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6                   Hypothesis Testing
                    -Two Populations




7
Exercise 1:
A random sample of size n = 25 taken from a normal population with σ = 5.2 has a mean
equals 81. A second random sample of size n = 36, taken from a different normal population
with σ = 3.4, has a mean equals 76.
(a) Do the data indicate that the true mean value µ1 and µ2 are different? Carry out a test at
    α = 0.01
(b) Find 90% CI on the difference in mean strength




Exercise 2:
Two machines are used for filling plastic bottles with a net volume of 16.0 oz. The fill
volume can be assumed normal with, s1 = 0.02 and s2 = 0.025. A member of the quality
engineering staff suspects that both machines fill to the same mean net volume, whether or
not this volume is 16.0 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.
(b) Find a 95% CI on the difference in means.




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Probability and Statistics Work Book




Exercise 3: (Tutorial 6, No.1)
Two machine are used to fill plastic bottles with dishwashing detergent. The standard
deviations of fill volume are known to be σ1= 0.01 and σ2 = 0.15 fluid ounce for two
machines, respectively. 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 =30.61
x 2 =30.24 fluid ounces. Assume normality.
(i)       Test the hypothesis that both machines fill to the same mean volume. Use the P-
          value
     approach;
(ii)      Construct a 90% two-sided CI on the mean difference in fill volume; and
(iii)     Construct a 95% two-sided CI on the mean difference in fill volume. Compare and
     comment on the width of this interval to the width of the interval in part (ii).




Exercise 4:
To find out whether a new serum will arrest leukemia, 9 mice, all with an advanced stage of
the disease are selected. 5 mice receive the treatment and 4 do not. Survival, in years, from
the time the experiment commenced are as follows:

                 Treatment             2.1   5.3   1.4      4.6      0.9


                 No treatment          1.9   0.5   2.8      3.1


At the 0.05 level of significance can the serum be said to be effective? Assume the two
distributions to be of equal variances.




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Probability and Statistics Work Book




Exercise 5: (Tutorial 6, No.2)
A new policy regarding overtime pay was implemented. This policy decreased the pay factor
for overtime work. Neither the staffing pattern nor the work loads changed. To determine if
overtime loads changed under the policy, a random sample of employees was selected. Their
overtime hours for a randomly selected week before and for another randomly selected week
after the policy change were recorded as follows:

                 Employees:           1       2        3 4   5 6 7 8 9 10 11 12
                 Before:          5       4       2     8 10 4 9 3 6 0 1 5
                 After:               3       7       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.
(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. Use a P-value
        approach in arriving at this conclusion.
(ii)    Construct a 95% CI for the difference in mean before and after the policy change.
        Interpret this interval.




Exercise 6:
The diameter of steel rods manufactured on two different extrusion machines is being
investigated. Two random samples of sizes n1 = 15 and n2 = 17 are selected, and
respectively. s1 = 0.35 and x2 = drawn s2 = 0.40
 x1 = 8.37, Assume that data are 8.68, normal distribution with equal variances.
               2                        2



(a) Is there evidence to support the claim that the two machines produce rods with different
    mean diameters ? Use the p – value approach.
(b) Construct a 95% CI on the difference in mean rod diameter.




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Probability and Statistics Work Book




Exercise 7:
The following data represent the running times of films produced by 2 motion-picture
companies. 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 = 0.01 and assume
the distributions of times to be approximately normal with unequal variances.

               Time



       Company
             X1           102          86    98       109        92

             X2            81          165   97       134        92        87      114




Exercise 8:
Two companies manufacture a rubber material intended for use in an automotive application.
25 samples of material from each company are tested, and the amount of wear after 1000
cycles are observed. For company 1, the sample mean and standard deviation of wear are
x1 = 20.12mg / 1000cycles and s1 = 1.9mg / 1000cycles
and for company 2, we obtain x2 = 11.64mg / 1000cycles and s2 = 7.9mg / 1000cycles

(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. Interpret
    this interval.



Exercise 9: (Tutorial 6, No.3)




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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. 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. 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. The first group had a mean
score of 79.4 with standard deviation 8.8. The second group had sample mean score 71.2
with standard deviation 7.9.
(i)        Do the data support Professor A claims that the mean score of students who get a
           pre-test are different from the mean score of those who do not get a pre test before
           an exam. Use the P-value approach and assume that their variances are not equal.
(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. Interpret this interval.




Exercise 10:
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, would you agree that the proportion
of town voters favouring the proposal is higher than the proportion of county voters? Use a =
0.05




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Probability and Statistics Work Book




Exercise 11: (Tutorial 6, No.4)
The rollover rate of sport utility vehicles is a transportation safety issue. 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. The rollover rates were
pA=0.35 and pB=0.25.
(i)        By using the P-value approach, does manufacturer A’s vehicle has a higher rollover
           rate
     than manufacturer B’s?
(ii)       Construct a 95% CI on the difference in the two rollover rates of the vehicle.
           Interpret
     this interval.




Exercise 12:
Professor Rady gave 58 A’s and B’s to a class of 125 students in his section of English 101.
The next term Professor Hady gave 45 A’s and B’s to a class of 115students in his section of
English 101.
(i)      By using a 5% significance level, test the claim that Professor Rady gives a higher
         percentage of A’s and B’s in English 101 than Professor Hady does. 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.




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                                                           Probability and Statistics Work Book




                 Simple Linear Regression




8
Exercise 1:
The manager of a car plant wishes to investigate how the plant’s electricity usage depends
upon the plant production. The data is given below

        Production 4.51 3.58 4.31 5.06 5.64 4.99 5.29 5.83 4.7 5.61 4.9 4.2
        (RMmillion)
             (x)
        Electricity 2.48 2.26 2.47 2.77 2.99 3.05 3.18 3.46 3.03 3.26 2.67 2.53
        Usage
             (y)

(a) Estimate the linear regression equation Y = β 0 + β1 x
(b) An estimate for the electricity usage when x = 5
(c) Find a 90% Confidence Interval for the electricity usage.




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Probability and Statistics Work Book




Exercise 2:
An experiment was set up to investigate the variation of the specific heat of a certain
chemical with temperature. The data is given below

           Temperature oF       50      60         70      80     90       100
               (x)

                Heat           1.60    1.63    1.67        1.70   1.71   1.71
                 (y)           1.64    1.65    1.67        1.72   1.72   1.74


(a)   Estimate the linear regression equation Y = β 0 + β1 x
(b)   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.




Exercise 3:
An engineer at a semiconductor company wants to model the relationship between the device
HFE (y) and the parameter Emitter - RS ( x1). Data for Emitter - RS was first collected and
a statistical analysis is carried out and the output is displayed in the table given.

Regression Analysis: y = 1075.2 – 63.87x1
Predictor    Coef      SE Coef        T        P-value
Constant    1075.2      121.1        8.88      0.000
   x1      -63.87       8.002       -7.98      0.000
S = 19.4    R-Sq = 0.78

Analysis of variance
Source         DF         SS            MS         F
Regression      1        23965         23965       63.70
Residual        18        6772         376
Total           19       30737

(a) Estimate HFE when the Emitter - RS is 14.5.
(b) Obtain a 95 % confidence interval for the true slope β.
(c) Test for significance of regression for a = 0.05.




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Probability and Statistics Work Book



Exercise 4:
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.

Regression Analysis: y = 74.3 + 14.9x
Predictor    Coef          SE Coef          T              P-value
Constant    74.283         1.593          46.62            0.000
   x1      14.947          1.317          11.35            0.000
S = 1.087 R-Sq = 87.7%

Analysis of variance
Source         DF        SS            MS          F
Regression      1       152.13        152.13       12.86
Residual        18       21.25          1.18
Total           19      173.38

(a) Estimate the purity of oxygen when the percentage of hydrocarbon 1%.
(b) Obtain a 95 % confidence interval for the true slope β.
(c) Test for significance of regression for a = 0.05.




