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Random Sample and Central

Limit

Theorem; X-Bar and R control charts.

Exercise 1: (Example 1) Suppose X1, X2, …, X20 is a sample from normal distribution N (µ , σ σ 2 = 4. Find X (a) Expectation and Variance of (b) Distribution of X

2

) with µ = 5,

Exercise 2: (Example 2) Given that X is normally distributed with mean 50 and standard deviation 4, compute the following for n=25.

(a) Mean and variance of X P ( X ≤4 ) 9 (b) 2 (c) P ( X >5 ) 9 1 (d) P ( 4 ≤ X ≤5 .5)

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Probability and Statistics Work Book

(a) (b) (c) (d)

Exercise 3: (Tutorial 5, No.1) Given that X is normally distributed with mean 20 and standard deviation 2, compute the following for n=40. Mean and variance of X

P( X ≤ 9 ) 1 P ( X >2 ) 2 P (1 ≤X ≤2 .5) 9 1

Solution: (a) Mean of X = 20 and variance of X = 4/40 = 0.1 (b) P ( X ≤ 19 ) = P ( Z ≤ (c)

19 − 20 ) = P ( Z ≤ −3.16 ) = 0.000789 0 .1

P ( X > 22 ) = P ( Z >

22 − 20 ) = P ( Z > 6.32 ) = 1 − P ( Z ≤ 6.32 ) = 1 −1 = 0 0.1)

**19 − 20 21 .5 − 20 P (19 ≤ X ≤ 21 .5) = P ( ≤Z ≤ ) = P (−3.16 ≤ Z ≤ 7.9) 0.1 0.1 (d) = Φ(7.9) − Φ( −3.16 ) = 1 − 0.000789 = 0.999211
**

Exercise 4: (Tutorial 5, No.2) Let X denote the number of flaws in a 1 in length of copper wire. The pmf of X is given in the following table X=x P(X=x) 0 0.48 1 0.39 2 0.12 3 0.01

100 wires are sampled from this population. What is the probability that the average number of flaws per wire in this sample is less than 0.5? Solution: Given that, Mean of X = 0(0.48) + 1(0.39) + 2(0.12) + 3(0.01)=0.66 Variance of X =[ 02(0.48) + 12(0.39) + 22(0.12) + 32(0.01) ] – (0.66)2 = 0.5244 If n=100, the mean of X is 0.66 and the variance of X is 0.5244/100 = 0.005244 So, P ( X < 0.5) = P ( Z <

0.5 − 0.66 ) = P( Z < −2.21) = 0.0136 0.005244

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Probability and Statistics Work Book

Exercise 5: (Tutorial 5, No.3) At a large university, the mean age of the students is 22.3 years, and the standard deviation is 4 years. A random sample of 64 students is drawn. What is the probability that the average age of these students is greater than 23 years? Solution: Given that, the mean of X is 22.3 and the variance of X is 16 If n = 64, the mean of X is 22.3 and the variance of X is 16/64 = 0.25

So,

P ( X > 23 ) = P ( Z <

23 − 22 .3 ) = P ( Z < 1.4) = 1 − P ( Z ≤ 1.4) 0.25 = 1 − Φ(1.4) = 1 − 0.919 = 0.081

Exercise 6: The flexural strength (in MPa) of certain concrete beams is X ~ N (8, 2.25). Find the probability that the sample mean of strength of 16 concrete beams will belong to (7.55, 8.75)

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Probability and Statistics Work Book

Exercise 7(Example 3) A component part for a jet aircraft engine is manufactured by an investment casting process. The vane opening on this casting is an important functional parameter of the part. We will illustrate the use of X and R control charts to assess the statistical stability of this process. The table presents 20 samples of five parts each. The values given in the table have been coded by using the last three digits of the dimension; that is, 31.6 should be 0.50316 inch.

Sample Number 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20

(a) (b)

x1 33 33 35 30 33 38 30 29 28 38 28 31 27 33 35 33 35 32 25 35

x2 29 31 37 31 34 37 31 39 33 33 30 35 32 33 37 33 34 33 27 35

x3 31 35 33 33 35 39 32 38 35 32 28 35 34 35 32 27 34 30 34 36

x4 32 37 34 34 33 40 34 39 36 35 32 35 35 37 35 31 30 30 27 33

x5 33 31 36 33 34 38 31 39 43 32 31 34 37 36 39 30 32 33 28 30

X

31.6 33.4 35.0 32.2 33.8 38.4 31.6 36.8 35.0 34.0 29.8 34.0 33.0 34.8 35.6 30.8 33.0 31.6 28.2 33.8

r 4 6 4 4 2 3 4 10 15 6 4 4 10 4 7 6 5 3 9 6

Construct X and R control charts. After the process is in control, estimate the process mean and standard deviation.

