第4組

Week9
Question 1 Answer 1
ANOVA
調查價格與供給量的關
SS df MS F p-value
Regression 41272.32 1 41272.32 MSR F(1, 5)=
係如下：
Error 8863.393 n-2= 5 1772.679 MSE 0.00478
Total 50135.71 n-1= 6 41272.32
價格(元) 供給量 =
1772.679
= 23.282
(桶)
∑ 𝑌𝑖 ∑ 𝑋𝑖
𝑌̅ = = 426.43 , 𝑋̅ = = 35
20 275 𝑛 𝑛

25 385 ∑(𝑋𝑖 − 𝑋̅)(𝑌𝑖 − 𝑌̅) 5375

b= = = 7.6785
30 355 ∑(𝑋𝑖 − 𝑋̅)2 700
35 495 a = 𝑌̅ − 𝑏𝑋̅ = 426.43 − 7.6785 × 35 = 157.6786
40 450 SSR = ∑(𝑌̂ − 𝑌̅)2 = 𝑏 2 ∑(𝑋𝑖 − 𝑋̅)2 = 7.67852 × 700
45 500 = 41272.32
50 525 SSE = ∑(𝑌𝑖 − 𝑌̂)2 = ∑(𝑌𝑖 − 𝑌̅)2 − 𝑏 ∑(𝑋𝑖 − 𝑋̅)(𝑌𝑖 − 𝑌̅)
= 50135.71 – 41272.32 = 8863.393
請做出 ANOVA 表

Question 2 Answer 2
𝑯𝟎 ∶ 𝜷 = 𝟎
承上題，請檢定𝛃是否 {
𝑯𝟏 ∶ 𝜷 ≠ 𝟎
∑ 𝑑𝑖2 ∑(𝑌𝑖 − 𝑌̅)2 − 𝑏 ∑(𝑋𝑖 − 𝑋̅)(𝑌𝑖 − 𝑌̅) 8863.393
=0，並在𝟏 − 𝛂 = 0.95 𝑆2 = = = = 1772.679
𝑛−2 𝑛−2 5

的信賴係數下找出𝛃信 𝑏−𝛽 7.6785 − 0

t= = = 4.82519
𝑆2 √1772.679
√ 700
賴區間 ∑(𝑋𝑖 − 𝑋̅)2

𝑡𝛼 (𝑑𝑓) = 𝑡0.025 (5) = 4.77 < 4.82519 = t  拒絕𝐻0 ，接受𝐻1 ，𝜷 ≠ 𝟎

2

𝑆2 1772.679
β = b ± 𝑡𝛼 √ = 7.6785 ± 4.77√ = 7.6785 ± 7.5907
̅ )2
2 ∑(𝑋𝑖 − 𝑋 700

 0.0878 < β < 15.2692

Question 3 Answer 3

請證明

̂𝒊 − 𝒀
∑(𝒀 ̅ )(𝒀𝒊 − 𝒀
̂ 𝒊)

=𝟎
∑(𝑌̂𝑖 − 𝑌̅)(𝑌𝑖 − 𝑌̂𝑖 ) = ∑(𝑎 + 𝑏𝑋𝑖 − 𝑎 − 𝑏𝑋̅)( 𝑌𝑖 − 𝑎 − 𝑏𝑋𝑖 )

= 𝑏 ∑( 𝑋𝑖 − 𝑋̅)[(𝑌𝑖 − 𝑌̅) + (𝑌̅ − 𝑎 − 𝑏𝑋𝑖 )]

= 𝑏 ∑( 𝑋𝑖 − 𝑋̅)[(𝑌𝑖 − 𝑌̅) + (𝑎 + 𝑏𝑋̅ − 𝑎 − 𝑏𝑋𝑖 )]

= 𝑏 ∑( 𝑋𝑖 − 𝑋̅)[(𝑌𝑖 − 𝑌̅) − 𝑏(𝑋𝑖 − 𝑋̅)]

= b ∑ 𝑥𝑦 − 𝑏 2 ∑ 𝑥 2 = 0

∑ 𝑥𝑦
NOTE : b = ∑ 𝑥2