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Probability and Statistics Work Book




Exercise 5: (Tutorial 7, No.1)
Regression methods were used to analyze the data from a study investigating the relationship
between roadway surface temperature (x) and pavement deflection (y). The data follow.

           Temperature      Deflection   Temperature     Deflection
           x                y            x               y
           70.0             0.621        72.7            0.637
           77.0             0.657        67.8            0.627
           72.1             0.640        76.6            0.652
           72.8             0.623        73.4            0.630
           78.3             0.661        70.5            0.627
           74.5             0.641        72.1            0.631
           74.0             0.637        71.2            0.641
           72.4             0.630        73.0            0.631
           75.2             0.644        72.7            0.634
           76.0             0.639        71.4            0.638

(a) Estimate the intercept        and slope       regression coefficients. Write the estimated
    regression line.
(b) Compute SSE and estimate the variance.
(c) Find the standard error of the slope and intercept coefficients.
(d) Show that
(e) Compute the coefficient of determination, R2. Comment on the value.
(f) 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.
(g) Construct the ANOVA table and test for significance of regression using the P-value.
    Comment on your results and their relationship to your results in part (f).
(h) Construct 95% CIs on the intercept and slope. Comment on the relationship
    of these CIs and your findings in parts (f) and (g).




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Probability and Statistics Work Book




Exercise 6: (Tutorial 7, No.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.
Actually elapsed time was measured for several different values of days. The measured data
is shown in the following table:

              Number of Days           1      2        4          8         16        25
              Elapsed Time             0.6    0.79     1.36       2.26      3.59      5.39
                                       5

(i) Estimate the intercept         and slope       regression coefficients. Write the
      estimated regression line.
(ii) Compute SSE and estimate the variance.
(iii) Find the standard error of the slope and intercept coefficients.
(iv) Show that
(v) Compute the coefficient of determination, R2. Comment on the value.
(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.
(vii) Construct the ANOVA table and test for significance of regression using the
      P-value. Comment on your results and their relationship to your results in
      part (vi).
(viii)Construct 95% CIs on the intercept and slope. Comment on the relationship
      of these CIs and your findings in parts (vi) and (vii).




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Probability and Statistics Work Book




8            Multiple Linear Regressions




9
Exercise 1:
Given the data:

     Test Number                y              x1           x2
           1                   1.6             1            1
           2                   2.1             1            2
           3                   2.4             2            1
           4                   2.8             2            2
           5                   3.6             2            3
           6                   3.8             3            2
           7                   4.3             2            4
           8                   4.9             4            2
           9                   5.7             4            3
          10                    5              3            4

(a) Fit a multiple linear regression model to these data.




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Probability and Statistics Work Book




Exercise 2:
Given the data:

Observation Number Pull Strength y Wire Length x1 Die Height x2
         1               9.95             2            50
         2              24.45             8           110
         3              31.75            11           120
         4              35.00            10           550
         5              25.02             8           295
         6              16.86             4           200
         7              14.38             2           375
         8               9.60             2            52
         9              24.35             9           100
        10              27.50             8           300
        11              17.08             4           412
        12              37.00            11           400
        13              41.95            12           500
        14              11.66             2           360
        15              21.65             4           205
        16              17.89             4           400
        17              69.00            20           600
        18              10.30             1           585
        19              34.93            10           540
        20              46.59            15           250
        21              44.88            15           290
        22              54.12            16           510
        23              56.63            17           590
        24              22.13             6           100
        25              21.15             5           400

(b) Fit a multiple linear regression model to these data.




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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). Ten observations were collected and the
following summary quantities obtained:

          n = 10,        ∑x i1   = 223,        ∑x i2   = 553,∑y     i    = 1,916,

          ∑x   2
               i1   = 5,200.9,    ∑ x = 31,729,
                                          2
                                          i2                ∑x x
                                                       = 12,352,i1 i 2


          ∑x   i1 i y   = 43,550.8, ∑ x y = 104,736.8, ∑ y = 371,595.6
                                               i2 i
                                                                             2
                                                                             i


(a) Estimate the parameters to fit the multiple regression models for these data.
(b) What is the predicted strength when x1=18meter and x2= 43%.




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Probability and Statistics Work Book




Exercise 4:
A set of experimental runs were made to determine a way of predicting cooking time y at
various levels of oven width x1, and temperature x2. The data were recorded as follows:

                                   y           x1           x2
                                     6.4         1.32         1.15
                                   15.05         2.69          3.4
                                   18.75         3.56          4.1
                                   30.25         4.41         8.75
                                   44.86         5.35        14.82
                                   48.94          6.3        15.15
                                   51.55         7.12        15.32
                                    61.5         8.87        18.18
                                  100.44          9.8        35.19
                                  111.42        10.65         40.4


(a) Fit a multiple linear regression model to these data.
(b) Estimate and the standard errors of the regression coefficients.
(c) Test for significance of and .
(d) Predict the useful range when brightness = 80 and contrast = 75. Construct a 95% PI.
(e) Compute the mean response of the useful range when brightness = 80 and contrast = 75.
    Compute a 95% CI.
(f) Interpret parts (d) and (e) and comment on the comparison between the 95% PI and 95%
    CI.




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Probability and Statistics Work Book




Exercise 5: (Tutorial 8, No.1)
An article in Optical Engineering (“Operating Curve Extraction of a Correlator's Filter,” Vol.
43, 2004, pp. 2775–2779) reported the use of an optical correlator to perform an experiment
by varying brightness and contrast. The resulting modulation is characterized by the useful
range of gray levels. The data are shown


            Brightness (%):      5     6   6   10    10   10   50   57   54
                                 4     1   5   0     0    0
            Contrast (%):        5     8   7   50    65   80   25   35   26
                                 6     0   0
            Useful range (ng): 9       5   5   11    96   80   15   14   25
                               6       0   0   2               5    4    5

(a) Fit a multiple linear regression model to these data.
(b) Estimate and the standard errors of the regression coefficients.
(c) Test for significance of and .
(d) Predict the useful range when brightness = 80 and contrast = 75. Construct a 95% PI.
(e) Compute the mean response of the useful range when brightness = 80 and contrast = 75.
    Compute a 95% CI.
(f) Interpret parts (d) and (e) and comment on the comparison between the 95% PI and 95%
    CI.




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Probability and Statistics Work Book




Exercise 6: (Tutorial 8, No.2)
A study was performed on wear of a bearing y and its relationship to x1 = oil viscosity and
x2 = load. The following data were obtained:

                       x   1.6 15.5 22.0     43.0 33.0 40.0
                       1
                       x   85   816   1058 120      135   111
                       2   1               1        7     5
                       y   29   230   172    91     113   125
                           3

(a)     Fir a multiple regression model to these data.
(b)     Estimate σ2 and the standard errors of the regression coefficients.
(c)     Use the model to predict wear when x1 = 25 and x2 = 1000.
(d)     Fit a multiple regression model with an interaction term to these data.
(e)     Estimate σ2 and se(βj) for this new model. 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. Compare this prediction
        with the predicted value from part (c) above.




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Probability and Statistics Work Book




9                            Factorial Experiments
                             – 22 Factorial design


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




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Probability and Statistics Work Book



              Arsenic Level
                                             B–                    B+
                                         (Low - 55%)           (High – 59%)


                Deposition Time
                                            14.037                13.880
                                            14.165                13.860
                   A - (Long)               13.972                14.032
                                            13.907                13.914

                                            14.821                14.888
                                            14.757                14.921
                  A + (Short)               14.843                14.415
                                            14.878                14.932




    a) Construct the 2 X 2 factorial design table.
    b) Find the estimate of all effects and interaction.
    c) Construct the ANOVA table for each effect, test the null hypothesis that the effect is
       equal to 0.