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Probability and Statistics Work Book Exercise 8(Tutorial 5. construct the chart.4) The overall length of a skew used in a knee replacement device is monitored using and R charts.00 mm.15 mm. 15 is 2. 5 . (Measurements are coded from 2. (iii) Assuming that the process is in control. No. find trial control limits for and R charts. The following table gives the length for 20 samples of size 4. If necessary.) Observation Sample 1 1 2 3 4 5 6 7 8 9 10 1 6 1 6 1 5 1 4 1 4 1 6 1 6 1 7 1 5 1 5 2 1 8 1 5 1 6 1 6 1 5 1 4 1 6 1 3 1 1 1 8 3 Observation 2 1 4 1 3 1 7 1 4 1 5 1 5 1 6 1 4 1 9 1 5 3 1 5 1 5 1 6 1 4 1 4 1 6 1 9 1 3 1 7 1 2 4 1 3 1 6 1 5 2 1 1 3 1 4 1 6 1 9 1 3 1 7 4 Sample 1 11 12 13 14 15 16 17 18 19 20 1 4 1 5 1 3 1 1 1 4 1 8 1 4 1 6 1 7 1 2 1 13 5 1 16 7 2 16 0 1 12 4 1 16 3 1 15 6 1 15 4 1 16 7 1 16 3 1 13 4 (i) Using all the data. (ii) Use the trial control limits from part (a) to identify out-of-control points. and plot the data. estimate the process mean and process standard deviation. assuming that any samples that plot outside the control limits can be eliminated. that is. revise your control limits.

6 .Probability and Statistics Work Book Solution: (i) The trial control limits are as follows.

0 All points are within the control limits. there is a single observation beyond the control limits. the control limits and charts are as follows. Observation 14 is above the upper control limit on the R chart.Probability and Statistics Work Book (ii) Based on the control charts.059 = 1.14 The estimate process standard deviation is 3.895/2. The process is said to be in statistical control. .892 7 . (iii) The estimate process mean is 15. With Observation 14 removed.

0622 0.0630 0.0616 0.0631 0.0630 0.0622 0.0630 0.0630 0. construct the chart.0631 0.0623 2 0.0630 0.0623 0.0629 0.0636 0. Data on board thickness (in cm) are given below for 25 samples of three boards each.0636 0.0640 0.0633 0.0635 2 0.0631 0.0629 0.0627 0.0630 0.0628 0.0635 0.0619 0.0628 0.Probability and Statistics Work Book Exrcise 9: The thickness of a printed circuit board (PCB) is an important quality parameter.0629 3 0.0635 0.0619 0.0630 0.0629 0.0613 0.0630 Sample 14 15 16 17 18 19 20 21 22 23 24 25 1 0.0629 0.0644 0.0632 0. Sample 1 2 3 4 5 6 7 8 9 10 11 12 13 1 0.0630 0.0645 0.0630 0. revise your control limits.0626 0.0631 0.0616 0.0634 0.0630 (i) Using all the data.0625 0.0630 0. 8 .0634 0.0633 0. assuming that any samples that plot outside the control limits can be eliminated.0628 0.0631 0.0626 0.0640 0.0630 0. If necessary.0623 0. find trial control limits for and R charts.0625 0.0638 0.0631 3 0.0619 0.0632 0. (ii) Use the trial control limits from part (a) to identify out-of-control points.0625 0. and plot the data.0635 0.0635 0.0633 0.0627 0.0628 0.0631 0.0631 0.0639 0.0630 0.0631 0.0629 0.0640 0.0615 0.0631 0.0623 0.

Probability and Statistics Work Book (iii) Assuming that the process is in control. The average life of these batteries is 4. 6 5 Hypothesis Testing . does the data contradict the firm’s claim at level of significance a = 0.2 hour. What is the P-value for this test? 9 .01.05 hours. Assume that the battery life is normally distributed with standard deviation equals 0. when tested yields an average activation temperature of 131. If the distribution of activation times is normal with standard deviation 1. What is the P-value for this test? Exercise 2: (Example 2) A random sample of 50 battery packs is selected and subjected to a life test.05. A sample of 9 systems. Is there evidence to support the claim that mean battery life exceeds 4 hours? Use a = 0. estimate the process mean and process standard deviation.50F.activation temperature is 1300.080F.One Population Exercise 1: (Example 1) A manufacturer of sprinkler systems used for fire protection in office buildings claims that the true average system.

62 / 12 Decision: (v) 10 . Use a fixed-level test with α =0. To test the null hypothesis that µ = 5000 against the alternative that µ < 5000. (ii) The hypothesis Testing: vs (iii) The significance level α = 0.42 . μ.42 psi.42 −3500 ⇒z 0 = = −26 .62 3255 . Compressive strength is approximately normally distributed with variance σ 2 = 1000psi2. No. (a) Test the hypothesis that mean compressive strength is 3500psi. and (d) Construct a 99% two-sided CI on mean compressive strength. a random sample of 50 pieces of cement is observed. (a) Find the probability of committing a type I error when H0 is true. (c) Construct a 95% two-sided CI on mean compressive strength. (b) What is the smallest level of significance at which you would be willing to reject the null hypothesis?. What is your comment? Solution: (a) (i) The parameter of interest is the true mean compressive strength. Compare the width of this confidence interval with the width of the one in part (c).79 31 . σ = 31 .Probability and Statistics Work Book Exercise 3: A new cure has been developed for a certain type of cement that results in a compressive strength of 5000 kilograms per square centimeter with a standard deviation of 120 kilograms follow the normal distribution. A random sample of 12 specimens has a mean compressive strength of x =3255.01 (iv) The test statistics is: Computation x = 3255 .01. The critical region is defined to be X < 4970.1) A civil engineer is analyzing the compressive strength of concrete. (b) Evaluate β (the probability of type II error) if µ = 4960 Exercise 4: (Tutorial 6.

