.negative autocorrelation
b.no autocorrelation
c. zone of uncertainty
d.positive autocorrelation
If there is no autocorrelation of the residuals, then the Durbin-Watson statistic is close to:
a.4
b.1
c.0
d.2
If there is a negative autocorrelation of the residuals, then the Durbin-Watson statistic is close to:
a.2
b.4
c.1
d.3
The skewness coefficient in the study of residues is used to check:
a. correlation of residuals
b. trend in balances
c.normal distribution of a number of residues
d. relative error of a series of residuals
The correlation coefficient between variables x and y is 0,68. What is the coefficient of determination of the paired linear regression y on x (with a constant).
a.0,4624
b.0,6424
c.0,32
d.0,72
Additional Information
Find the mathematical expectation of a discrete random variable X given by the following distribution lawa.102
b.1
c.60
d.204
The distribution of a discrete random variable X is given. Fill in the missing element in the table
If the random variables X and Y are independent, then the coefficient of covariance is:
a.-1
b.1
c.0
d. does not exist
The linear correlation coefficient of the two quantities is 0,94.
Which statement is true?
a. there is a weak direct linear relationship between variables
b.weak linear feedback between variables
c. there is a strong direct linear relationship between variables
d. there is no linear relationship between variables
What is the correlation coefficient if cov(x,y)=10, Var(x)=25, Var(y)=16
a.0,2
b.0,3
c.0,1
d.0,5
The mathematical expectation of the squared deviation of a random variable from its mathematical expectation is:
a. standard deviation of a random variable
b. random variable variance
c. random variable correlation
d.covariance of a random variable
The maximum value of the correlation coefficient:
a.0,5
b.plus infinity
c.0
d.1
Specify the correct property of the sample covariance coefficient
a.cov(x,y) = Var2(x)
b.cov(x,x) = Var(x)
c.cov(x,x) = Var2(x)
d.cov(a,x)= a, a=const
The area under the graph of the probability density function of the normal distribution is
a.0
b.0,025
c.1
d.0,5
To check the autocorrelation of residuals, apply:
a. series test based on sample median
b. criterion of ascending and descending series
c.irwin method
d. Durbin-Watson statistics
The estimated value of the Durbin-Watson statistics is 1,5. Critical values (5%): dL = 1,2, dU= 1,4. Observed:
a.positive autocorrelation
b.negative autocorrelation
c. zone of uncertainty
d.no autocorrelation
The significance of the trend model coefficients is checked using:
a.asymmetry coefficient
b. Durbin-Watson statistics
c. kurtosis coefficient
Student's dt-test
The maximum value of the Durbin-Watson statistics:
a.4
b.2
c.3
d.1
The estimated value of the Durbin-Watson statistics is 2,57. Critical values (5%): dL = 1,1, dU= 1,34. Observed:
a.no autocorrelation
b.positive autocorrelation
c.negative autocorrelation
d. zone of uncertainty
The estimated value of the Durbin-Watson statistics is 2,87. Critical values (5%): dL = 1,1, dU= 1,34. Observed:
a.negative autocorrelation
b.no autocorrelation
c. zone of uncertainty
d.positive autocorrelation
If there is no autocorrelation of the residuals, then the Durbin-Watson statistic is close to:
a.4
b.1
c.0
d.2
If there is a negative autocorrelation of the residuals, then the Durbin-Watson statistic is close to:
a.2
b.4
c.1
d.3
The skewness coefficient in the study of residues is used to check:
a. correlation of residuals
b. trend in balances
c.normal distribution of a number of residues
d. relative error of a series of residuals
The correlation coefficient between variables x and y is 0,68. What is the coefficient of determination of the paired linear regression y on x (with a constant).
a.0,4624
b.0,6424
c.0,32
d.0,72