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    STA2020F 2009Class Test 1

    Date: 27thMarch 2009 Time: 1 hour 30 minutesTotal marks: 70

    Instructions: Answer all the uestions in !our "lue answer "ook# $ouranswer shoul% "e T or F &or each uestion in section A an% a writtenanswer &or section '# There is no (enalt! &or incorrect answers in sectionA# A &ormula sheet an% the rele)ant statistical ta"les are (ro)i%e% at theen% o& this test (a(er#

    SECTION A: Total marks

    6

    State whether each of the following statements is true (T) or false (F). Eachquestion carries 1 mark.

    1) If we reject a null hypothesis at the 5 le!el of significance then we mayor may not reject it at the " le!el of significance.

    #) If the significance le!el of a test is state$ as %& then a p'!alue of .#5woul$ lea$ us to reject the alternate hypothesis for the test.

    %) n article in an anthropology journal reports a p'!alue of .*% for testing

    +, 0 = against +1, - . If the authors ha$ instea$ reporte$ a 5

    confi$ence inter!al for & then the inter!al woul$ not ha!e containe$ /ero.*) 5 confi$ence inter!al for is gi!en 0y (%& 5). If we were testing +,

    2 %.#& then we woul$ not reject the null hypothesis.5) If you were testing whether the mean ST1S mar3 for the stu$ents in

    the #5 class was the same for male an$ female stu$ents& theappropriate null an$ alternate hypotheses woul$ 0e, +, 4male- 4femalean$+1, 4male2 4female.

    ") ne of the a$!antages of using 67 instea$ of multiple t'tests to testfor a $ifference 0etween population means& is that the o!erall pro0a0ility ofma3ing a type I error is re$uce$.

    1

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    SECTION B: [Total marks 64]

    *uestion 1(a) 8hat are the assumptions of 679 :%;

    (0) 8hat is meant 0y the concept of interaction in a two factor factorial$esign9 :#;

    (c) 8hat are the $istinguishing features of the one factor 67 completely

    ran$omise$ $esign& ran$omise$ 0loc3 $esign& an$ two factor factorial

    $esign9 :%;

    ($) ;

    Sources o& +ariation %& Sum o&

    Suares

    Mean

    Suare

    F

    Factor # >Factor ? ## 11.

    ? interaction > 1Error %

    Total

    (e) 8ith reference the 67 summary ta0le a0o!e&

    I. t the .5 le!el of significance& what is the upper 'tail critical !alue

    from the F $istri0ution for the (1) interaction effect9& (#) factor

    effect9& an$ (%) factor ?9 :%;

    II. 8hat is your statistical $ecision with respect to the interaction effect9

    :1;

    ,Total marks 20-

    *uestion 2n e=periment was carrie$ out to compare fi!e $ifferent 0ran$s of automo0ile oilfilters with respect to their a0ility to capture foreign material. sample of ninefilters of each 0ran$ was use$& resulting in the following sample mean amounts,

    1 2 3 414.5, 13.8, 13.3, 14.3,x x x x= = = = an$ 5 13.1.x = The 67 ta0le 0elow

    summarises the first part of the analysis.

    2

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    Sources o& +ariation %& Sum o&Suares

    MeanSuare

    F

    Treatment (0ran$s) * 1%.%# %.%% %@.>*

    Error *

    %.5% .>>

    Total **

    1".>5

    (a) State the appropriate null an$ alternati!e hypotheses. :#;

    (0) Test at the .5 le!el of significance for any $ifferences in the true

    a!erage a0ility to capture foreign material $ue to the $ifferent filter 0ran$s.

    :#;

    (c) 8hat is a A'7alue of a hypothesis test9 :1;

    ($) 8hen $oes a A'7alue pro!i$e e!i$ence against the null hypothesis9 :#;

    (e) Estimate the A'7alue of the e=periment a0o!e an$ comment on the result.

    :*;

    (f) Bsing Tu3eyCs metho$& at the .5 le!el of significance& perform a multiple

    comparisions analysis to i$entify significant $ifferences among 0ran$s.

    8hat is your conclusion9 :5D1;

    (g) 8hy woul$ Tu3eyCs proce$ure 0e preferre$ to FisherCs S metho$9 :%;

    ,Total marks 20-

    *uestion 3ata were collecte$ a0out the performance of chil$ren in 1* schools. Thechil$ren too3 an aptitu$e test 0efore going to the schools& an$ then they sat anational test in mathematics fi!e years later. The researchers e=pecte$ there to0e a relationship 0etween a chil$Gs scores in these two tests. The mean scores

    were presente$ for each of the schools& an$ are gi!en in the ta0le 0elow.