53psi and 3273. σ 2.58.Probability and Statistics Work Book Reject H0 if z0 <.φ (26. so we reject the null hypothesis and conclude the true mean compressive strength is significantly different from 3500 at α = 0. and n are held constant. (b) The smallest level of significance at which we are willing to reject the null hypothesis is P-value = 2[1 .31psi. (d) A 99% two-sided CI on mean compressive strength is With 99% confidence. we believe the true mean compressive strength is between 3237. 11 . The 99% confidence interval is wider than the 95% confidence interval.79 < -2. we believed that the true mean compressive strength is between 3231.96 psi and 3278.005 = 2. We can conclude that the confidence interval with the larger level of confidence will always result in a wider confidence interval when x .88 psi.01.z where z0.58 or z0 > z where z0.84)]=2[1-1]=0 (c) A 95% two-sided CI on mean compressive strength is With 95% confidence.005 = 2.58 /2 /2 (vi) Result and conclusion: Since -26.

using the P-value approach.5 karat.57 and .2) One of the Cigarette Company claims that their cigarettes contain an average of only 10mg of tar. 0. . Exercise 6: (Tutorial 6.46.52. (a) Construct a hypothesis test to determine whether the average tar content of cigarettes exceeds 10mg.61.5mg with standard deviation of 4. (c) Construct a 95% CI on the average weight of diamonds.Probability and Statistics Work Book Exercise 5: (Example 3) A new process for producing synthetic diamonds can be operated at a profitable level only if the average weight of the diamonds is greater than 0. No.05 karat? (b) Use the P-value approach to test the hypothesis null. μ. (a) At 5% significance level Do the six measurements present sufficient evidence that the average weight of the diamonds produced by the process is in excess of .5mg.48. six diamonds are generated with recorded weights. . 54 karat. 0. A random sample of 25 cigarettes shows the average tar content to be 12. To evaluate the profitability of the process. (ii) The hypothesis testing: H 0 : µ = 10 mg vs H 1 : µ > 10 mg (iii) The test statistics is: 12 . Solution: (a) (i) The parameter of interest is the true mean tar content. (b) Construct a 95% two-sided CI on the average tar content of cigarettes. .

064 ) 25 25 10 . n −1 = t 0.492 for which α =0. n −1 n n 4. Since P<0. that t0 =2.Probability and Statistics Work Book t0 = x −µ s/ n = 12 . tα / 2. n = 25 . 13 . for a t – distribution with 24degree of freedom.5. s = 4.5 / 5 (v) Decision: Reject H0 if P-value is smaller than 0. (b) A 95% two-sided CI on mean tar content is x =12 . (b) Construct a 95% two-sided CI on the participation rate. 24 = 2.797 for which α =0.778 4.642 ≤µ ≤14 .5 −10 = 2.5 12 .025 .01.05.005.5. a total of 15 people indicated that they participated in a fitness activity at least twice a week. about 20% of Malaysian adults participate in fitness activities at least twice a week.5 − ( 2.5 − ( 2.05 (vi) Conclusion: From a t-distribution table.358 Exercise 7: (Example 4) Regardless of age. (a) Do these data indicate that the participation rate for adults over 40 years of age is significantly less than 20%? Carry out a test at 10% significance level and draw appropriate conclusion. In a local survey of 100 adults over 40 years old. thus we reject H0 and conclude that the mean tar content of the cigarette exceeds 10mg. n −1 ≤ µ ≤ x + tα / 2.778 falls between two values: 2.064 s s x −tα / 2.005 < P < 0.064 ) ≤ µ ≤12 .5 4. So the P-value is : 0.01 and 2.

(a) Test the hypothesis that the proportion of the population who participate in recycling programs is greater than it was one year ago.3) A survey done one year ago showed that 45% of the population participated in recycling programs.449 (0. (b) 95% two-sided CI is 14 .645. thus we do not reject the null hypothesis and conclude that 45% of the population who participate in recycling program is true at the 0. (ii) The hypothesis testing: H 0 : p 0 = 0. Solution: (a) (i) The parameter of interest is the proportion of the population who participate in recycling program.449 < 1.55) / 1250 Reject H0 if z0 > zα where zα = z0.05 (iv) Test statistics is: z0 = (v) (vi) Decision: ˆ p = X / n − p0 = p0 (1 − p0 ) / n 588 / 1250 − 0.05 = 1. (b) Construct a 95% two-sided CI on the proportion.45)( 0. In a recent poll a random sample of 1250 people showed that 588 participate in recycling programs.645. p.45 vs H 1 : p 0 > 0.Probability and Statistics Work Book Exercise 8: (Tutorial 6.45 = 1.45 (iii) The significance level α = 0. Conclusion: Since 1. Use a 5% significance level.05 level of significance. No.