Exercise 2: (Tutorial 9, No.1)
A two factor experimental design was conducted to investigate the lifetime of a component
being manufactured. The two factors are A (design) and B (cost of material). Two levels ((+)
and (-)) of each factor are considered. Three components are manufactured with each
combination of design and material, and the total lifetime measured (in hours) is as shown in
table below




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Probability and Statistics Work Book




                                                                         Total lifetime of 3
                        Design               Material
                                                              AB              components
  Treatment                A                    B
                                                                               (in hours)
 Combination
    (1)                    -                    -             +                   122
       a
                           +                    -             -                   60
       b                   -                    +             -                   120
      ab                   +                    +             +                   118


(a) Perform a two way analysis of variance to estimate the effects of design and material
expense on the component life time if the sum squares of total are 1050.
(b) Based on your results in part (a), what conclusions can you draw from the factorial
    experiment?
(c) Indicate which effects are significant to the lifetime of a component.
(d) Write the least square fitted model using only the significant sources.




Exercise 3:
An engineer suspects that the surface finish of metal parts is influenced by the type of paint
used and the drying time. He selected three drying times – 20, 25, and 30 minutes and used
two types of paint. Three parts are tested with each combination of paint typoe and drying
time. The data are as follow:

                                               Drying Time (min)
                          Paint        20min        25min     30min
                           ICI          74               73       78
                                        64               61       85
                                        50               44       92
                        NIPPON          92               98       66
                                                    20
                                        86               73       45
                                        68               88       85
Probability and Statistics Work Book




(a) Compute the estimates of the effects and their standard errors for this design.
(b) Construct two-factor interaction plots and comment on the interaction of the factors.
(c) Use the t ratio to determine the significance of each effect with              .Comment on
    your findings.
(d) Compute an approximate 95% CI for each effect. Compare your results with those in
    part (c) and comment.
(e) Perform an analysis of variance of the appropriate regression model for this design.
    Include in your analysis hypothesis tests for each coefficient, as well as residual




Exercise 4: (Tutorial 9, No.2)
An experiment involves a storage battery used in the launching mechanism of a shoulder-
fired ground-to-air missile. Two material types can be used to make the battery plates. The
objective is to design a battery that is relatively unaffected by the ambient temperature. The
output response from the battery is effective life in hours. Two temperature levels are
selected, and a factorial experiment with four replicates is run. The data are as follows:




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Probability and Statistics Work Book




                                              Temperature (°F)
                                   Material     Low           High
                                       1      13     15   2     70
                                              0      5    0
                                              74     18   8     58
                                                     0    2
                                       2      13     11   9     10
                                              8      0    6     4

(a) Compute the estimates                  16 16 8 60
    of the effects and their               8    0     2
    standard errors for this
    design.
(b) Construct two-factor interaction plots and comment on the interaction of the factors.
(c) Use the t ratio to determine the significance of each effect with          .Comment on
    your findings.
(d) Compute an approximate 95% CI for each effect. Compare your results with those in
    part (c) and comment.
(e) Perform an analysis of variance of the appropriate regression model for this design.
    Include in your analysis hypothesis tests for each coefficient, as well as residual
    analysis. State your final conclusions about the adequacy of the model. Compare your
    results to part (c) and comment.




Exercise 5:




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Probability and Statistics Work Book



An article in the IEEE Transactions on Semiconductor Manufacturing (Vol. 5, 1992, pp.
214-222) describes an experiment to investigate the surface charge on a silicon wafer. 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. The
surface charge ( X1011 q/cm3) response data are shown.

                                                    Test Position
                                                      L               R
                                                     1.66            1.84
                         Cleaning        SD          1.90            1.84
                         Method                      1.92            1.62
                                                    -4.21           -7.58
                                        SRD         -1.35           -2.20
                                                    -2.08           -5.36

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




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Probability and Statistics Work Book




                                       Concept of Probability




00
Learning Outcome:

The students should be able to understand the basic concept of probability, sample space,
probability of events, counting rule; conditional probability; multiplication rule and Bayes
theorem


Exercise 1:
Each message in a digital communication system is classified as to whether it is received
within the time specified by the system design. If 3 messages are classified, what is an
appropriate sample space for this experiment?




Exercise 2:
A digital scale is used that provide weights to the nearest gram. Let event A: a weight
exceeds 11 grams, B: a weight is less than or equal to 15 grams, C: a weight is greater than or
equal to 8 grams and less than 12 grams.
What is the sample space for this experiment? and find

(a) A U B      (b) A’       (c) A ∩ B

(d) (A U C)’ (e) A ∩ B ∩ C         (f) B’ ∩ C




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Probability and Statistics Work Book



Exercise 3:
Samples of building materials from three suppliers are classified for conformance to air-
quality specifications. The results from 100 samples are summarized as follows:


                                          Conforms
                                         Yes    No
                                 R       30      10
                  Supplier       S       22       8
                                 T       25       5

Let A denote the event that a sample is from supplier R, and B denote the event that a sample
conforms to the specifications. If sample is selected at random, determine the following
probabilities:

(a) P(A)       (b) P(B)        (c) P(B’)
(d) P(AUB)     (e) P(A ∩ B)    (f) P(AUB’)
(g) P( A B) (h) P( B A)




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Probability and Statistics Work Book




Exercise 4: (Tutorial 10, No.1)

The compact discs from a certain supplier are analyzed for scratch and shock resistance. The
results from 100 discs tested are summarized as follows:

                                             Scratch
                                           Resistance
                                          High Low
                                 High      30      10
                 Shock          Medium     22       8
                 Resistance      Low       25       5

Let A denote the event that a disc has high shock resistance, and B denote the event that a
disc has high scratch resistance. If sample is selected at random, determine the following
probabilities:

(a) P(A)        (b) P(B)          (c) P(B’)
(d) P(AUB)      (e) P(A ∩ B)      (f) P(AUB’)
(g) P( A B) (h) P( B A)




Exercise 5:
The reaction times ( in minutes) of a reactor for two batches are measured in an experiment.
a) Define the sample space of the experiment.
b) Define event A where the reaction time of the first batch is less than 45 minutes and event
   B is the reaction time of the second batch is greater than 75 minutes.
c) Find A U B, A ∩ B and A’
d) Verify whether events A and B are mutually exclusive.




                                                26
Probability and Statistics Work Book



Exercise 6: (Tutorial 10, No.2)
When a die is rolled and a coin is tossed, use a tree diagram to describe the set of possible
outcomes and find the probability that the die shows an odd number and the coin shows a
head.




Exercise 7: (Tutorial 10, No.3)

A bag contains 3 black and 4 while balls. Two balls are drawn at random one at a time
without replacement.

(i)     What is the probability that a second ball drawn is black?
(ii)    What is the conditional probability that first ball drawn is black if the second ball is
        known to be black?




Exercise 8:
An oil-prospecting firm plans to drill two exploratory wells. Past evidence is used to assess
the possible outcomes listed in the following table:

           Event                      Description                        Probability

             A             Neither well produces oil or gas                  0.80
             B           Exactly one well produces oil or gas                0.18
             C              Both wells produce oil or gas                    0.02




Find and give description for




                                              27
Probability and Statistics Work Book



 P ( A ∪ B ), P ( B ∪ C ) and P ( B' )




Exercise 9:
In a residential suburb, 60% of all households subscribe to the metro newspaper published in
a nearby city, 80% subscribe to the local paper, and 50% of all households subscribe to both
papers. Draw a Venn diagram for this problem.
If a household is selected at random, what is the probability that it subscribes to
a) at least one of the two newspapers
b) exactly one of the two newspapers




Exercise 10:
In a student organization election, we want to elect one president from five candidates, one
vice president from six candidates, and one secretary from three candidates. How many
possible outcomes?




