UPPSALA UNIVERSITET TENTAMEN I MATEMATISK STATISTIK

Matematiska institutionen Regressions- och variansanalys, 10 hp

Sven Erick Alm 2008-12-15

Grades 3, 4 and 5 require 18p, 25p and 32p respectively, including bonus points.
Permitted aids: Design and Analysis of Experiments by D.C. Montgomery, pocket calculator.

1. A laboratory, with a large number of chemists, is interested in determining the amount,

µ, of a certain substance in a solution. The error in the procedure consists of a pure
random error but also an error that is explained by variation among the chemists. To
get an idea on the relative sizes of the two error types the following experiment was
performed. Four randomly chosen chemists make three determinations each on the same
solution. Result:
Chemist
1 84.99 84.04 84.38
2 85.15 85.13 85.12
3 84.72 84.48 85.16
4 84.20 84.10 84.55
P 2
Computation aid: y = 86 026.7868.
(a) Formulate a suitable model and test whether there is any significant difference
between chemists. (3p)
(b) Compute a 99% confidence interval for µ. (2p)
(c) Let p be the proportion of the total variance for a determination that is caused by
variation between chemists. Compute a 90% confidence interval for p. (3p)

2. The current in an electronic system is examined under four different setups (A1 , . . . , A4 ).
However, the measurements were affected by the main voltage in the laboratory. This
varied in a similar way during each workday (mainly due to the usage pattern of indu-
stries in the area), and the level could also vary between workdays.
To take these variations into account, the following design was used:
Tuesday Wednesday Thursday Friday
9 am A1 A2 A3 A4
11 am A3 A4 A1 A2
2 pm A2 A3 A4 A1
4 pm A4 A1 A2 A3
Result:
TuesdayWednesday Thursday Friday
9 am 116 108 126 122
11 am 111 124 122 110
2 pm 106 115 126 109
4 pm 127 125 116 127
P 2
Computation aid: y = 224 118.
(a) What is this design called? (1p)
(b) Formulate an appropriate model and perform an analysis of variance. (4p)
(c) Perform pairwise comparisons between setups with 95% simultaneous confidence
level. (4p)
Please turn over!
3. How much heat is generated, when cement hardens, depends on the amounts of two
components, C1 and C2 , in the cement mix. The heat (yi ) is given in cal/g and the
amounts of C1 (x1i ) and C2 (x2i ) in weight percent. The following values were obtained:
x1i 7 1 11 11 7 11 3 1 2 21 1 11 10
x2i 26 29 56 31 52 55 71 31 54 47 40 66 68
yi 78.5 74.3 104.3 87.6 95.9 109.2 102.7 72.5 93.1 115.9 83.8 113.3 109.4

With the usual notation, the following sums were obtained:

S11 = 415.23, S22 = 2905.69, S12 = 251.08,

S1y = 775.96, S2y = 2292.95, Syy = 2715.76.

(a) Estimate the parameters in the regression plane Y = β0 +β1 x1 +β2 x2 and compute
the coefficient of determination, R2 , for the model. (4p)
(b) Test the hypotheses H1 : β1 = 0 and H2 : β2 = 0. (3p)
(c) Test the hypothesis: H0 : β1 = 2β2 . (3p)

4. Three levels, coded −1, 0 and 1, were chosen for each of two regressors, x1 and x2 , so
that 9 observations were obtained by all combinations of x1 and x2 . The model chosen
was the complete third order model, i.e. with constant term and all possible first, second
and third order terms.

(a) How many parameters does the model contain? (1p)

(b) For the analysis, a computer program was used to compute the parameter estimates
through b = (X T X)−1 X T Y . The program would not compute b. Why? (2p)
(c) After having despaired for a while, the test conductor formulated a new model (still
of third order) only in the variable x1 , which was assumed to be more important
than x2 . Again the program failed in computing b. Why? (2p)

5. The object is to study six factors (A,. . .,F) each with two levels (low/high). For economic
reasons it is not possible to observe all factor combinations, so that only the following
sixteen are observed:

(1), df, cef, cde, bef, bde, bc, bcdf, ae, adef, acf, acd, abf, abd, abce, abcdef.

(Here, the standard notation is used, so that x denotes that the factor X is at its high
level and (1) that all factors are low.)

(a) Determine the defining relations for this design. What is this design called? (3p)
(b) What is the resolution of this design? (1p)
(c) What assumptions on the interactions are necessary in order to test whether all
main effects are zero? How many degrees of freedom will the test variable have?
(3p)
(d) What can be said about the pairwise interactions? (1p)

Good luck!