(ii) Construct a 95% two-sided CI on the proportion. (i) At α = 0. then we cannot reject the null hypothesis.39 and s = 1.5 mm. 20 simulations were conducted and the following results were obtained. In a follow-up story the local newspaper reported that it had taken random sample of 91 private homes. do these data support the claim of the engineers? (ii) What is the P-value for this test? (iii) Construct a two-sided CI for σ. 15 .442 ≤ p ≤ 0.47 +1. (i) Does this data indicate that the proportion of private homes that are undervalued by the county tax assessor is different from 18%? Use a 5% significance level.05.53 ≤ p ≤ 0.Probability and Statistics Work Book ˆ p − Zα / 2 0.498 Since p =0. Using professional evaluator to evaluate the property and checking against county tax records it found that 14 of the homes had been undervalued.47 )( 0.47 )( 0.96 1250 0.53 ) n (0. Exercise 10: (Example 5) Engineers designing the front-wheel-drive half shaft of a new model automobile claim that the variance in the displacement of the constant velocity joints of the shaft is less than 1.96 ˆ ˆ p (1 − p ) ˆ ≤ p ≤ p + Zα / 2 n ˆ ˆ p (1 − p ) n (0.41.47 −1.45 is inside the interval. x = 3. Exercise 9: A Ipoh city council member gave a speech in which she said that 18% of all private homes in the city had been undervalued by the county tax assessor’s office.

do these data support the claim of the engineers? (ii) What is the P-value for this test? (iii) Construct a 95% two-sided CI for σ .05 . χ0.50 = 76 . so the P-value is 0.15. Since (ii) From the 71.50.3. At α = 0.056 2 σ0 (0.37.3) 2 H1 : σ 2 > (0.1 < p < 0.1.25. then we do not reject the null hypothesis.05. No.3) 2 (f) (e) Decision: 2 2 Reject H0 if χ0 >χ0.50 = 71 . Because the P-value is large.15 .056< 76.05 level of significance. χ0.42 .Probability and Statistics Work Book Exercise 11: (Tutorial 6.056 > 67. (b) 95% two-sided CI is 16 .3) 2 vs (c) The significance level α = 0. What is conclusion? Solution: 2 (i) (a) The parameter of interest is the population variance σ . 51 parts were randomly selected and the sample standard deviation of the percentage in an alloy used in aerospace casting is s =0.25 .50 Conclusion: Since 76.05 (d) Test statistics is: 2 χ0 = (n − 1) s 2 50(0. 50 = 67 .37 ) 2 = = 76 . 2 2 χ2 table.4) An Aerospace Engineers claim that the standard deviation of the percentage in an alloy used in aerospace casting is greater than 0. thus we reject the null hypothesis and conclude that the engineers claim is true at the 0. (i).42<76. (b) The hypothesis testing: H 0 : σ 2 = (0.

37) 2 ≤σ2 ≤ 71. n − 1 50(0.442 ≤ p ≤ 0. From a random sample of 10 cans yields a sample deviation of 4.8mg.36 0.05. do these data support the claim of the scientists? (ii) What is the P-value for this test? (iii) Construct a 95% two-sided CI for σ . (i) At α = 0. What is conclusion? 17 . n −1 χ 1− α / 2 .498 Exercise 12: The scientists claim that the variance of sugar content of the syrup in canned peaches thought to be 18 mg2.42 32.Probability and Statistics Work Book (n − 1) s 2 (n − 1) s 2 ≤σ 2 ≤ 2 2 χ α / 2 .37)2 50(0.

02 and s2 = 0. whether or not this volume is 16. s1 = 0.01 (b) Find 90% CI on the difference in mean strength Exercise 2: (Example 2) Two machines are used for filling plastic bottles with a net volume of 16. taken from a different normal population with σ = 3.7 5 Probability and Statistics Work Book Hypothesis Testing -Two Population Exercise 1: (Example 1) A random sample of size n = 25 taken from a normal population with σ = 5. has a mean equals 76.0 oz. A member of the quality engineering staff suspects that both machines fill to the same mean net volume. A second random sample of size n = 36.4. 18 . (b) Find a 95% CI on the difference in means. (a) Do the data indicate that the true mean value µ 1 and µ 2 are different? Carry out a test at α = 0.0 oz. A random sample of 10 bottles is taken from the output of each machine with the following results: (a) Do you think the engineer is correct? Use the p – value approach.025.2 has a mean equals 81. The fill volume can be assumed normal with.