Exercise 11:
Suppose each student is assigned a 5 digit number. How many different numbers can be
created?




Exercise 12:
A chemical engineer wishes to conduct an experiment to determine how these four factors
affect the quality of the coating. She is interested in comparing three charge levels, five




                                            28
Probability and Statistics Work Book



density levels, four temperature levels, and three speed levels. How many experimental
conditions are possible?




Exercise 13: (Tutorial 10, No.4)
A menu has five appetizers, three soup, seven main course, six salad dressings and eight
desserts. In how many ways can
a) A full meal be chosen?
b) A meal be chosen if either and appetizer or a soup is ordered, but not both?




Exercise 14:
Ten teaching assistants are available to grade a test of four questions. Wish to select a
different assistant to grade each question (only one assistant per question). How many
possible ways can the assistant be chosen for grading?




Exercise 15:
Participant samples 8 products and is asked to pick the best, the second best, and the third
best. How many possible ways?




Exercise 16:
Suppose that in the taste test, each participant samples eight products and is asked to select
the three best products. What is the number of possible outcomes?




                                             29
Probability and Statistics Work Book




Exercise 17:
A contractor has 8 suppliers from which to purchase electrical supplies. He will select 3 of
these at random and ask each supplier to submit a project bid. In how many ways can the
selection of bidders be made?




Exercise 18:
Twenty players compete in a tournament. In how may ways can
a) rankings be assigned to the top five competitors?
b) the best five competitors be randomly chosen?




Exercise 19:
Three balls are selected at random without replacement from the jar below. Find the
probability that one ball is red and two are black.




Exercise 20:




                                            30
Probability and Statistics Work Book



A university warehouse has received shipment of 25 printers, of which 10 are laser printers
and 15 are inkjet models. If 6 of these 25 are selected at random by a technician, what is the
probability that exactly 3 of those selected are laser printers?




Exercise 21:
There are 17 broken light bulbs in a box of 100 light bulbs. A random sample of 3 light bulbs
is chosen without replacement.
a) How many ways are there to choose the sample?
b) How many samples contain no broken light bulbs?
c) What is the probability that the sample contains no broken light bulbs?
d) How many ways to choose a sample that contains exactly 1 broken light bulb?
e) What is the probability that the sample contains no more than 1 broken light bulb?




Exercise 22: (Tutorial 10, No.5)
An agricultural research establishment grows vegetables and grades each one as either good
or bad for taste, good or bad for its size, and good or bad for its appearance. Overall, 78% of
the vegetables have a good taste. However, only 69% of the vegetables have both a good
taste and a good size. Also, 5% of the vegetables have a good taste and a good appearance,
but a bad size. Finally, 84% of the vegetables have either a good size or a good appearance.
 a) if a vegetable has a good taste, what is the probability that it also has a good size?
 b) if a vegetable has a bad size and a bad appearance, what is the probability that it has a
   good taste?




                                              31
Probability and Statistics Work Book




Exercise 23:
A local library displays three types of books entitled “Science” (S),
“Arts” (A), and “Novels” (N). Reading habits of randomly selected
reader with respect to these types of books are

Read regularly       S      A       N     S∩A S∩N       A∩N     S∩A∩N
 Probability        0.14   0.23    0.37   0.08 0.09     0.13    0.05


Find the following probabilities and interpret
    a) P( S | A )
    b) P( S | A U N )
    c) P( S | reads at least one )
    d) P( S U A | N)




Exercise 24: (Tutorial 10, No.6)
A batch of 500 containers for frozen orange juice contains 5 that are defective. Two are
selected at random, without replacement, from the batch. Let A and B denote that the first
and second selected is defective respective
a) Are A and B independent events?
b) If the sampling were done with replacement, would A and B be independent?




                                                 32
Probability and Statistics Work Book




Exercise 25:
Everyday (Mon to Fri) a batch of components sent by a first supplier arrives at certain
inspection facility. Two days a week, a batch also arrives from a second supplier. Eighty
percent of all batches from supplier 1 pass inspection, and 90% batches of supplier 2 pass
inspection. On a randomly selected day, what is the probability that two batches pass
inspection?




Exercise 26:
The probability is 1% that an electrical connector that is kept dry fails during the warranty
period of a portable computer. If the connector is ever wet, the probability of a failure during
the warranty period is 5%. If 90% of the connectors are kept dry and 10% are wet, what
proportion of connectors fail during the warranty period?




                                              33
Probability and Statistics Work Book




Exercise 27:
Computer keyboard failures are due to faulty electrical connects (12%) or mechanical defects
(88%). Mechanical defects are related to loose keys (27%) or improper assembly (73%).
Electrical connect defects are caused by defective wires (35%), improper connections (13%)
or poorly welded wires (52%). Find the probability that a failure is due to

i.       loose keys
ii.      improperly connected or poorly welded wires.




Exercise 28:
During a space shot, the primary computer system is backed up by two secondary systems.
They operate independently of one another, and each is 90% reliable. What is the probability
that all three systems will be operable at the time of the launch?




                                            34
Probability and Statistics Work Book




Exercise 29:
A store stocks light bulbs from three suppliers. Suppliers A, B, and C supply 10%, 20%, and
70% of the bulbs respectively. It has been determined that company A’s bulbs are 1%
defective while company B’s are 3% defective and company C’s are 4% defective. If a bulb
is selected at random and found to be defective, what is the probability that it came from
supplier B?




Exercise 30:
A particular city has three airports. Airport A handles 50% of all airline traffic, while airports
B and C handle 30% and 20%, respectively. The rates of losing a baggage in airport A, B and
C are 0.3, 0.15 and 0.14 respectively. If a passenger arrives in the city and losses a baggage,
what is the probability that the passenger arrives at airport A?




                                               35
Probability and Statistics Work Book




Exercise 31:
A company rated 75% of its employees as satisfactory and 25% unsatisfactory. Of the
satisfactory ones 80% had experience, of the unsatisfactory only 40%. If a person with
experience is hired, what is the probability that (s)he will be satisfactory?




Exercise 32:
In a certain assembly plant, three machines, B1, B2, B3, make 30%, 45% and 25%,
respectively, of the products. It is known from past experience that 2%,3% and 2% of the
products made by each machine, respectively, are defective. Now, suppose that a finished
product is randomly selected.

i.       What is the probability that it is defective?




                                               36
Probability and Statistics Work Book



ii.      If a product was chosen randomly and found to be defective, what is the probability
         that it was produced by machine B3?




Exercise 33: (Tutorial 10, No.7)
Three machines A, B and C produce identical items of their respective output 5%, 4% and
3% of the items are faulty. On a certain day A has produced 25%, B has produced 30% and
C has produced 45% of the total output. An item selected at random is found to be faulty.
What are the chances that it was produced by C?




Exercise 34: (Tutorial 10, No.8)
Suppose that a test for Influenza A, H1N1 disease has a very high success rate: if a tested
patient has the disease, the test accurately reports this, a ’positive’, 99% of the time, and if a
tested patient does not have the disease, the test accurately reports that, a ’negative’, 95% of
the time. Suppose also, however, that only 0.1% of the population have that disease.




                                               37
Probability and Statistics Work Book


(i)      What is the probability that the test returns a positive result?
(ii)     If the patient has a positive, what is the probability that he has the disease?
(iii)    What is the probability of a false positive?