    School Mean score on aptitude test Mean score on mathematicstest

    1 @." **."

    # "1.5 51.

    % "@.% 5.#

    * @.% >5.@

    5 "5.# 5%."

    3

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    " "*.% 5".1

    @ "@.5 *#.>

    > ".# 5#.#

    "". %.1

    1 >.5 @*.@

    11 5#.* *1."

    1# @.* *.*

    1% "*.# 5%.@

    1* ">.* %."

    portion of output from the fitting of a simple linear regression mo$el is gi!en0elow& with some entries $elete$,

    Hoefficient

    SE T'Stat

    A'7alue

    Honsta

    nt

    '#".1* #.1* '. .%>@

    ptitu$e

    1.1@%# .*%#@

    nalysis of 7ariance

    Sources o& +ariation %& Sum o&

    Suares

    Mean

    Suare

    F P-

    +alueegression 1 #1.* #1.* @.%

    5.1

    Error 1#

    15*.# 1#5.%

    Total 1%

    #*#5."

    (a) 8rite $own the equation of the fitte$ mo$el. Try to gi!e an

    interpretation of the two parameter estimates in the fitte$ mo$el. :%;

    (0) Halculate the coefficient of $etermination an$ interpret this figure. :#;

    (c) +ence fin$ AearsonCs correlation coefficient 0etween the !aria0les.

    Test this correlation coefficient for significance. :5;

    ($) Houl$ the true regression line pass through the origin9 E=plain your

    answer 0y referring to the output a0o!e. :#;

    4

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    (e) Houl$ the true slope of the regression line 0e /ero9 Harry out the

    appropriate test& gi!ing a p'!alue (as far as the ta0les will allow) in your

    conclusion. :*;

    (f) Fin$ the resi$ual associate$ with the first school in the sample. :#;

    (g)

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    &o'u(ns SS*+ ) 1 MS*+ MS*+/MSE F, )-1. n-)$nter)t!on SS*B+ *) 1+*$ 1+ MS*B+ MS*B+/MSE F,*)-1+* $-1+. n-)$!t"!n SSE n )$ MSETOTAL SS(Total) n !

    F"s#$r%s LS&:/ 2,

    1 1n k

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    +

    'on$rron" A*ustm$nt:/ 2 ,

    1 1, * 1+ / 2

    E C n k

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    + =

    , ,

    1 1Tukes &r!t!.)' #)nge

    2k

    i j

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    n n

    = +

    w"ere n k=

    S"mpl$ L"n$ar +$,r$ss"on:

    -$asur$s o asso."at"on:

    OLS $st"mat"on:

    T$st"n, t#$ .orr$lat"on .o$"."$nt: Stanar $rror o $st"mat$:

    /r$".t"on "nt$ral:

    2

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    * +1 1

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    n

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    xy i i x i

    xy xy

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    xx ySS x x y y xy SS x x x

    n n

    SS SS X Y r

    n SS SS

    = = = =

    = =

    11 0 12

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    * +* +.o3* , +

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    n

    i ixyi

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    x x y ySS X Y

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    = = = =

    2

    2 6 2

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    n SSE t r n s

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    = =

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    -ult"pl$ r$,r$ss"on:

    Stanar $rror o $st"mat$:

    1

    SSEs

    n k =

    1o$"."$nt o mult"pl$ $t$rm"nat"on: [ ]

    2

    2 22 2 2o* , + 1

    * +x y iX Y SSER or R

    s s y y= =

    1o$"."$nt o part"al $t$rm"nat"on:R F

    R

    SSE SSE

    SSE

    /art"al F t$st:

    * + /R F

    F

    SSE SSE r

    MSE

    +$,r$ss"on ANOVA tal$:

    df SS MS F Sig F

    #egress!on k SS# MS# 6 SS#/k MS#/MSE 7*Fk, n-k-1 F+

    #es!u)' n-k-1 SSE MSE 6 SSE/*n-k-1+TOTAL n! SST

    Tt$st stat"st".: 45 6 1

    i

    i i

    b

    bt n k

    s

    =

    9

    2

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    /* 1+:uste 1

    * + /* 1+i

    SSE n k R

    y y n

    =

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