Construct a 90% two-sided CI on the mean difference in fill volume. all with an advanced stage of the disease are selected. and Construct a 95% two-sided CI on the mean difference in fill volume.1 0. 9 mice. from the time the experiment commenced are as follows: Treatment No treatment 2. Assume normality. No. The standard deviations of fill volume are known to be σ 1= 0.3 0. respectively.4 2. in years. (i) (ii) (iii) Test the hypothesis that both machines fill to the same mean volume.9 5.5 1. Use the P-value approach.Probability and Statistics Work Book Exercise 3: (Tutorial 7. 19 .61 x 2 =30.1) Two machine are used to fill plastic bottles with dishwashing detergent.8 4. Exercise 4: (Example 3) To find out whether a new serum will arrest leukemia. 5 mice receive the treatment and 4 do not.01 and σ 2 = 0.6 3.9 At the 0. Compare and comment on the width of this interval to the width of the interval in part (ii).15 fluid ounce for two machines. Survival.24 fluid ounces.05 level of significance can the serum be said to be effective? Assume the two distributions to be of equal variances.1 1. Two random samples of n1 = 12 bottles from machine 1 and n2=10 bottles from machine 2 are selected. and the sample mean fill volumes are x 1 =30.

(b) Construct a 95% CI on the difference in mean rod diameter. Their overtime hours for a randomly selected week before and for another randomly selected week after the policy change were recorded as follows: Employees: Before: After: 1 5 3 4 7 2 2 3 4 5 6 7 8 9 10 11 12 8 10 4 9 3 6 0 1 5 5 3 7 4 4 1 2 3 2 2 Assume that the two population variances are equal and the underlying population is normally distributed.. (a) Is there evidence to support the claim that the two machines produce rods with different mean diameters ? Use the p – value approach. (ii) Construct a 95% CI for the difference in mean before and after the policy change. To determine if overtime loads changed under the policy. Exercise 7: (Example 4) 20 . Exercise 6: The diameter of steel rods manufactured on two different extrusion machines is being investigated. No. Two random samples of sizes n1 = 15 and n2 = 17 are selected.40 respectively. This policy decreased the pay factor for overtime work. Interpret this interval. s2 distribution with equal variances. Use a P-value approach in arriving at this conclusion. (i) Is there any evidence to support the claim that the average number of hours worked as overtime per week changed after the policy went into effect. Assume .68.35 data are 2 = 8.Probability and Statistics Work Book Exercise 5: (Tutorial 7.2) A new policy regarding overtime pay was implemented. Neither the staffing pattern nor the work loads changed.37 s12 = 0 that and x drawn normal = 0. a random sample of employees was selected. and 2 x1 = 8.

9mg / 1000 cycles and for company 2. we obtain x2 = 11 .Probability and Statistics Work Book The following data represent the running times of films produced by 2 motion-picture companies. Interpret this interval. the sample mean and standard deviation of wear are x1 = 20 . For company 1. Time Company X1 X2 102 81 86 165 98 97 109 134 92 92 87 114 Exercise 8: Two companies manufacture a rubber material intended for use in an automotive application. No.9mg / 1000 cycles (a) Do the sample data support the claim that the two companies produce material with different mean wear? Assume each population is normally distributed but unequal variances? (b) Construct a 95% CI for the difference in mean wear of these two companies. 25 samples of material from each company are tested.12 mg / 1000 cycles and s1 = 1.01 and assume the distributions of times to be approximately normal with unequal variances. and the amount of wear after 1000 cycles are observed. Exercise 9: (Tutorial 7.3) 21 .64 mg / 1000 cycles and s2 = 7. Test the hypothesis that the average running time of films produced by company 2 exceeds the average running time of films produced by company 1 by 10 minutes against the one-sided alternative that the difference is less than 10 minutes? Use a = 0.

The first group had a mean score of 79. To test her theory she selected 16 probability and statistics students at random and gave these students a pre-test the week before an exam.8. (i) Do the data support Professor A claims that the mean score of students who get a pretest are different from the mean score of those who do not get a pre test before an exam. The second group had sample mean score 71.9. Interpret this interval. (ii) Construct a 95% CI for the difference in mean score of students who get a pre-test and those who do not get a pre-test before an exam. would you agree that the proportion of town voters favouring the proposal is higher than the proportion of county voters? Use a = 0.05 Exercise 11: (Tutorial 7.4 with standard deviation 8. She also selected an independent random sample of 12 students who were given the same exam but did not have access to the pre-test. Use the P-value approach and assume that their variances are not equal.Probability and Statistics Work Book Professor A claims that a probability and statistics student can increase his or her score on tests if the person is provided with a pre-test the week before the exam. No. Exercise 10: (Example 5) A vote is to be taken among residents of a town and the surrounding county to determine whether a proposed chemical plant should be constructed. If 120 of 200 town voters favour the proposal and 240 of 500 county residents favour it.4) 22 .2 with standard deviation 7.

Safety advocates claim that the manufacturer A’s vehicle has a higher rollover rate than that of manufacturer B. One hundreds crashes for each of this vehicles were examined. test the claim that Professor Rady gives a higher percentage of A’s and B’s in English 101 than Professor Hady does.Probability and Statistics Work Book (i) (ii) The rollover rate of sport utility vehicles is a transportation safety issue. 23 . What is comment? (ii) Construct a 95% CI on the difference in the percentage of A’s and B’s in English 101 given by this two professors.25. The rollover rates were pA=0. (i) By using a 5% significance level. Exercise 12: Professor Rady gave 58 A’s and B’s to a class of 125 students in his section of English 101. does manufacturer A’s vehicle has a higher rollover rate than manufacturer B’s? Construct a 95% CI on the difference in the two rollover rates of the vehicle. By using the P-value approach.35 and pB=0. The next term Professor Hady gave 45 A’s and B’s to a class of 115students in his section of English 101. Interpret this interval.