Exercise 35:
An insurance company charges younger drivers a higher premium than it does older drivers
because younger drivers as a group tend to have more accidents. The company has 3 age
groups: Group A includes those less than 25 years old, have a 22% of all its policyholders.
Group B includes those 25-39 years old, have a 43% of all its policyholders, Group C
includes those 40 years old and older, have 35% of all its policyholders. Company records
show that in any given one-year period, 11% of its Group A policyholders have an accident.
The percentages for groups B and C are 3% and 2%, respectively.
(a)      What is the probability that the company’s policyholders are expected to have an
         accident during the next 12 months?
(b)      Suppose Mr. Chong has just had a car accident. If he is one of the company’s
         policyholders, what is the probability that he is under 25?




                                               38

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P s work-book_part2_ver_4 (1)

  • 1. 6 Hypothesis Testing -Two Populations 7 Exercise 1: A random sample of size n = 25 taken from a normal population with σ = 5.2 has a mean equals 81. A second random sample of size n = 36, taken from a different normal population with σ = 3.4, has a mean equals 76. (a) Do the data indicate that the true mean value µ1 and µ2 are different? Carry out a test at α = 0.01 (b) Find 90% CI on the difference in mean strength Exercise 2: Two machines are used for filling plastic bottles with a net volume of 16.0 oz. The fill volume can be assumed normal with, s1 = 0.02 and s2 = 0.025. A member of the quality engineering staff suspects that both machines fill to the same mean net volume, whether or not this volume is 16.0 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. (b) Find a 95% CI on the difference in means. 1
  • 2. Probability and Statistics Work Book Exercise 3: (Tutorial 6, No.1) Two machine are used to fill plastic bottles with dishwashing detergent. The standard deviations of fill volume are known to be σ1= 0.01 and σ2 = 0.15 fluid ounce for two machines, respectively. 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 =30.61 x 2 =30.24 fluid ounces. Assume normality. (i) Test the hypothesis that both machines fill to the same mean volume. Use the P- value approach; (ii) Construct a 90% two-sided CI on the mean difference in fill volume; and (iii) Construct a 95% two-sided CI on the mean difference in fill volume. Compare and comment on the width of this interval to the width of the interval in part (ii). Exercise 4: To find out whether a new serum will arrest leukemia, 9 mice, all with an advanced stage of the disease are selected. 5 mice receive the treatment and 4 do not. Survival, in years, from the time the experiment commenced are as follows: Treatment 2.1 5.3 1.4 4.6 0.9 No treatment 1.9 0.5 2.8 3.1 At the 0.05 level of significance can the serum be said to be effective? Assume the two distributions to be of equal variances. 2
  • 3. Probability and Statistics Work Book Exercise 5: (Tutorial 6, No.2) A new policy regarding overtime pay was implemented. This policy decreased the pay factor for overtime work. Neither the staffing pattern nor the work loads changed. To determine if overtime loads changed under the policy, a random sample of employees was selected. Their overtime hours for a randomly selected week before and for another randomly selected week after the policy change were recorded as follows: Employees: 1 2 3 4 5 6 7 8 9 10 11 12 Before: 5 4 2 8 10 4 9 3 6 0 1 5 After: 3 7 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. (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. Use a P-value approach in arriving at this conclusion. (ii) Construct a 95% CI for the difference in mean before and after the policy change. Interpret this interval. Exercise 6: The diameter of steel rods manufactured on two different extrusion machines is being investigated. Two random samples of sizes n1 = 15 and n2 = 17 are selected, and respectively. s1 = 0.35 and x2 = drawn s2 = 0.40 x1 = 8.37, Assume that data are 8.68, normal distribution with equal variances. 2 2 (a) Is there evidence to support the claim that the two machines produce rods with different mean diameters ? Use the p – value approach. (b) Construct a 95% CI on the difference in mean rod diameter. 3
  • 4. Probability and Statistics Work Book Exercise 7: The following data represent the running times of films produced by 2 motion-picture companies. 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 = 0.01 and assume the distributions of times to be approximately normal with unequal variances. Time Company X1 102 86 98 109 92 X2 81 165 97 134 92 87 114 Exercise 8: Two companies manufacture a rubber material intended for use in an automotive application. 25 samples of material from each company are tested, and the amount of wear after 1000 cycles are observed. For company 1, the sample mean and standard deviation of wear are x1 = 20.12mg / 1000cycles and s1 = 1.9mg / 1000cycles and for company 2, we obtain x2 = 11.64mg / 1000cycles and s2 = 7.9mg / 1000cycles (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. Interpret this interval. Exercise 9: (Tutorial 6, No.3) 4
  • 5. 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. 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. 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. The first group had a mean score of 79.4 with standard deviation 8.8. The second group had sample mean score 71.2 with standard deviation 7.9. (i) Do the data support Professor A claims that the mean score of students who get a pre-test are different from the mean score of those who do not get a pre test before an exam. Use the P-value approach and assume that their variances are not equal. (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. Interpret this interval. Exercise 10: 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, would you agree that the proportion of town voters favouring the proposal is higher than the proportion of county voters? Use a = 0.05 5
  • 6. Probability and Statistics Work Book Exercise 11: (Tutorial 6, No.4) The rollover rate of sport utility vehicles is a transportation safety issue. 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. The rollover rates were pA=0.35 and pB=0.25. (i) By using the P-value approach, does manufacturer A’s vehicle has a higher rollover rate than manufacturer B’s? (ii) Construct a 95% CI on the difference in the two rollover rates of the vehicle. Interpret this interval. Exercise 12: Professor Rady gave 58 A’s and B’s to a class of 125 students in his section of English 101. The next term Professor Hady gave 45 A’s and B’s to a class of 115students in his section of English 101. (i) By using a 5% significance level, test the claim that Professor Rady gives a higher percentage of A’s and B’s in English 101 than Professor Hady does. 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. 6
  • 7. 7 Probability and Statistics Work Book Simple Linear Regression 8 Exercise 1: The manager of a car plant wishes to investigate how the plant’s electricity usage depends upon the plant production. The data is given below Production 4.51 3.58 4.31 5.06 5.64 4.99 5.29 5.83 4.7 5.61 4.9 4.2 (RMmillion) (x) Electricity 2.48 2.26 2.47 2.77 2.99 3.05 3.18 3.46 3.03 3.26 2.67 2.53 Usage (y) (a) Estimate the linear regression equation Y = β 0 + β1 x (b) An estimate for the electricity usage when x = 5 (c) Find a 90% Confidence Interval for the electricity usage. 7
  • 8. Probability and Statistics Work Book Exercise 2: An experiment was set up to investigate the variation of the specific heat of a certain chemical with temperature. The data is given below Temperature oF 50 60 70 80 90 100 (x) Heat 1.60 1.63 1.67 1.70 1.71 1.71 (y) 1.64 1.65 1.67 1.72 1.72 1.74 (a) Estimate the linear regression equation Y = β 0 + β1 x (b) 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. Exercise 3: An engineer at a semiconductor company wants to model the relationship between the device HFE (y) and the parameter Emitter - RS ( x1). Data for Emitter - RS was first collected and a statistical analysis is carried out and the output is displayed in the table given. Regression Analysis: y = 1075.2 – 63.87x1 Predictor Coef SE Coef T P-value Constant 1075.2 121.1 8.88 0.000 x1 -63.87 8.002 -7.98 0.000 S = 19.4 R-Sq = 0.78 Analysis of variance Source DF SS MS F Regression 1 23965 23965 63.70 Residual 18 6772 376 Total 19 30737 (a) Estimate HFE when the Emitter - RS is 14.5. (b) Obtain a 95 % confidence interval for the true slope β. (c) Test for significance of regression for a = 0.05. 8
