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Statistical analysis results for various problems related to hypothesis testing and regression analysis. Topics include one-way analysis of variance, regression analysis, and hypothesis testing. Test statistics, degrees of freedom, mean squares, f-ratios, and p-values.
Typology: Exams
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5-2. 1) The parameter of interest is the difference in breaking strengths, μ 1 − μ 2 and ∆ 0 = 10
n n
0 1 2 0 12 1
22 2
σ σ
5-4. x 1 = 30.87 x 2 = 30. σ 1 = 0.10 σ 2 = 0. n 1 = 12 n 2 = 10
a) 90% two-sided confidence interval:
2 1
22 2
1 2 1 2 2 1
2 1
22 2
− − (^) α / σ^ + σ^ ≤ μ − μ ≤ − + (^) α/ σ^ +σ
2 2 1 2
2 2 − − + ≤ μ − μ ≤ − + +
0 0987. ≤ μ 1 − μ 2 ≤0 2813.
We are 90% confident that the mean fill volume for machine 1 exceeds that of machine 2 by between 0.0987 and 0.2813 fl. oz.
b) 95% two-sided confidence interval:
2 1
22 2
1 2 1 2 2 1
2 1
22 2
− − (^) α / σ^ + σ^ ≤ μ − μ ≤ − + (^) α/ σ^ +σ
2 2 1 2
2 2 − − + ≤ μ − μ ≤ − + +
0 081. ≤ μ 1 − μ 2 ≤0 299.
We are 95% confident that the mean fill volume for machine 1 exceeds that of machine 2 by between 0.081 and 0.299 fl. oz.
Comparison of parts a and b:
As the level of confidence increases, the interval width also increases (with all other values held constant).
c) 95% upper-sided confidence interval:
σ σ 1 2 1 2 α^1
2
1
2
2
2
− ≤ x − x + z + n n
2 2 30 87 30 68 1645 010 12
μ 1 − μ 2 ≤ 0 2813.
With 95% confidence, we bellieve the fill volumne for machine 1 exceeds the fill volume of machine 2 by no more than 0.2813 fl. oz.
5-6. x 1 = 89.6 x 2 = 92.
σ 12 = 1.5 σ 22 = 1. n 1 = 15 n 2 = 20
a) 95% confidence interval:
2 1
22 2
1 2 1 2 2 1
2 1
22 2
− − (^) α / σ^ + σ^ ≤ μ − μ ≤ − + (^) α/ σ^ +σ
− − + ≤ μ − μ ≤ − + +
− 3 684. ≤ μ 1 − μ 2 ≤ −2 116.
With 95% confidence, we believe the mean road octane number for formulation 2 exceeds that of formulation 1 by between 2.116 and 3.684.
b) 1) The parameter of interest is the difference in mean road octane number, μ 1 − μ 2 and ∆ 0 = 0
n n
0 1 2 0 12 1
22 2
σ σ
z 0 89 6^2 92 5^20 15 15
c) P-value = P z( ≤ − 7 25. ) = 1 − P z( ≤ 7 25. ) = 1 − 1 = 0
5-8. 95% level of confidence, E = 1, and z0.025 =1.
μ 1 = mean foam expansion for AFCC μ 2 = mean foam expansion for ATC x 1 = 4.7 x 2 = 6. s 1 = 0.6 s 2 = 0. n 1 = 5 n 2 = 5
95% confidence interval: t0.025,8 = 2.306 sp = 5 0 60^ +^ 5 0 80 = 8
1 2
1 2 1 2 2 2 (^1 2 1 21 )
α / , + − (^ )^ μ^ μ α/ , + −(^ )
− − + ≤ μ − μ ≤ − + +
− 3 23. ≤ μ 1 − μ 2 ≤ − 117.
Yes, with 95% confidence, we believe the mean foam expansion for ATC exceeds that of AFCC by between 1.17 and 2.32.
5-16. a) According to the normal probability plots, the assumption of normality appears to be met since the data fall approximately along a straight line. The equality of variances does not appear to be severely violated either since the slopes are approximately the same for both samples.
P-Value:A-Squared: 0.463 0.
Anderson-Darling Normality Test N: 15StDev: 10.
Average: 196.
180 190 200 210
. . . . . . . . .
Probability
type
P-Value:A-Squared: 0.295 0.
Anderson-Darling Normality Test N: 15StDev: 9.
Average: 192.
175 185 195 205
. . . . . . . . .