53 Usage (y) Y (a) Estimate the linear regression equation = β0 + β1 x (b) An estimate for the electricity usage when x = 5 (c) Find a 90% Confidence Interval for the electricity usage.03 3.77 2. Exercise 3: (Example 2) 24 .47 2.64 60 1. The data is given below Temperature oF (x) Heat (y) 50 1.72 90 1. Exercise 2: An experiment was set up to investigate the variation of the specific heat of a certain chemical with temperature.99 3.26 2.9 4.71 1. The data is given below Production 4.67 80 1.65 70 1.63 1.31 5.48 2.61 4.18 3.51 3.46 3.2 (RMmillion) (x) Electricity 2.70 1.64 4.06 5.58 4.83 4.74 Estimate the linear regression equation Y = β0 + β1 x Plot the results on a scatter diagram (c) An estimate for the specific heat when the temperature is 75oF (d) Find a 95% Confidence Interval for the specific heat.60 1.72 100 1.29 5.71 1.26 2.67 1.99 5.05 3.7 5.8 5 (a) (b) Probability and Statistics Work Book Simple Linear Regression Exercise 1: (Example 1) The manager of a car plant wishes to investigate how the plant’s electricity usage depends upon the plant production.67 2.

(b) Obtain a 95 % confidence interval for the true slope β.87 8.RS was first collected and ).RS is 14.05.002 -7.4 R-Sq = 0. Regression Analysis: y = 1075. a statistical analysis is carried out and the output is displayed in the table given.2 121.000 F 63.5.88 x1 -63.Probability and Statistics Work Book An engineer at a semiconductor company wants to model the relationship between the device HFE (y) and the parameter Emitter .1 8. (c) Test for significance of regression for a = 0.000 0.87x1 Predictor Coef SE Coef T Constant 1075.98 S = 19.78 Analysis of variance Source DF Regression 1 Residual 18 Total 19 SS 23965 6772 30737 MS 23965 376 P-value 0.2 – 63. Exercise 4: 25 .70 (a) Estimate HFE when the Emitter .RS ( x1 Data for Emitter .

Regression Analysis: y = 74.13 1.38 T 46.7% Analysis of variance Source DF Regression 1 Residual 18 Total 19 SS 152.86 (a) Estimate the purity of oxygen when the percentage of hydrocarbon 1%.947 1. 26 .18 F 12.62 11. (b) Obtain a 95 % confidence interval for the true slope β.317 S = 1.Probability and Statistics Work Book An chemical engineer wants to model the relationship between the purity of oxygen (y) produced in a chemical distillation process and the percentage of hydrocarbons (x ) that are present in the main condenser of the distillation unit. A statistical analysis is carried out and the output is displayed in the table given.593 x1 14.3 + 14.000 MS 152.25 173.35 P-value 0.000 0. (c) Test for significance of regression for a = 0.13 21.087 R-Sq = 87.9x Predictor Coef SE Coef Constant 74.05.283 1.

0 Deflection y 0. (h) Construct 95% CIs on the intercept and slope.3 74.7 71. Comment on the value.2 76.637 0.8 78. Write the estimated regression line.627 0.4 75.641 0.0 72.7 67.638 (a) Estimate the intercept and slope regression coefficients.2 73. (c) Find the standard error of the slope and intercept coefficients.4 Deflection y 0. (d) Show that (e) Compute the coefficient of determination. (b) Compute SSE and estimate the variance. (f) Use a t-test to test for significance of the intercept and slope coefficients at . R2.637 0. Give the P-values of each and comment on your results.640 0.630 0.657 0. No. Comment on the relationship of these CIs and your findings in parts (f) and (g).630 0.5 72.661 0. Temperature x 70.627 0.0 72.6 73. Comment on your results and their relationship to your results in part (f).0 72.5 74.Probability and Statistics Work Book Exercise 5: (Tutorial 8.631 0.8 76.1) Regression methods were used to analyze the data from a study investigating the relationship between roadway surface temperature (x) and pavement deflection (y). (g) Construct the ANOVA table and test for significance of regression using the Pvalue.652 0. 27 .1 71.4 70.634 0.631 0.644 0.621 0.0 77.1 72. The data follow.623 0.639 Temperature x 72.641 0.

Actually elapsed time was measured for several different values of days. Write the estimated regression line. Comment on the relationship of these CIs and your findings in parts (vi) and (vii).36 8 2. (vii) Construct the ANOVA table and test for significance of regression using the P-value. (ii) Compute SSE and estimate the variance. (vi) Use a t-test to test for significance of the intercept and slope coefficients at . Give the P-values of each and comment on your results. Comment on the value.6 5 2 0.Probability and Statistics Work Book Exercise 6: (Tutorial 8. (iii) Find the standard error of the slope and intercept coefficients. (i) 28 .39 Estimate the intercept and slope regression coefficients.79 4 1.59 25 5. Comment on your results and their relationship to your results in part (vi). No. The measured data is shown in the following table: Number of Days Elapsed Time 1 0.2) The designers of a database information system that allows its users to search backwards for several days wanted to develop a formula to predict the time it would be take to search. R2. (iv) Show that (v) Compute the coefficient of determination. (viii) Construct 95% CIs on the intercept and slope.26 16 3.

