Yi = a + bXi f orif rom1ton

Step
P 1
P xi =
P yi2 =
P x2i =
P yi =
xi yi =
Step 2
S 1 1 2
x2i − (x̄)
P P
b̂= Sxy
2 Sxy = n xi yi − xy Sx = n
x

â=Y − b̂X
S
r= SxxySy
Step 3
case1) P
SCtot = (yi − y)2 = n ∗ Sy2
SCres = (1 − r2 )SCtot
SCreg = SCtot − SCres
case2) P
SCtot = (yi − y)2 = n ∗ Sy2
SCreg = (r2 )SCtot
SCres = SCtot − SCreg
Step 4: ANOVA tabel
T hesource T hevalue fd MS
T ot SCtot n−1 /
res SCres n−2 M Sres = SCres /n − 2
reg SCreg 1 M Sreg = SCreg /1

Yi = a + bXi f orif rom1ton

H0: b=0
H1: b6= 0
α = 0.05
MS
F= M Sreg
res
f(n1,n2) where n1= 1, n2=n-2
If F∈(0,f(n1,n2) ) :WE accepte H0
If F∈(0,f
/ (n1,n2) ): We accepte H1

S2e = n1 (ei − e)2 = 1

(ei )2 car e = 0
P P
n
Exercice 1:

Yi = a + bXi f orif rom1to10

Step
P 1
xi = 55.47 x = 5.547

1
P
P yi2 = 38.19 y = 3.819
P x2i = 390.95
P yi = 192.630
xi yi = 271.99
Step 2
S 6.01
b̂= Sxy2 = 8.325 = 0.72
x
Sxy = n1 1
P
x y − xy = 10 ∗ 271.99 − 5.547 ∗ 3.819 = 6.01
2 1
P 2i i 2 1
Sx = n xi − (x̄) = 10 390.95 − 5.5472 = 8.325
â=Y − b̂X = 3.819 − 0.72 ∗ 5.547 = −0.17
S 6.01
r= SxxySy =
√ √
8.325∗ 4.657
= 0.96
2 1
P 2
Sy = n (yi − y)
2
Sy2 = n1 1
P 2
yi − (y) = 10 192.630 − 3.8192 = 4.67
 
S Sy Sxy Sy Sy
b̂= Sxy2 S
y
= S S
x y Sx
= r ∗ Sx
x
Step 3
case1) P
SCtot = (yi − y)2 = n ∗ Sy2 = 10 ∗ 4.67 = 46.7
SCres = (1 − r2 )SCtot = 3.66
SCreg = SCtot − SCres = 43.04
case2) P
SCtot = (yi − y)2 = n ∗ Sy2 = 46.7
SCreg = (r2 )SCtot = 3.66
SCres = SCtot − SCreg = 43.04
Step 4: ANOVA tabel
T hesource T hevalue fd MS
T ot SCtot = 46.7 9 /
res SCres = 3.66 8 M Sres = SCres /8 = 0.45
reg SCreg = 43.04 1 M Sreg = SCreg /1 = 43.04

Yi = a + bXi f orif rom1ton

H0: b=0
H1: b6= 0
α = 0.05
MS
F= M Sreg
res
= 43.04
0.45 = 95.64
f(1,8)=5.32 where n1= 1, n2=n-2
F¿f We accepte H1
If F∈(0,f
/ (n1,n2) ): We accepte H1

S2e = n1 (ei − e)2 = 1

(ei )2 car e = 0
P P
n
2
S= n1
P
(xi − x)
n∗S
n−1
  
Bais = 0estimateursanbais.
 
Bais θ̂ = θ − E θ̂ =
  Bais 6= 0estimateurbaise.
 
Bais = 0 → θ − E θ̂ = 0 → θ = E θ̂

2
m̂=X

E X = E n1 1 1
P
P
xi = nE ( xi ) = nn ∗m=m


E X =m
2
S= n1
P
(xi − x)
n 2
S’= n−1 S

1 2 1
x2i − x2
P P
n−1 (xi − x) 6= n−1
1 2 1
xi − nx2
P P 2

 n−1 (xi − x) = n−1
Chapet 2 and 3 S02 = or
n
= n−1 S2

2 1
P 2 1
P 2 2
Chapter 4 S = n (xi − x) = n xi − x