Probability
type
175 185 195 205 type
180 190 200 210 type
b) 1) The parameter of interest is the difference in deflection temperature under load, μ 1 −μ 2
s 1 = 12 s 2 = 22 n 1 = 10 n 2 = 16 t 0 290 2 321 20 12 10
b) P-value = P(t < −4.64): P-value < 0.
c) 1) The parameter of interest is the difference in mean impact strength, μ 2 −μ 1
s n
0 2 1 12 1
22 2
( ) δ
ν
ν
s n
s n s n n
s n n
12 1
22 2
2
12 1
2
1
22 2 1 2 1
s 1 = 12 s 2 = 22 n 1 = 10 n 2 = 16 t (^0 321 2290 ) 12 10
5-20. 1) The parameter of interest is the difference in mean melting point, μ 1 −μ 2
0 1 2 0
1 2
Reject the null hypothesis if t 0 < − t (^) α / 2 , n 1 + n 2 − 2 where − t0 01 40. , = −2.423 or t 0 > t (^) α/ 2 , n 1 + n 2 − 2 where t0 01 40. , = 2.
x 1 = 421 x 2 = 426 ∆ 0 = 0 s n^ s^ n^ s p (^) n n
1 2
s 1 = 4 s 2 = 3 = 20 4^ +^ 20 3 = 40
n 1 = 21 n 2 = 21 t 0 421 426 0 2 915 1 20
5-22. a) 1) The parameter of interest is the difference in mean wear amount, μ 1 − μ 2.
s n
0 1 2 0 1
2 1
2
2 2
ν
ν
s n
s n s n n
s n n
12 1
22 2
2
1
2 1
2
1
2
2 2 1 2 1
(truncated)
b) P-value = 2P(t > 3.03), 2(0.0025) < P-value < 2(0.005)
0.005 < P-value < 0.
c) 1) The parameter of interest is the difference in mean wear amount, μ 1 −μ 2
t 0 121 12 68 14
5-30. d = 868.375 sd = 1290, n = 8 where di = brand 1 - brand 2 99% confidence interval: d t s n
d t s n (^) n − d^ d n d
α / 2 , − 1 μ α/ 2 , − 1
μd
−727.46 ≤ μd ≤ 2464.
Since zero is contained within this interval, we are 99% confident there is no significant difference between the two brands of tire. 5-32. 1) The parameter of interest is the difference in blood cholesterol level, μd where di = Before − After.
t 0 26 867 19 04 15
t d (^0) s (^) d n
t 0 17 6 41 10
5-36. 1) The parameter of interest is the difference in mean weight loss, μd where di = Before − After.
t 0 17 10 6 41 10
5-38. a) f0.25,5,10 = 1.59 d) f0.75,5,10 = 1 1 189
f 0 25 10 5 (^). , ,.
b) f0.10,24,9 = 2.28 e) f0.90,24,9 = 1 1 191
f 0 10 9 24 (^). , ,.
c) f0.05,8,15 = 2.64 f) f0.95,8,15 = 1 1 3 22
f 0 05 15 8 (^). , ,.
5-40. 1) The parameters of interest are the variances of concentration, σ 12 ,σ 22
f s (^0) s 12 22
f0 025 9 15. , , =3.
s 1 = 0.11 s 2 = 0.
f 0
2 2
5-46. 1) The parameters of interest are the melting variances, σ 12 ,σ 22
f s (^0) s 12 22
f 0
2 2
5-48. 1) The parameters of interest are the time to assemble standard deviations, σ 1 ,σ 2
f s (^0) s 1
2
22
f 0
2 2
5-50. 1) the parameters of interest are the proportion of defective parts, p 1 and p 2
0 1 2
1 2
where
p^ $ x^ x n n
1 2 1 2
z 0 0 05^ 0 0267 0 0383 1 0 0383 1 300
P-value = 2(1−P(z < 1.49)) = 0.
5-52. a) β =
z pq n n
p p z pq n n
p p
p p p p
α α
σ σ
/
$ $
/ $ $ $ $
2 1 2
1 2 2 1 2
1 2
1 2 1 2
− −
p = 300 0 05^ 300 0 02 300 300
= 0.035 q = 0.
σ^ $^ p$ (^1) − $p 2 = 0 05 1^ 0 05 300
β =
Power = 1 − 0.48401 = 0.
b)
n
z p^ p^ q^ q^ z p q p q
p p
α /2 1 2 1 2 β 1 1 2 2
2
1 2
2
2
2
n = 791
5-54. 95% confidence interval on the difference:
( p$^ p$^ ) z (^) / $p^ (^ p$^ )^ $^ (^ $^ )^ ( $^ $^ ) (^) / $^ (^ $^ )^ $^ (^ $^ ) n
p p n
p p p p z p^ p n
p p (^1 2 2) n 1 1 1
2 2 2
1 2 1 2 2 1 1 1
2 2 2
α α
Means plot: LSD Confidence level: 95 Range test: LSD
Source of variation Sum of Squares d.f. Mean square F-ratio Sig. level
Between groups .1391104 3 .0463701 2.616. Within groups .3190714 18.