6 3.6 2.3 4.1 2.7 5 x1 1 1 2 2 2 3 2 4 4 3 x2 1 2 1 2 3 2 4 2 3 4 (a) Fit a multiple linear regression model to these data.8 3.8 4.9 5. 29 .4 2.Probability and Statistics Work Book 9 5 Multiple Linear Regressions Exercise 1: (Example 1) Given the data: Test Number 1 2 3 4 5 6 7 8 9 10 y 1.

63 17 590 24 22.38 2 375 8 9.15 5 400 (b) Fit a multiple linear regression model to these data.95 12 500 14 11.88 15 290 22 54.86 4 200 7 14.00 11 400 13 41.95 2 50 2 24.66 2 360 15 21.35 9 100 10 27.Probability and Statistics Work Book Exercise 2: Given the data: Observation Number Pull Strength y Wire Length x1 Die Height x2 1 9.08 4 412 12 37.89 4 400 17 69.13 6 100 25 21.00 20 600 18 10.12 16 510 23 56.75 11 120 4 35.02 8 295 6 16.45 8 110 3 31.93 10 540 20 46.59 15 250 21 44.00 10 550 5 25.65 4 205 16 17.50 8 300 11 17.60 2 52 9 24. 30 .30 1 585 19 34.

31 .200 . (a) Estimate the parameters to fit the multiple regression models for these data.8. ∑y ∑x x i = 1.916 .9.6 2 i2 i1 i 2 i2 i 2 i ∑x i1 = 223 .352 .736 . ∑x i2 = 553 . ∑x ∑x 2 i1 i1 = 5.8.729 . yi = 12 . ∑x y = 104 . Ten observations were collected and the following summary quantities obtained: n = 10 .595 .Probability and Statistics Work Book Exercise 3: A study was performed to investigate the shear strength of soil (y) as it related to depth in meter (x1) and percentage moisture content (x2). = 43 . ∑x = 31. ∑y = 371 .550 . (b) What is the predicted strength when x1=18meter and x2= 43%.

75 14.32 18.35 6.12 8.65 x2 1.19 40.05 18. Compute a 95% CI.94 51. (c) Test for significance of and .32 2.42 x1 1.4 (a) Fit a multiple linear regression model to these data. (e) Compute the mean response of the useful range when brightness = 80 and contrast = 75.44 111. (d) Predict the useful range when brightness = 80 and contrast = 75.75 30.4 4.41 5.8 10.1 8.15 3.3 7.5 100.4 15. (b) Estimate and the standard errors of the regression coefficients. The data were recorded as follows: y 6.86 48.15 15.69 3. (f) Interpret parts (d) and (e) and comment on the comparison between the 95% PI and 95% CI.56 4.18 35.82 15. and temperature x2.Probability and Statistics Work Book Exercise 4: (Example 2) A set of experimental runs were made to determine a way of predicting cooking time y at various levels of oven width x1.87 9.25 44. Construct a 95% PI.55 61. 32 .

The data are shown Brightness (%): Contrast (%): 5 4 5 6 6 1 8 0 5 0 6 5 7 0 5 0 10 0 50 11 2 10 0 65 96 10 0 80 80 50 25 15 5 57 35 14 4 54 26 25 5 Useful range (ng): 9 6 (a) Fit a multiple linear regression model to these data.1) An article in Optical Engineering (“Operating Curve Extraction of a Correlator's Filter.” Vol. No. Construct a 95% PI. (d) Predict the useful range when brightness = 80 and contrast = 75. (e) Compute the mean response of the useful range when brightness = 80 and contrast = 75. (f) Interpret parts (d) and (e) and comment on the comparison between the 95% PI and 95% CI. pp. 2775–2779) reported the use of an optical correlator to perform an experiment by varying brightness and contrast. Compute a 95% CI.Probability and Statistics Work Book Exercise 5: (Tutorial 9. 33 . (c) Test for significance of and . (b) Estimate and the standard errors of the regression coefficients. The resulting modulation is characterized by the useful range of gray levels. 2004. 43.

34 . Fit a multiple regression model with an interaction term to these data. Compare this prediction with the predicted value from part (c) above.0 135 7 113 111 5 125 1058 120 1 172 91 (a) (b) (c) (d) (e) Fir a multiple regression model to these data.Probability and Statistics Work Book Exercise 6: (Tutorial 9.2) A study was performed on wear of a bearing y and its relationship to x1 = oil viscosity and x2 = load.6 15. How did these quantities change? Does this tell you anything about the value of adding the interaction term to the model? (f) Use the model in (d). to predict when x1=25 and x2=1000.0 40.5 22. Use the model to predict wear when x1 = 25 and x2 = 1000.0 33. No.0 85 1 29 3 816 230 43. The following data were obtained: x 1 x 2 y 1. 2 Estimate σ and the standard errors of the regression coefficients. 2 Estimate σ and se(β j) for this new model.

