商務(wù)統(tǒng)計課后習(xí)題答案

50.

a.

x=6.805

y=14.1

Shares

SellingExpected

(Xi)Price(Yi)Xi-XYi-Y(Xi-X)2(Xi-X)(Yi-Y)

515-1.8050.93.258025-1.6245

9142.195-0.14.818025-0.2195

6.715-0.1050.90.011025-0.0945

8.75171.9452.93.7830255.6405

311-3.805-3.114.4780311.7955

13.6196.7954.946.17202533.2955

4.613-2.205-1.14.8620252.4255

6.714-0.105-0.10.0110250.0105

310-3.805-4.114.47802515.6005

7.7130.895-0.90.801025-0.8055

Totals68.0514192.6722566.024

bl=E(Xi-X)(Yi-Y)/E(Xi-X)2

=66.024/92.67225

=.71

b0=y-blX=14.1-.71*6.805=9.26

A

y=9.26+.71x

b.

FTest:

Ho：B?=0

Ha:BiWO

A

SSR=E(yi—7)2=46.7168

A

SSE=￡(yi-y)2=16.11689525

MSR=SSR/Regressiondegreesoffreedom=46.7168/1=46.7168

MSE=SSE/n-2=16.11689525/8=2.0146

F=MSR/MSE=23.189

Fa=5.32<F

SorejectHo,therelationshipissignificant.

c.

SSR=46.7168

SST=62.9

r2=SSR/SST

=46.7168/62.9

=.74

Soit'sgoodfit.

d.

y=9.26+.71x

Whenx=6,y=13.53

52.

x=.89

y=1.12

S&P500HorizonXi-XYi-Y(Xi-X)2(Xi-X)(Yi-Y)

1.2-0.70.31-1.820.0961-0.5642

-2.5-2-3.39-3.1211.492110.5768

-3-5.5-3.89-6.6215.132125.7518

24.71.113.581.23213.9738

51.84.110.6816.89212.7948

1.24.10.312.980.09610.9238

32.62.111.484.45213.1228

-12-1.890.883.5721-1.6632

0.5-1.3-0.39-2.420.15210.9438

2.55.51.614.382.59217.0518

Total:55.70952.912

bl=E(Xi-X)(Yi-Y)/E(Xi-X)2

=52.912/55.709

=.95

bo=y-blx=l.l2-.95*.89=.2745

A

y=0.275+0.95x

b.

FTest:

Ho：3,=0

Ha:BiWO

A

SSR=L(%-7)2=50.255

A

SSE=Z(yi-yi)'=56.781

MSR=SSR/Regressiondegreesoffreedom=50.255

MSE=SSE/n-2=56.781/8=7.098

F=MSR/MSE=7.08

Fa=5.32<F

SorejectHo,therelationshipissignificant.

c.

SSR=50.255

SST=SSR+SSE=50,255+56.781=107.036

r2=SSR/SST

=50.255/107.036

=.47

Soit'snotgoodfit.

d.

A

y=0.275+0.95x

TexasInstrumentshasahigherrisk.

53.

a.

SatisfactionRating(%)

b.

Therelationshipispositive,

c.

x=43.92307692

y=65.92307692

TopSatisfaction

Five(%)Rating(%)Xi-XYi-Y(Xi-X)2(Xi-X)(Yi-Y)

3049-13.923-16.923193.8499235.6189

3864-5.923-1.92335.0819311.38993

4067-3.9231.07715.38993-4.22507

4069-3.9233.07715.38993-12.0711

558611.07720.077122.6999222.3929

608516.07719.077258.4699306.7009

48744.0778.07716.6219332.92993

3343-10.923-22.923119.3119250.3879

46662.0770.0774.3139290.159929

50706.0774.07736.9299324.77593

4253-1.923-12.9233.69792924.85093

47623.077-3.9239.467929-12.0711

4269-1.9233.0773.697929-5.91707

Total:834.92311074.923

bl=E(Xi-X)(Yi-Y)/L(Xi-X)2

=1074.923/834.9231

=1.29

bO=y-b1X=65.923-1.29*43.923=9.26

y=9.26+1.29x

d.

FTest:

Ho:3,=0

Ha:BiWO

2

SSR=￡(yi-y)=1389.396

A

2

SSE=￡(y;-yi)=483.0171

MSR=SSR/Regressiondegreesoffreedom=1389.396

MSE=SSE/n-2=483.0171/11=43.91

F=MSR/MSE=31.642

Fa=4.84<F

SorejectH(),therelationshipissignificant.

SSR=1389.396

SST=SSR+SSE=1389.396+483.0171=1872.413

r2=SSR/SST

=1389.396/1872.413

=.742

Soit'sgoodfit.

f.

r=.861

55.

x=35

y=17

xiYiXi-XYi-Y(Xi-X)2(Xi-X)(Yi-Y)

2021-154225-60

2019-152225-30

40155-225-10

3016-5-1255

6014