Total (corrected) .4581818 21
0 missing value(s) have been excluded.
Do not reject H 0. There is insignificant evidence to indicate the four firing temperatures affect the density of the brick.
b) P-value = 0.
5-60. One-Way Analysis of Variance
Data: Conductivity
Level codes: Coating
Labels:
Means plot: LSD Confidence level: 95 Range test: LSD
Source of variation Sum of Squares d.f. Mean square F-ratio Sig. level
Between groups 1060.5000 4 265.12500 16.349. Within groups 243.2500 15 16.
Total (corrected) 1303.7500 19
0 missing value(s) have been excluded.
Reject H 0. There appears to be a significant difference among the five coating types in their effect on conductivity.
Chapter 6 (Section 6.1-6.4)
6-2. a) y 0 = β 0 +β 1 x 1
Sxx = 1432158. − 1478202 = 339916. Sxy = 1083 67. − (^1478 20 )(12 75^.^ )= 141445. $. .
β
β
1
0 12 75 20 147820
xy xx
y $ = 0 3299892. +0 0041612. x
0
0.
0.
0.
0.
0.
0.
0.
0.
-50 0 50 100
x
y
b) $y^ = 0 3299892. + 0 0041612 85. ( ) =0 683689.
c) y$ = 0 3299892. + 0 0041612 90. ( ) =0 7044949.
d) β$^1 =0 00416.
6-4. a) Regression Analysis - Linear model: Y = a+bX
Standard T Prob. Parameter Estimate Error Value Level
Intercept 21.7883 2.69623 8.081. Slope -7.0251E-3 1.25965E-3 -5.57703.
Source Sum of Squares Df Mean Square F-Ratio Prob. Level Model 178.09231 1 178.09231 31.1032. Residual 148.87197 26 5.
Total (Corr.) 326.96429 27 Correlation Coefficient = -0.738027 R-squared = 54.47 percent Stnd. Error of Est. = 2.
d) $y^ = − 6 3355. + 9 20836 47. ( ) =426 458. y^ $^ = 426 458. e = y − y$^ = 424 84. − 426 458. = −1 618.
6-8. Model fitting results for: y
Independent variable coefficient std. error t-value sig.level
CONSTANT 350.994271 74.753074 4.
x1 -1.271994 1.16914 -1.
x2 -0.153904 0.08953 -1.
R-SQ. (ADJ.) = 0.7696 SE= 25.497858 MAE= 16.319125 DurbWat=
Previously: 0.0000 0.000000 0.
6 observations fitted, forecast(s) computed for 0 missing val. of dep. var.
If the calculations were to be done by hand use Equation (6-21).
a) $y^ = 350 9943. − 1272. x 1 −0 1539. x 2
b) y$ = 350 9943. − 1272 25. ( ) − 01539 1000. ( ) =165 29.
c) Model fitting results for: y
Independent variable coefficient std. error t-value sig.level
CONSTANT 125.865548 197.957166 0.
x1 7.758641 7.514795 1.
x2 0.094304 0.220657 0.
x1*x2 0.009186 0.007564 -1.
R-SQ. (ADJ.) = 0.8011 SE= 23.691404 MAE= 12.527757 DurbWat=
Previously: 0.7696 25.497858 16.
6 observations fitted, forecast(s) computed for 0 missing val. of dep. var.
y^ $^ ′ = 125 8655. − 7 7586. x 1 − 0 0943. x 2 −0 0092. x x 1 2
d) y$ (^) ′ = 125 8655. − 7 7586 25. ( ) − 0 0943 1000. ( ) −0 0092 25. ( )( 1000 ) $y (^) ′ =184 13. The predicted value is larger
Model fitting results for: y
Independent variable coefficient std. error t-value sig.level
CONSTANT 47.173999 49.581476 0.
x1 -9.735202 3.691625 -2.
x2 0.428287 0.223933 1.
x3 18.237455 1.311802 13.
R-SQ. (ADJ.) = 0.9925 SE= 3.479627 MAE= 2.511105 DurbWat=
Previously: 0.0000 0.000000 0.
20 observations fitted, forecast(s) computed for 0 missing val. of dep. var.
a) $y^ = 47 174. − 9 7352. x 1 + 0 4283. x 2 +18 2375. x 3
b) y$ = 47 174. − 9 7352 14 5. (. ) + 0 4283 220. ( ) + 18 2375 5. ( ) =91 43.
6-12. a) 1) The parameter of interest is the regressor variable coefficient, β 1
SS n
R E
R E
0
R xy
E yy R
β 1 2 3298017 59 057143 137 59
f 0 137 59 22 123 12
P − value≅ 0. 000002
b) σ$^2.^. 2
E (^) n E
6-14. a) Refer to ANOVA table of Exercise 6-4.