The engineer conduct 22 factorial design with n = 4 replicates. arsenic flow rate (. and – for long time) and two levels of B.for 55% and + for 59%). The data are as follow: 35 .Probability and Statistics Work Book 10 10 Factorial Experiments – 22 Factorial design Exercise 1: (Example 1) An engineer is investigating the thickness of epitaxial layer which will be subject to two variations in A. deposition time (+ for short time.

165 13.843 14.888 14. c) Construct the ANOVA table for each effect.032 13.415 14. The two factors are A (design) and B (cost of material).907 14.(Long) 14.Probability and Statistics Work Book Arsenic Level B– (Low . Exercise 2: (Tutorial No1) A two factor experimental design was conducted to investigate the lifetime of a component being manufactured.860 14.972 13.921 14. test the null hypothesis that the effect is equal to 0. and the total lifetime measured (in hours) is as shown in table below Design Treatment Combination A Material B Total lifetime of 3 AB components (in hours) 36 .880 13.55%) Deposition Time A . b) Find the estimate of all effects and interaction.932 B+ (High – 59%) A + (Short) a) Construct the 2 X 2 factorial design table.878 13. Two levels ((+) and (-)) of each factor are considered.037 14.821 14.914 14.757 14. Three components are manufactured with each combination of design and material.

(b) Based on your results in part (a). Exercise 3: An engineer suspects that the surface finish of metal parts is influenced by the type of paint used and the drying time. Three parts are tested with each combination of paint typoe and drying time. (d) Write the least square fitted model using only the significant sources. what conclusions can you draw from the factorial experiment? (c) Indicate which effects are significant to the lifetime of a component. and 30 minutes and used two types of paint.Probability and Statistics Work Book (1) a b ab + + + + + + 122 60 120 118 (a) Perform a two way analysis of variance to estimate the effects of design and material expense on the component life time. 25. The data are as follow: Drying Time (min) Paint ICI 20min 74 64 50 92 86 68 25min 73 61 44 98 73 88 30min 78 85 92 66 45 85 NIPPON 37 . He selected three drying times – 20.

and a factorial experiment with four replicates is run. Two material types can be used to make the battery plates. (c) Use the t ratio to determine the significance of each effect with . (d) Compute an approximate 95% CI for each effect. (e) Perform an analysis of variance of the appropriate regression model for this design. No.Probability and Statistics Work Book (a) Compute the estimates of the effects and their standard errors for this design. as well as residual Exercise 4: (Tutorial 10.2) An experiment involves a storage battery used in the launching mechanism of a shoulderfired ground-to-air missile. Two temperature levels are selected. The data are as follows: Temperature (°F) Material 1 Low 13 0 74 2 13 8 15 5 18 0 11 0 2 0 8 2 9 6 8 2 High 70 58 10 4 60 16 3816 8 0 . Include in your analysis hypothesis tests for each coefficient. The output response from the battery is effective life in hours. Compare your results with those in part (c) and comment. (b) Construct two-factor interaction plots and comment on the interaction of the factors. The objective is to design a battery that is relatively unaffected by the ambient temperature.Comment on your findings.

90 1.84 1. 214222) describes an experiment to investigate the surface charge on a silicon wafer. pp.62 -7.84 1. (d) Compute an approximate 95% CI for each effect. (e) Perform an analysis of variance of the appropriate regression model for this design. (c) Use the t ratio to determine the significance of each effect with . as well as residual analysis.21 R 1. Compare your results with those in part (c) and comment.92 -4. Exercise 5: An article in the IEEE Transactions on Semiconductor Manufacturing (Vol. Include in your analysis hypothesis tests for each coefficient. Test Position L 1. 5. (b) Construct two-factor interaction plots and comment on the interaction of the factors.Comment on your findings. State your final conclusions about the adequacy of the model. Compare your results to part (c) and comment. The surface charge ( X1011 q/cm3) response data are shown. The factors thought to influence induced surface charge are cleaning method (spin rinse dry or SRD and spin dry or SD and the position on the wafer where the charge was measured.Probability and Statistics Work Book (a) Compute the estimates of the effects and their standard errors for this design.58 Cleaning Method SD 39 .66 1. 1992.

(e) Perform an analysis of variance of the appropriate regression model for this design. (d) Compute an approximate 95% CI for each effect. as well as residual analysis. State your final conclusions about the adequacy of the model.08 -2. (b) Construct two-factor interaction plots and comment on the interaction of the factors.Comment on your findings.Probability and Statistics Work Book SRD -1. 40 . Compare your results to part (c) and comment.20 -5. Compare your results with those in part (c) and comment.35 -2.36 (a) Compute the estimates of the effects and their standard errors for this design. (c) Use the t ratio to determine the significance of each effect with . Include in your analysis hypothesis tests for each coefficient.

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