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Chapter 9 – Modeling Breaking Strength with Dichotomous Data You are a statistician working for the Cry Your Eyes Out Tissue Company. The company wants to investigate the breaking strength distribution of tissues produced on an experimental production line. Due to limited funds, the equipment to make precise measurements of breaking strength is unavailable. Hence, you will perform a dichotomous data experiment to Investigate the breaking strength distribution, analyze the data, and make A formal report. Based on past studies, it is believed that the breaking Strengths may be well modeled by a logistic distribution. The logistic distribution function is , for - < x < +, for some constants and > 0. The p.d.f. of the logistic distribution is . x x e e x F 1 2 1 x x e e x f

Chapter 9 – Modeling Breaking Strength with Dichotomous Data You are a statistician working for the Cry Your Eyes Out Tissue Company. The company wants

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Page 1: Chapter 9 – Modeling Breaking Strength with Dichotomous Data You are a statistician working for the Cry Your Eyes Out Tissue Company. The company wants

Chapter 9 – Modeling Breaking Strength with Dichotomous Data

You are a statistician working for the Cry Your Eyes Out Tissue Company.The company wants to investigate the breaking strength distribution of tissues produced on an experimental production line. Due to limited funds, the equipment to make precise measurements of breaking strengthis unavailable. Hence, you will perform a dichotomous data experiment toInvestigate the breaking strength distribution, analyze the data, and make A formal report. Based on past studies, it is believed that the breaking Strengths may be well modeled by a logistic distribution. The logistic distribution function is , for - < x < +, for some constants and > 0.The p.d.f. of the logistic distribution is .

x

x

e

exF

1

21 x

x

e

exf

Page 2: Chapter 9 – Modeling Breaking Strength with Dichotomous Data You are a statistician working for the Cry Your Eyes Out Tissue Company. The company wants

The mean and variance of the distribution are and .

A graph of the p.d.f. is shown below for = -9 and = 1.5.

2

22

3

Page 3: Chapter 9 – Modeling Breaking Strength with Dichotomous Data You are a statistician working for the Cry Your Eyes Out Tissue Company. The company wants

Experimental Procedure

The measurement will involve determining whether a 1-ounce, egg-shaped

fishing weight dropped from a specific height falls through a two-ply tissue

that is clamped in a 7-inch embroidery hoop. The hoop is elevated onthree 12-ounce soft drink cans. Steps are given below:1. Separate the inner and outer hoops and gently stretch the tissue overthe inner hoop. Clamp the outer hoop around the inner hoop, makingsure that the tissue remains taut over the inner hoop, and place the hoopon top of the three cans. If the tissue tears during the process, discard it.2. Place a ruler perpendicular to the surface of the tissue, and place theweight next to the ruler so that the bottom of the weight is at apredetermined distance from the tissue. Release the weight. If theweight falls through, the measured value is “Yes”; otherwise, “No”.

Page 4: Chapter 9 – Modeling Breaking Strength with Dichotomous Data You are a statistician working for the Cry Your Eyes Out Tissue Company. The company wants

Experimental Procedure (Cont.)

3. Replace the tissue after each trial, whether or not the tissue tears.

4. Since we must have at least 2 distances to do our parameterestimation, we will use the distances 1 cm, 2 cm, 3 cm, and 4 cm,

with16 trials (tissues) at each distance. The data will be the number of

brokentissues at each distance.5. If we don’t get at least one tissue tear at a certain distance, then

we must add a column for drops from 5 cm. We must have at least two data columns with both “Yes”’s and “No”’s in them.

Page 5: Chapter 9 – Modeling Breaking Strength with Dichotomous Data You are a statistician working for the Cry Your Eyes Out Tissue Company. The company wants

Parameter Estimation

Parameter estimation will be done using the maximum likelihood method.

The log-likelihood function for this experiment is

,

where Yi = number of breaks at distance xi.

Differentiating with respect to each parameter and setting each derivative

equal to 0, we get a nonlinear system of two equations in two unknowns:

, and

.

k

i

xk

iii

iexYl11

1ln16;, x

01

1611

k

ix

xk

ii i

i

e

eY

01

1611

k

ix

xi

k

iii i

i

e

exxY

Page 6: Chapter 9 – Modeling Breaking Strength with Dichotomous Data You are a statistician working for the Cry Your Eyes Out Tissue Company. The company wants

These two equations may be solved numerically, using Newton’s method,

provided we have a set of initial approximate values for and . These

initial values may be found by substituting for in the equation

. Once we have these initial values, Newton’s

method involves iteratively solving the equation

16iY ixF

ii

i xxF

xF

1

ln

x

x

xx

xx

;,

;,

;,;,

;,;,

2

22

2

2

2

1

1

kk

kk

kkkk

kkkk

k

k

k

k

l

l

ll

ll

Page 7: Chapter 9 – Modeling Breaking Strength with Dichotomous Data You are a statistician working for the Cry Your Eyes Out Tissue Company. The company wants

to find the M.L.E.’s. We stop the iterative procedure when

and are less than some criterion value, such as 0.0000001.

Generally, the M.L.E.’s will be close to the initial values calculated above.

We may use SAS PROC LOGISTIC to do the estimation of the parameters.

Sample SAS code is given next.

kk 1

kk 1

Page 8: Chapter 9 – Modeling Breaking Strength with Dichotomous Data You are a statistician working for the Cry Your Eyes Out Tissue Company. The company wants

data one;input x n y;cards;1 16 22 16 43 16 64 16 13proc logistic; model y / n = x; run;

Page 9: Chapter 9 – Modeling Breaking Strength with Dichotomous Data You are a statistician working for the Cry Your Eyes Out Tissue Company. The company wants

After obtaining the M.L.E.’s for the parameters, we may assess the fit ofthe data to a logistic distribution by two general methods – graphical andinferential. 1)Graphical: We substitute the estimates into the formula for the c.d.f.and plot the result against distance, overlaying the points for the observedfailure proportions. These points should lie close to the graph of the c.d.f.2)Inferential: We want to test the null hypothesis that the c.d.f. has alogistic form against the alternative that it does not. The test statistic willbe a likelihood ratio test statistic,

,

k

i

Yi

Yi

k

i

Y

i

Y

i

k ii

ii

pp

xFxF

ppL

L

1

16

1

16

1*

ˆ1ˆ

;ˆ,ˆ1;ˆ,ˆ

ln2ˆ,,ˆ;ˆ,ˆ

ln2

x

Page 10: Chapter 9 – Modeling Breaking Strength with Dichotomous Data You are a statistician working for the Cry Your Eyes Out Tissue Company. The company wants

where . Under the null hypothesis, this test statistic has an

approximate chi-square distribution with d.f. = k-2.

16ˆ ii

Yp