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- Parametric Models for Regression (graded).txt
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You are on page 1of 12

ParametricModelsforRegression|Coursera

4/12pointsearned(33%)

Youhaven'tpassedyet.Youneedatleast70%topass.

Reviewthematerialandtryagain!Youhave3attemptsevery

8hours.

1/1

points

1.

A manufacturer has developed a specialized metal alloy for use in jet

engines. In its pure form, the alloy starts to soften at 1500 F. However,

small amounts of impurities in production cause the actual temperature

at which the alloy starts to lose strength to vary around that mean, in a

Gaussian distribution with standard deviation = 10.5 degrees F.

If the manufacturer wants to ensure that no more than 1 in 10,000

of its commercial products will suer from softening, what should it

set as the maximum temperature to which the alloy can be

exposed?

Hint: Refer to the Excel NormSFunctions Spreadsheet.

ExcelNormSFunctionsSpreadsheet.xlsx

39.0497 F

1496.281

1460.9503 F

Correct Response

https://www.coursera.org/learn/analyticsexcel/exam/c4Qel/parametricmodelsforregression

the Gaussian

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ParametricModelsforRegression|Coursera

distribution such that .0001 of the probability will be to the left of

that temperature, and .9999 to the right. Using Excel NormSInv,

the z-score for .0001 is z = -3.7190.

The maximum temperature that achieves the desired reliability is

= mean ((z-score)*(standard deviation) )

= 1500 (3.7190*10.5)

= 1460.9503 F

1539.0497

0/1

points

2.

tolerance. Its diameter is 100 microns, and all the wires produced have a

uniform distribution of error, between -11 microns and +29 microns.

A testing machine repeatedly draws samples of 180 wires and

measures the sample mean. What is the distribution of sample

means?

Hint: Use the CLT and Excel Rand() Spreadsheet.

CLTandExcelRand.xlsx

.7407).

A Gaussian distribution that, in Phi notation, is written, (109,

133.33).

Incorrect Response

diameters, not the variance of sample means. Although the

probability distribution of wire diameters is Uniform, the Central

Limit Theorem explains that the distribution of sample means is a

https://www.coursera.org/learn/analyticsexcel/exam/c4Qel/parametricmodelsforregression

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ParametricModelsforRegression|Coursera

the variance (standard deviation squared) not the standard

deviation.

deviation = .8607 microns.

A Uniform Distribution with mean = 109 microns and standard

deviation = 11.54 microns.

1/1

points

3.

A population of people su ering from Tachycardia (occasional rapid heart

rate), agrees to test a new medicine that is supposed to lower heart rate.

In the population being studied, before taking any medicine the mean

heart rate was 120 beats per minute, with standard deviation = 15 beats

per minute.

After being given the medicine, a sample of 45 people had an

average heart rate of 112 beats per minute. What is the probability

that this much variation from the mean could have occurred by

chance alone?

Hint: Use the Typical Problem with NormSDist Spreadsheet.

TypicalProblem_NormSDist.xlsx

99.9827%

1.73%

.0173%

Correct Response

and standard deviation of 15/sqrt(45) = 2.236. The z-score of the

sample average of 112 is (112-120)/2.236 = -3.577. A z-Score this

small or smaller has a probability of occurring by chance of only

( 1 NormSDist(3.577)) = .0173% .

29.690%

https://www.coursera.org/learn/analyticsexcel/exam/c4Qel/parametricmodelsforregression

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29.690%

ParametricModelsforRegression|Coursera

0/1

points

4.

Two stocks have the following expected annual returns:

Oil stock expected return = 9% with standard deviation = 13%

IT stock expected return = 14% with standard deviation = 25%

The Stocks prices have a small negative correlation: R = -.22.

What is the Covariance of the two stocks?

Hint: Use the Algebra with Gaussians Spreadsheet.

AlgebrawithGaussians.xlsx

-.00573

-.00219

-.00715

-.0286

Incorrect Response

0/1

points

5.

https://www.coursera.org/learn/analyticsexcel/exam/c4Qel/parametricmodelsforregression

4/12

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ParametricModelsforRegression|Coursera

IT stock expected return = 14% with standard deviation = 25%

The Stocks prices have a small negative correlation: R = -.22.

Assume return data for the two stocks is standardized so that each is

represented as having mean 0 and standard deviation 1. Oil is plotted

against IT on the (x,y) axis.

What is the covariance?

Hint: Use the Standardization Spreadsheet.

StandardizationSpreadsheet.xlsx

-.22

-.00573

Incorrect Response

0

-1

0/1

points

6.

https://www.coursera.org/learn/analyticsexcel/exam/c4Qel/parametricmodelsforregression

5/12

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ParametricModelsforRegression|Coursera

IT stock expected return = 14% with standard deviation = 25%

The Stocks prices have a small negative correlation: R = -.22.

What is the standard deviation of a portfolio consisting of 70% Oil

and 30% IT?

Hint: Use either the Algebra with Gaussians or the Markowitz Portfolio

Optimization Spreadsheet.

AlgebrawithGaussians.xlsx

MarkowitzPortfolioOptimization.xlsx

10.44%

12.68%

11.79%

Incorrect Response

Expected return in Cell C6, Oil standard deviation in cell C7, IT

expected return in Cell D6, IT standard deviation in Cell D7, Oil

weighting in Cell C9 and IT weighting in Cell D9. Results in Cell

E12.

17.93%

0/1

points

7.

https://www.coursera.org/learn/analyticsexcel/exam/c4Qel/parametricmodelsforregression

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ParametricModelsforRegression|Coursera

IT stock expected return = 14% with standard deviation = 25%

The Stocks prices have a small negative correlation: R = -.22.