  • 9. Probability and Statistics Work Book Exercise 4: 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. Regression Analysis: y = 74.3 + 14.9x Predictor Coef SE Coef T P-value Constant 74.283 1.593 46.62 0.000 x1 14.947 1.317 11.35 0.000 S = 1.087 R-Sq = 87.7% Analysis of variance Source DF SS MS F Regression 1 152.13 152.13 12.86 Residual 18 21.25 1.18 Total 19 173.38 (a) Estimate the purity of oxygen when the percentage of hydrocarbon 1%. (b) Obtain a 95 % confidence interval for the true slope β. (c) Test for significance of regression for a = 0.05. 9
  • 10. Probability and Statistics Work Book Exercise 5: (Tutorial 7, No.1) Regression methods were used to analyze the data from a study investigating the relationship between roadway surface temperature (x) and pavement deflection (y). The data follow. Temperature Deflection Temperature Deflection x y x y 70.0 0.621 72.7 0.637 77.0 0.657 67.8 0.627 72.1 0.640 76.6 0.652 72.8 0.623 73.4 0.630 78.3 0.661 70.5 0.627 74.5 0.641 72.1 0.631 74.0 0.637 71.2 0.641 72.4 0.630 73.0 0.631 75.2 0.644 72.7 0.634 76.0 0.639 71.4 0.638 (a) Estimate the intercept and slope regression coefficients. Write the estimated regression line. (b) Compute SSE and estimate the variance. (c) Find the standard error of the slope and intercept coefficients. (d) Show that (e) Compute the coefficient of determination, R2. Comment on the value. (f) 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. (g) Construct the ANOVA table and test for significance of regression using the P-value. Comment on your results and their relationship to your results in part (f). (h) Construct 95% CIs on the intercept and slope. Comment on the relationship of these CIs and your findings in parts (f) and (g). 10
  • 11. Probability and Statistics Work Book Exercise 6: (Tutorial 7, No.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. Actually elapsed time was measured for several different values of days. The measured data is shown in the following table: Number of Days 1 2 4 8 16 25 Elapsed Time 0.6 0.79 1.36 2.26 3.59 5.39 5 (i) Estimate the intercept and slope regression coefficients. Write the estimated regression line. (ii) Compute SSE and estimate the variance. (iii) Find the standard error of the slope and intercept coefficients. (iv) Show that (v) Compute the coefficient of determination, R2. Comment on the value. (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. (vii) Construct the ANOVA table and test for significance of regression using the P-value. Comment on your results and their relationship to your results in part (vi). (viii)Construct 95% CIs on the intercept and slope. Comment on the relationship of these CIs and your findings in parts (vi) and (vii). 11
  • 12. Probability and Statistics Work Book 8 Multiple Linear Regressions 9 Exercise 1: Given the data: Test Number y x1 x2 1 1.6 1 1 2 2.1 1 2 3 2.4 2 1 4 2.8 2 2 5 3.6 2 3 6 3.8 3 2 7 4.3 2 4 8 4.9 4 2 9 5.7 4 3 10 5 3 4 (a) Fit a multiple linear regression model to these data. 12
  • 13. Probability and Statistics Work Book Exercise 2: Given the data: Observation Number Pull Strength y Wire Length x1 Die Height x2 1 9.95 2 50 2 24.45 8 110 3 31.75 11 120 4 35.00 10 550 5 25.02 8 295 6 16.86 4 200 7 14.38 2 375 8 9.60 2 52 9 24.35 9 100 10 27.50 8 300 11 17.08 4 412 12 37.00 11 400 13 41.95 12 500 14 11.66 2 360 15 21.65 4 205 16 17.89 4 400 17 69.00 20 600 18 10.30 1 585 19 34.93 10 540 20 46.59 15 250 21 44.88 15 290 22 54.12 16 510 23 56.63 17 590 24 22.13 6 100 25 21.15 5 400 (b) Fit a multiple linear regression model to these data. 13
  • 14. 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). Ten observations were collected and the following summary quantities obtained: n = 10, ∑x i1 = 223, ∑x i2 = 553,∑y i = 1,916, ∑x 2 i1 = 5,200.9, ∑ x = 31,729, 2 i2 ∑x x = 12,352,i1 i 2 ∑x i1 i y = 43,550.8, ∑ x y = 104,736.8, ∑ y = 371,595.6 i2 i 2 i (a) Estimate the parameters to fit the multiple regression models for these data. (b) What is the predicted strength when x1=18meter and x2= 43%. 14
  • 15. Probability and Statistics Work Book Exercise 4: A set of experimental runs were made to determine a way of predicting cooking time y at various levels of oven width x1, and temperature x2. The data were recorded as follows: y x1 x2 6.4 1.32 1.15 15.05 2.69 3.4 18.75 3.56 4.1 30.25 4.41 8.75 44.86 5.35 14.82 48.94 6.3 15.15 51.55 7.12 15.32 61.5 8.87 18.18 100.44 9.8 35.19 111.42 10.65 40.4 (a) Fit a multiple linear regression model to these data. (b) Estimate and the standard errors of the regression coefficients. (c) Test for significance of and . (d) Predict the useful range when brightness = 80 and contrast = 75. Construct a 95% PI. (e) Compute the mean response of the useful range when brightness = 80 and contrast = 75. Compute a 95% CI. (f) Interpret parts (d) and (e) and comment on the comparison between the 95% PI and 95% CI. 15
  • 16. Probability and Statistics Work Book Exercise 5: (Tutorial 8, No.1) An article in Optical Engineering (“Operating Curve Extraction of a Correlator's Filter,” Vol. 43, 2004, pp. 2775–2779) reported the use of an optical correlator to perform an experiment by varying brightness and contrast. The resulting modulation is characterized by the useful range of gray levels. The data are shown Brightness (%): 5 6 6 10 10 10 50 57 54 4 1 5 0 0 0 Contrast (%): 5 8 7 50 65 80 25 35 26 6 0 0 Useful range (ng): 9 5 5 11 96 80 15 14 25 6 0 0 2 5 4 5 (a) Fit a multiple linear regression model to these data. (b) Estimate and the standard errors of the regression coefficients. (c) Test for significance of and . (d) Predict the useful range when brightness = 80 and contrast = 75. Construct a 95% PI. (e) Compute the mean response of the useful range when brightness = 80 and contrast = 75. Compute a 95% CI. (f) Interpret parts (d) and (e) and comment on the comparison between the 95% PI and 95% CI. 16
  • 17. Probability and Statistics Work Book Exercise 6: (Tutorial 8, No.2) A study was performed on wear of a bearing y and its relationship to x1 = oil viscosity and x2 = load. The following data were obtained: x 1.6 15.5 22.0 43.0 33.0 40.0 1 x 85 816 1058 120 135 111 2 1 1 7 5 y 29 230 172 91 113 125 3 (a) Fir a multiple regression model to these data. (b) Estimate σ2 and the standard errors of the regression coefficients. (c) Use the model to predict wear when x1 = 25 and x2 = 1000. (d) Fit a multiple regression model with an interaction term to these data. (e) Estimate σ2 and se(βj) for this new model. 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. Compare this prediction with the predicted value from part (c) above. 17
  • 18. Probability and Statistics Work Book 9 Factorial Experiments – 22 Factorial design Exercise 1: An engineer is investigating the thickness of epitaxial layer which will be subject to two variations in A, deposition time (+ for short time, and – for long time) and two levels of B, arsenic flow rate (- for 55% and + for 59%). The engineer conduct 22 factorial design with n = 4 replicates. The data are as follow: 18
  • 19. Probability and Statistics Work Book Arsenic Level B– B+ (Low - 55%) (High – 59%) Deposition Time 14.037 13.880 14.165 13.860 A - (Long) 13.972 14.032 13.907 13.914 14.821 14.888 14.757 14.921 A + (Short) 14.843 14.415 14.878 14.932 a) Construct the 2 X 2 factorial design table. b) Find the estimate of all effects and interaction. c) Construct the ANOVA table for each effect, test the null hypothesis that the effect is equal to 0. Exercise 2: (Tutorial 9, No.1) A two factor experimental design was conducted to investigate the lifetime of a component being manufactured. The two factors are A (design) and B (cost of material). Two levels ((+) and (-)) of each factor are considered. Three components are manufactured with each combination of design and material, and the total lifetime measured (in hours) is as shown in table below 19
