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Date ofExamination: .11.11 {FN/AN) Time: 3 hours Full lVlarl\:s: 50 No. of Students: 25
Autumn (End) Semester, 2011-2012 Department: Mathematics Subject No. ~1A51109
IVyr.l\II.Sc. {l\1aths. and Computing!Eco) Subject Name: Computational Statistics
Instructions: This question paper consists of Seven (7) questions. Attempt aU questions.
Use of calculator and Statistical tables is allowed.
1. (a) A multiple linear regression with 4 regressor variables and 25 observations produced the
ANOVA table. Complete the ANOV A table and test the hypothesis of no linear regression
at a= 0.05.
Source ss df MS F
Regression 9575
Enor --
-- f--
Total 10312
2. Consider a 26 factorial experiment. Using detining contrasts ABDE, BCDE, and ABC
constmct the suitable number of blocks showing appropriate treatment combinations in each
block what other factorial effects are confmmded? [7]
4. Use the method of least squares to fit a line for the full owing data and answer the related
questions:
I; I ~ I ~ I ~ I ~ I io I ~21
(i) Estimate the regression curve F Ylx = Po+ P1 x. Find the 90% confidence interval on
11 Y/x when x = 3.5. Also find 90% prediction interval on y when x = 3.5.
~
5. (a) In case of simple linear regression model, describe a procedure for testing:
Ho: True regression line is linear, vs H1: True regression line is not linear.
(b) In case of multiple linear regression model describe the procedure for Extra smn of
square test and discuss its utility. [7]
6. Consider the multiple linear regression model Y =X p + E where Y(nxJ), ~nxp) and E(nxl)
(p=k+ 1). Obtain the least square estimator of p. By making suitable assumptions on Ei' s
obtain the maximum likelihood estimator of p. Are the MLE and least square estimators are
same? Further find its expected value and its variance-covariance matrix. Suggest a 100(1-
a)% confidence interval for ~i 's. [7]
7. Set up normal equation for the model ~YixL x2 = Bo + B1 x, + ~2X2 and solve using the
following data:
~jl 2 3
,.,
I Xj j2 .) 3
l X213 2 5