Use MS Solver and the Markowitz Portfolio Optimization Spreadsheet to

Find the weighted portfolio of the two stocks with lowest volatility.

SolverAddIn.xlsx

MarkowitzPortfolioOptimization.xlsx

What is the minimum volatility?

11.58%

10.43%

10.36%

9.5%

Incorrect Response

1/1

points

8.

forecast the dollar value of the next years orders from current customers

https://www.coursera.org/learn/analyticsexcel/exam/c4Qel/parametricmodelsforregression

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ParametricModelsforRegression|Coursera

forecast the dollar value of the next years orders from current customers

as a function of a weighted sum of their past-years orders. The model

error is assumed Gaussian with standard deviation of $130,000.

To the nearest dollar, what is the range above and below each Point

Forecast required to have 90% condence that the dollar value of

next years orders will fall within that range?

Hint: you can answer this question by making small modi cations to the

Correlation and Model Error Spreadsheet.

CorrelationandModelError.xlsx

$213,831 above the point forecast.

Correct Response

interval. Using p = .95, Excel "Normsinv(.95)" = 1.64485. This is the

z-Score. Therefore the interval ranges from (1.64485)*(130,00) or

$213,831 below the point forecast, to (1.64485)*($130,000) =

$213,831 above the forecast.

above the Point Forecast

The 90% con dence interval is from $316,831 below to

$316,831 above the Point Forecast.

The 90% con dence interval is from $164,831 below to

$164,831 above the Point Forecast.

1/1

points

9.

forecast the dollar value of the next years orders from current customers

https://www.coursera.org/learn/analyticsexcel/exam/c4Qel/parametricmodelsforregression

8/12

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ParametricModelsforRegression|Coursera

forecast the dollar value of the next years orders from current customers

as a function of a weighted sum of their past-years orders. The model

error is assumed Gaussian with standard deviation of $130,000.

If the correlation is R = .33, and the point forecast orders $5.1

million, what is the probability that the customer will order more

than $5.3 million?

Hint: Use the Typical Problem with NormSDist Spreadsheet.

TypicalProblem_NormSDist.xlsx

93.8%

4.3%

6.2%

Correct Response

(.2/.13) = 1.538.

Input the z-score in the Excel formula (1 - Normsdist(z)) to get the

probability of a score at least that high. The probability is 1- 93.8%

= 6.2%.

12.4%

0/1

points

10.

forecast the dollar value of the next years orders from current customers

https://www.coursera.org/learn/analyticsexcel/exam/c4Qel/parametricmodelsforregression

9/12

10/22/2016

ParametricModelsforRegression|Coursera

forecast the dollar value of the next years orders from current customers

as a function of a weighted sum of that customers past-years orders. The

linear correlation is R = .33.

After standardizing the x and y data, what portion of the

uncertainty about a customers order size is eliminated by their

historical data combined with the model?

Hint: Use the Correlation and P.I.G. Spreadsheet.

CorrelationandP.I.G..xlsx

4.2%

3.5%

Incorrect Response

4.5%

5.2%

0/1

points

11.

Customers who use online chat support can rate the help they receive

from a customer support worker as a 0 (useless), a 1, 2, 3, 4, or 5

(excellent). The mean rating is 3.935, with standard deviation = 1.01.

A new support worker named Barbara has received, over her rst 100

chat sessions, an average rating of 3.7. Her boss calls her in and

threatens to re her if her performance does not improve.

Barbara replies Its just bad luck - Ive had more than my share of

unhappy customers today. Who is most likely right?

Hint: Use the Typical Problem with NormSDist Spreadsheet.

TypicalProblem_NormSDist.xlsx

The boss

https://www.coursera.org/learn/analyticsexcel/exam/c4Qel/parametricmodelsforregression

10/12

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ParametricModelsforRegression|Coursera

Barbara

Incorrect Response

deviation of the sample means = (3.7 - 3.935) / (1.01/sqrt(100)) =

-2.327.

If Barbaras performance is due to chance, the probability of

observing a z-score as low, or lower, than -2.327 would be less

than 1%.

Note that due to the Central Limit Theorem, even though the raw

customer scores do not have a Gaussian distribution, the sample

means will have a Gaussian distribution, so that use of the

NormSDist function is appropriate. NormSDist(-2.327) = .0099898.

0/1

points

12.

Your company currently has no way to predict how long visitors will

spend on the Companys web site. All it known is the average time spent

is 55 seconds, with an approximately Gaussian distribution and standard

deviation of 9 seconds. It would be possible, after investing some time

and money in analytics tools, to gather and analyzing information about

visitors and build a linear predictive model with a standard deviation of

model error of 4 seconds.

How much would the P.I. G. of that model be?

Hint: Use the Correlation and P.I.G. Spreadsheet

HowtousetheAUCcalculator.pdf

48.2%

61.5%

Incorrect Response

equal to the standard deviation of Y = 9 seconds. Standardized,

the model error when R = 0 is equal to 1. Reducing the model

error to 4 seconds is equivalent to reducing the standardized

model error to 4/9 = .4444 Since Sqrt(1-R^2) = .4444, R^2 = 1.4444^2 = .8958.

https://www.coursera.org/learn/analyticsexcel/exam/c4Qel/parametricmodelsforregression

11/12

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ParametricModelsforRegression|Coursera

.4444^2 = .8958.

53.3%

57.2%

https://www.coursera.org/learn/analyticsexcel/exam/c4Qel/parametricmodelsforregression

12/12

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