  • 20. Probability and Statistics Work Book Total lifetime of 3 Design Material AB components Treatment A B (in hours) Combination (1) - - + 122 a + - - 60 b - + - 120 ab + + + 118 (a) Perform a two way analysis of variance to estimate the effects of design and material expense on the component life time if the sum squares of total are 1050. (b) Based on your results in part (a), what conclusions can you draw from the factorial experiment? (c) Indicate which effects are significant to the lifetime of a component. (d) Write the least square fitted model using only the significant sources. Exercise 3: An engineer suspects that the surface finish of metal parts is influenced by the type of paint used and the drying time. He selected three drying times – 20, 25, and 30 minutes and used two types of paint. Three parts are tested with each combination of paint typoe and drying time. The data are as follow: Drying Time (min) Paint 20min 25min 30min ICI 74 73 78 64 61 85 50 44 92 NIPPON 92 98 66 20 86 73 45 68 88 85
  • 21. Probability and Statistics Work Book (a) Compute the estimates of the effects and their standard errors for this design. (b) Construct two-factor interaction plots and comment on the interaction of the factors. (c) Use the t ratio to determine the significance of each effect with .Comment on your findings. (d) Compute an approximate 95% CI for each effect. Compare your results with those in part (c) and comment. (e) Perform an analysis of variance of the appropriate regression model for this design. Include in your analysis hypothesis tests for each coefficient, as well as residual Exercise 4: (Tutorial 9, No.2) An experiment involves a storage battery used in the launching mechanism of a shoulder- fired ground-to-air missile. Two material types can be used to make the battery plates. The objective is to design a battery that is relatively unaffected by the ambient temperature. The output response from the battery is effective life in hours. Two temperature levels are selected, and a factorial experiment with four replicates is run. The data are as follows: 21
  • 22. Probability and Statistics Work Book Temperature (°F) Material Low High 1 13 15 2 70 0 5 0 74 18 8 58 0 2 2 13 11 9 10 8 0 6 4 (a) Compute the estimates 16 16 8 60 of the effects and their 8 0 2 standard errors for this design. (b) Construct two-factor interaction plots and comment on the interaction of the factors. (c) Use the t ratio to determine the significance of each effect with .Comment on your findings. (d) Compute an approximate 95% CI for each effect. Compare your results with those in part (c) and comment. (e) Perform an analysis of variance of the appropriate regression model for this design. Include in your analysis hypothesis tests for each coefficient, as well as residual analysis. State your final conclusions about the adequacy of the model. Compare your results to part (c) and comment. Exercise 5: 22
  • 23. Probability and Statistics Work Book An article in the IEEE Transactions on Semiconductor Manufacturing (Vol. 5, 1992, pp. 214-222) describes an experiment to investigate the surface charge on a silicon wafer. 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. The surface charge ( X1011 q/cm3) response data are shown. Test Position L R 1.66 1.84 Cleaning SD 1.90 1.84 Method 1.92 1.62 -4.21 -7.58 SRD -1.35 -2.20 -2.08 -5.36 (a) Compute the estimates of the effects and their standard errors for this design. (b) Construct two-factor interaction plots and comment on the interaction of the factors. (c) Use the t ratio to determine the significance of each effect with .Comment on your findings. (d) Compute an approximate 95% CI for each effect. Compare your results with those in part (c) and comment. (e) Perform an analysis of variance of the appropriate regression model for this design. Include in your analysis hypothesis tests for each coefficient, as well as residual analysis. State your final conclusions about the adequacy of the model. Compare your results to part (c) and comment. 23
  • 24. 10 Probability and Statistics Work Book Concept of Probability 00 Learning Outcome: The students should be able to understand the basic concept of probability, sample space, probability of events, counting rule; conditional probability; multiplication rule and Bayes theorem Exercise 1: Each message in a digital communication system is classified as to whether it is received within the time specified by the system design. If 3 messages are classified, what is an appropriate sample space for this experiment? Exercise 2: A digital scale is used that provide weights to the nearest gram. Let event A: a weight exceeds 11 grams, B: a weight is less than or equal to 15 grams, C: a weight is greater than or equal to 8 grams and less than 12 grams. What is the sample space for this experiment? and find (a) A U B (b) A’ (c) A ∩ B (d) (A U C)’ (e) A ∩ B ∩ C (f) B’ ∩ C 24
  • 25. Probability and Statistics Work Book Exercise 3: Samples of building materials from three suppliers are classified for conformance to air- quality specifications. The results from 100 samples are summarized as follows: Conforms Yes No R 30 10 Supplier S 22 8 T 25 5 Let A denote the event that a sample is from supplier R, and B denote the event that a sample conforms to the specifications. If sample is selected at random, determine the following probabilities: (a) P(A) (b) P(B) (c) P(B’) (d) P(AUB) (e) P(A ∩ B) (f) P(AUB’) (g) P( A B) (h) P( B A) 25
  • 26. Probability and Statistics Work Book Exercise 4: (Tutorial 10, No.1) The compact discs from a certain supplier are analyzed for scratch and shock resistance. The results from 100 discs tested are summarized as follows: Scratch Resistance High Low High 30 10 Shock Medium 22 8 Resistance Low 25 5 Let A denote the event that a disc has high shock resistance, and B denote the event that a disc has high scratch resistance. If sample is selected at random, determine the following probabilities: (a) P(A) (b) P(B) (c) P(B’) (d) P(AUB) (e) P(A ∩ B) (f) P(AUB’) (g) P( A B) (h) P( B A) Exercise 5: The reaction times ( in minutes) of a reactor for two batches are measured in an experiment. a) Define the sample space of the experiment. b) Define event A where the reaction time of the first batch is less than 45 minutes and event B is the reaction time of the second batch is greater than 75 minutes. c) Find A U B, A ∩ B and A’ d) Verify whether events A and B are mutually exclusive. 26
  • 27. Probability and Statistics Work Book Exercise 6: (Tutorial 10, No.2) When a die is rolled and a coin is tossed, use a tree diagram to describe the set of possible outcomes and find the probability that the die shows an odd number and the coin shows a head. Exercise 7: (Tutorial 10, No.3) A bag contains 3 black and 4 while balls. Two balls are drawn at random one at a time without replacement. (i) What is the probability that a second ball drawn is black? (ii) What is the conditional probability that first ball drawn is black if the second ball is known to be black? Exercise 8: An oil-prospecting firm plans to drill two exploratory wells. Past evidence is used to assess the possible outcomes listed in the following table: Event Description Probability A Neither well produces oil or gas 0.80 B Exactly one well produces oil or gas 0.18 C Both wells produce oil or gas 0.02 Find and give description for 27
  • 28. Probability and Statistics Work Book P ( A ∪ B ), P ( B ∪ C ) and P ( B' ) Exercise 9: In a residential suburb, 60% of all households subscribe to the metro newspaper published in a nearby city, 80% subscribe to the local paper, and 50% of all households subscribe to both papers. Draw a Venn diagram for this problem. If a household is selected at random, what is the probability that it subscribes to a) at least one of the two newspapers b) exactly one of the two newspapers Exercise 10: In a student organization election, we want to elect one president from five candidates, one vice president from six candidates, and one secretary from three candidates. How many possible outcomes? Exercise 11: Suppose each student is assigned a 5 digit number. How many different numbers can be created? Exercise 12: A chemical engineer wishes to conduct an experiment to determine how these four factors affect the quality of the coating. She is interested in comparing three charge levels, five 28
