E. U. DE ESTUDIOS EMPRESARIALES.

DEPARTAMENTO DE ECONOMA APLICADA I.

DIPLOMATURA EN CIENCIAS EMPRESARIALES.
ESTADSTICA 16-09-04
FINAL EXAM ENGLISH EXAM

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1. About the histogram of a frequency distribution of a
grouped variable in intervals of constant width, we can
always state that the height of the rectangle for each
interval is:
1. equal to the absolute frequency
2. equal to the relative frequency
3. proportional to absolute frequency
4. equal to the width of the interval
2. If we add a constant 0 k > to each value of a variable,
then the arithmetic mean of the new variable
1. is equal to arithmetic mean of the original variable
2. is lower than the arithmetic mean of the original
variable
3. is greater than the arithmetic mean of the original
variable
4. is always greater than 0
3. The mode of the frequency distribution of a grouped
variable, when not all the intervals have the same width
will be in
1. the interval with the greatest absolute frequency
2. the interval with the greatest width
3. the interval with greatest cumulative absolute
frequency
4. the interval with the greatest density of frequency
4. Given a frequency distribution, we know that 80% of
the values of the variable are smaller than 20, then
1. the 80
th
percentile is smaller than or equal to 20
2. the 20
th
percentile is 20
3. the 20
th
percentile is greater than or equal to 80
4. the 80
th
percentile is equal to 20
5. A standardized variable always has
1. mean equal to one 2. variance equal to one
3. variance equal to zero 4. median equal to one
6. If the Ginis Index of a variable is zero, we can state
that
1. the medial value is equal to the median
2. the medial value is greater than the median
3. the median is greater than the medial value
4. there is a mistake in calculations
7. Given the bidimensional frequency distribution of the
variables X and Y
1. the sum of all the joint absolute frequencies is
equal to one
2. the sum of all the joint relative frequencies is
equal to the amount of observations (n)
3. the sum of all the joint absolute frequencies is
equal to the sum of all the marginal absolutes
frequencies of the variable X
4. the sum of all the joint absolute frequencies is
equal to the sum of all the marginal absolute
frequencies of the variable X only if the variables
are independent
8. For the conditional distribution of Y when X is equal
to
i
x , in order to calculate the frequency of this
distribution we must divide the joint absolute
frequencies by
1. the amount of observations (n)
2. the absolute frequencies of the marginal
distribution of X
3. the number of times that
i
x appears in the
distribution
4. the sum of all the marginal absolute frequencies of
the variable X
9. The variables X and Y are independent if for each
couple of values
( )
i j
x , y of them, we have that the joint
absolute frequency is equal to
1. the product of the absolute marginal frequencies

2. the product of the relative marginal frequencies
3. the product of the marginal frequencies divided by
the amount of observations
4. the product of cumulative marginal frequencies
10. Let
XY
r the correlation coefficient of X and Y. Let
U a bX = + and V c dY = + with 0 b and 0 d , then
we can state that
1.
UV XY
r r = 2.
UV XY
r b d r = 3.
UV XY
r r = 4.
UV XY
r r >
11. If
*
3 t y a x = +
is the regression equation of Y over
X, where
2
0.96 R =
, the slope of the regression Y/x is:
1. 0,32 2. 0,32 3. 3,0 4. 1/3
12. If we know that
*
7 t y a x =
is the regression
equation of Y over X, and the covariance between X and
Y is 2.5. The variance explained by the regression Y/x
is:
1. 17,5 2. 17,0 3. 0,0 4. 6,25
13. We have constructed the formulae
0 0
0
i i
i
i it
i
p q
p q

from
prices and quantities of a basket of goods. This formulae
is:
1. The quantity Laspeyres Index in the year 0 with
respect to the year t.
2. The quantity Paasche Index in the year t with
respect to the year 0.
3. The inverse of the quantity Paasche Index in the
year t with respect to the year 0.
4. The inverse of the quantity Laspeyres Index in the
year t with respect to the year 0.
14. If we have the value of a basket of goods for the
years 2000, 2001, 2002 and 2003 in euros of each year.
The best way of knowing the real evolution of that value
over the period 2000-2003 is:
1. Multiplying each value in euros of each year by
the inverse of the appropriate price Passche index .
2. Dividing each value in euros of each year by the
appropriate price Laspeyres index.
3. Multiplying each value in euros of each year by
the appropriate price Fisher index, because this
index is the best index.
4. Dividing each value in euros of each year by the
appropriate Fisher index, because it is the best
index.
15. If I
t/0
is a simple index and it verifies I
99/98
=110 and
I
98/97
=105, the variation rate of the index between the
years 99 and 97 is:
1. 15% 2. 50% 3. 15.5% 4. 7.5%
16. If we have constructed an aggregate index as a
weighted geometric mean of simple indexes:
1. This aggregate index does not verify the identity
property.
2. We can not change the base with his aggregate
index, because this index does not verify the
inversion property.
3. With this aggregate index, we can not affirm that
/ / /
G G G
t s s m t m
I I I =

4. The change of base is possible with this index
because it verifies the circularity and inversion
property.
17. If for a temporal series with every four months
observations, you substract the corresponding moving
averages (MA
3
):
1. The seasonal component is obtained.
2. The trend component is obtained.
3. The seasonal component and random component
is obtained.
4. The seasonal component is eliminated.
18. In a multiplicative temporal series, the predictions
will be obtained:
1. Adding the seasonal component to the trend
component.
2. Multiplying the trend and the seasonal component.
3. Adding the seasonal and the random component.
4. Adding the trend component to the seasonal
component.
19. The seasonal component of a multiplicative temporal
series with quarterly observations:
1. It is obtained computing the moving averages 4x2.
2. It is the difference between the original series and
the trend-cycle component.
3. It is the difference between the original and the
deseasonalized series.
4. It verifies the product of the seasonal indexes
equals four.
20. In a multiplicative series with semestral observations
we have compute the ratio-to moving-average for each
semester, obtaining as results: -0.5 and 2.5 respectively:
1. The seasonal index would be equal 0.5 for the
first semester and 2.5 for the second one.
2. There would be any error because the sum of the
means ratio-to moving-average is always equals
two, the number of semesters.
3. The seasonal index should be 1 for the second
semester.
4. We need more information to obtain the seasonal
indexes.


DURATION: 45 minutes