  • 29. Probability and Statistics Work Book density levels, four temperature levels, and three speed levels. How many experimental conditions are possible? Exercise 13: (Tutorial 10, No.4) A menu has five appetizers, three soup, seven main course, six salad dressings and eight desserts. In how many ways can a) A full meal be chosen? b) A meal be chosen if either and appetizer or a soup is ordered, but not both? Exercise 14: Ten teaching assistants are available to grade a test of four questions. Wish to select a different assistant to grade each question (only one assistant per question). How many possible ways can the assistant be chosen for grading? Exercise 15: Participant samples 8 products and is asked to pick the best, the second best, and the third best. How many possible ways? Exercise 16: Suppose that in the taste test, each participant samples eight products and is asked to select the three best products. What is the number of possible outcomes? 29
  • 30. Probability and Statistics Work Book Exercise 17: A contractor has 8 suppliers from which to purchase electrical supplies. He will select 3 of these at random and ask each supplier to submit a project bid. In how many ways can the selection of bidders be made? Exercise 18: Twenty players compete in a tournament. In how may ways can a) rankings be assigned to the top five competitors? b) the best five competitors be randomly chosen? Exercise 19: Three balls are selected at random without replacement from the jar below. Find the probability that one ball is red and two are black. Exercise 20: 30
  • 31. Probability and Statistics Work Book A university warehouse has received shipment of 25 printers, of which 10 are laser printers and 15 are inkjet models. If 6 of these 25 are selected at random by a technician, what is the probability that exactly 3 of those selected are laser printers? Exercise 21: There are 17 broken light bulbs in a box of 100 light bulbs. A random sample of 3 light bulbs is chosen without replacement. a) How many ways are there to choose the sample? b) How many samples contain no broken light bulbs? c) What is the probability that the sample contains no broken light bulbs? d) How many ways to choose a sample that contains exactly 1 broken light bulb? e) What is the probability that the sample contains no more than 1 broken light bulb? Exercise 22: (Tutorial 10, No.5) An agricultural research establishment grows vegetables and grades each one as either good or bad for taste, good or bad for its size, and good or bad for its appearance. Overall, 78% of the vegetables have a good taste. However, only 69% of the vegetables have both a good taste and a good size. Also, 5% of the vegetables have a good taste and a good appearance, but a bad size. Finally, 84% of the vegetables have either a good size or a good appearance. a) if a vegetable has a good taste, what is the probability that it also has a good size? b) if a vegetable has a bad size and a bad appearance, what is the probability that it has a good taste? 31
  • 32. Probability and Statistics Work Book Exercise 23: A local library displays three types of books entitled “Science” (S), “Arts” (A), and “Novels” (N). Reading habits of randomly selected reader with respect to these types of books are Read regularly S A N S∩A S∩N A∩N S∩A∩N Probability 0.14 0.23 0.37 0.08 0.09 0.13 0.05 Find the following probabilities and interpret a) P( S | A ) b) P( S | A U N ) c) P( S | reads at least one ) d) P( S U A | N) Exercise 24: (Tutorial 10, No.6) A batch of 500 containers for frozen orange juice contains 5 that are defective. Two are selected at random, without replacement, from the batch. Let A and B denote that the first and second selected is defective respective a) Are A and B independent events? b) If the sampling were done with replacement, would A and B be independent? 32
  • 33. Probability and Statistics Work Book Exercise 25: Everyday (Mon to Fri) a batch of components sent by a first supplier arrives at certain inspection facility. Two days a week, a batch also arrives from a second supplier. Eighty percent of all batches from supplier 1 pass inspection, and 90% batches of supplier 2 pass inspection. On a randomly selected day, what is the probability that two batches pass inspection? Exercise 26: The probability is 1% that an electrical connector that is kept dry fails during the warranty period of a portable computer. If the connector is ever wet, the probability of a failure during the warranty period is 5%. If 90% of the connectors are kept dry and 10% are wet, what proportion of connectors fail during the warranty period? 33
  • 34. Probability and Statistics Work Book Exercise 27: Computer keyboard failures are due to faulty electrical connects (12%) or mechanical defects (88%). Mechanical defects are related to loose keys (27%) or improper assembly (73%). Electrical connect defects are caused by defective wires (35%), improper connections (13%) or poorly welded wires (52%). Find the probability that a failure is due to i. loose keys ii. improperly connected or poorly welded wires. Exercise 28: During a space shot, the primary computer system is backed up by two secondary systems. They operate independently of one another, and each is 90% reliable. What is the probability that all three systems will be operable at the time of the launch? 34
  • 35. Probability and Statistics Work Book Exercise 29: A store stocks light bulbs from three suppliers. Suppliers A, B, and C supply 10%, 20%, and 70% of the bulbs respectively. It has been determined that company A’s bulbs are 1% defective while company B’s are 3% defective and company C’s are 4% defective. If a bulb is selected at random and found to be defective, what is the probability that it came from supplier B? Exercise 30: A particular city has three airports. Airport A handles 50% of all airline traffic, while airports B and C handle 30% and 20%, respectively. The rates of losing a baggage in airport A, B and C are 0.3, 0.15 and 0.14 respectively. If a passenger arrives in the city and losses a baggage, what is the probability that the passenger arrives at airport A? 35
  • 36. Probability and Statistics Work Book Exercise 31: A company rated 75% of its employees as satisfactory and 25% unsatisfactory. Of the satisfactory ones 80% had experience, of the unsatisfactory only 40%. If a person with experience is hired, what is the probability that (s)he will be satisfactory? Exercise 32: In a certain assembly plant, three machines, B1, B2, B3, make 30%, 45% and 25%, respectively, of the products. It is known from past experience that 2%,3% and 2% of the products made by each machine, respectively, are defective. Now, suppose that a finished product is randomly selected. i. What is the probability that it is defective? 36
  • 37. Probability and Statistics Work Book ii. If a product was chosen randomly and found to be defective, what is the probability that it was produced by machine B3? Exercise 33: (Tutorial 10, No.7) Three machines A, B and C produce identical items of their respective output 5%, 4% and 3% of the items are faulty. On a certain day A has produced 25%, B has produced 30% and C has produced 45% of the total output. An item selected at random is found to be faulty. What are the chances that it was produced by C? Exercise 34: (Tutorial 10, No.8) Suppose that a test for Influenza A, H1N1 disease has a very high success rate: if a tested patient has the disease, the test accurately reports this, a ’positive’, 99% of the time, and if a tested patient does not have the disease, the test accurately reports that, a ’negative’, 95% of the time. Suppose also, however, that only 0.1% of the population have that disease. 37
  • 38. Probability and Statistics Work Book (i) What is the probability that the test returns a positive result? (ii) If the patient has a positive, what is the probability that he has the disease? (iii) What is the probability of a false positive? Exercise 35: An insurance company charges younger drivers a higher premium than it does older drivers because younger drivers as a group tend to have more accidents. The company has 3 age groups: Group A includes those less than 25 years old, have a 22% of all its policyholders. Group B includes those 25-39 years old, have a 43% of all its policyholders, Group C includes those 40 years old and older, have 35% of all its policyholders. Company records show that in any given one-year period, 11% of its Group A policyholders have an accident. The percentages for groups B and C are 3% and 2%, respectively. (a) What is the probability that the company’s policyholders are expected to have an accident during the next 12 months? (b) Suppose Mr. Chong has just had a car accident. If he is one of the company’s policyholders, what is the probability that he is under 25? 38