252y0622 11/8/06 ECO252 QBA2 SECOND HOUR EXAM November 8, 2006 Name KEY Circle Hour of Class Registered MWF2, MWF3, TR12:30, TR2 Show your work! Make Diagrams! Exam is normed on 50 points. Answers without reasons are not usually acceptable. I. (8 points) Do all the following. Make diagrams! x ~ N 19, 9 - If you are not using the supplement table, make sure that I know it. 35 19 10 19 z P 1.00 z 1.78 P1.00 z 0 P0 z 1.78 1. P10 x 35 P 9 9 .3413 .4625 .8038 For z make a diagram. Draw a Normal curve with a mean at 0. Indicate the mean by a vertical line! Shade the area between -1.00 and 1.78. Because this is on both sides of zero we must add together the area between -1.00 and zero and the area between zero and 1.78. If you wish, make a completely separate diagram for x . Draw a Normal curve with a mean at 19. Indicate the mean by a vertical line! Shade the area between 10 and 35. This area includes the mean (19), and areas to either side of it so we add together these two areas. 2 19 Pz 1.89 P1.89 z 0 Pz 0 .4706 .5 .9706 2. Px 2 P z 9 For z make a diagram. Draw a Normal curve with a mean at 0. Indicate the mean by a vertical line! Shade the entire area above -1.89. Because this is on both sides of zero we must add together the area between -1.89 and zero and the entire area above zero. If you wish, make a completely separate diagram for x . Draw a Normal curve with a mean at 19. Indicate the mean by a vertical line! Shade the entire area above 2. This area includes the mean (19), and areas to either side of it so we add together these two areas. 19 19 0 19 z P 2.11 z 0 .4826 3. P0 x 19 .00 P 9 9 For z make a diagram. Draw a Normal curve with a mean at 0. Indicate the mean by a vertical line! Shade the area between -2.11 and zero. Because this is completely on the left of zero and touches zero, we can simply look up our answer on the standardized Normal table. If you wish, make a completely separate diagram for x . Draw a Normal curve with a mean at 19. Indicate the mean by a vertical line! Shade the area between 0 and 19. This area includes the mean (19), but does not include any points to the right of the mean, so that we neither add nor subtract. x.065 (Do not try to use the t table to get this.) For z make a diagram. Draw a Normal curve with a mean at 0. z .065 is the value of z with 6.5% of the distribution above it. Since 100 – 6.5 = 93.5, it is also the 93.5th percentile. Since 50% of the standardized Normal distribution is below zero, your diagram should show that the probability between z .065 and zero is 93.5% - 50% = 43.5% or P0 z z.065 .4350 . The closest we can come to this is P0 z 1.51 .4345 . (1.52 is also acceptable here.) So z .065 1.51 . To 4. get from z .065 to x.065 , use the formula x z , which is the opposite of z x . x 19 1.519 32.59 . If you wish, make a completely separate diagram for x . Draw a Normal curve with a mean at 7. Show that 50% of the distribution is below the mean (7). If 6.5% of the distribution is above z .065 , it must be above the mean and have 43.5% of the distribution between it and the mean. 32 .59 19 Check: Px 32.59 P z Pz 1.51 Pz 0 P0 z 1.51 9 .5 .4355 .0645 6.5% 1 252y0622 11/8/06 II. (22+ points) Do all the following? (2points each unless noted otherwise). Look them over first – the Note the following: 1. This test is normed on 50 points, but there are more points possible including the take-home. You are unlikely to finish the exam and might want to skip some questions. 2. A table identifying methods for comparing 2 samples is at the end of the exam. 3. If you answer ‘None of the above’ in any question, you should provide an alternative answer and explain why. You may receive credit for this even if you are wrong. 4. Use a 5% significance level unless the question says otherwise. 5. Read problems carefully. A problem that looks like a problem on another exam may be quite different. computer problem is at the end. 1. A company gives an exam to graduates of quality control programs in two plants samples of scores are as follows: Boston 78 82 66 69 85 Atlanta 50 66 69 85 a. Compute the sample variance for Boston – Show your work! The sample mean and standard deviation for Atlanta are 67.50 and 14.34. (2) b. Is there a significant difference between the scores in the two plants? You may assume that variances are equal. State your hypotheses! (2) Solution: x12 x1 Row 1 2 3 4 5 78 82 66 69 85 380 x 1 6084 6724 4356 4761 7225 29150 380 , x 2 1 x1 x1 x1 x 1 2 2 6 -10 -7 9 0 4 36 100 49 81 270 29150 , n1 5 x1 s12 x 1 n x 2 1 x 1 380 76 .00 5 nx12 n 1 x1 2 n 1 29150 576 .00 2 4 270 .00 67 .5 4 s1 67 .50 8.216 Solution: The formula table gives us the formulas below. (Method D2 – Comparison of two means with samples coming from populations with similar variances.) Interval for Confidence Hypotheses Test Ratio Critical Value Interval Difference H 0 : D D0 * D d t 2 s d d cv D0 t 2 s d d D0 t between Two H 1 : D D0 , sd 1 1 Means ( sd s p D n1 1s12 n2 1s22 1 2 n n 2 unknown, 1 variances assumed equal) 2 sˆ p n1 n2 2 DF n1 n2 2 n1 5 , x1 76.00 s12 67.50 , n 2 4 , x 2 67 .50 and s12 14 .34 2 205 .64 H 0 : 1 4 DF n1 1 n2 1 4 3 7 n1 n2 2. Our hypotheses are or H 1 : 1 4 H 0 : 1 2 0 H 0 : D 0 or if D 1 2 , . d x1 x 2 76.00 67.50 8.50 . H : 0 2 1 1 H 1 : D 0 2 252y0622 11/8/06 sˆ 2p n1 1s12 n2 1s 22 n1 n 4 2 467 .50 3205 .64 126 .703 . This is the pooled variance. 7 sˆ p 11.256 . .05 so t.7025 2.365 . s d sˆ p 1 1 1 1 1 1 9 126 .703 126 .703 57.016 7.551 . Recall that sˆ 2p n1 n 2 5 4 20 n1 n 2 our alternate hypothesis is H 1 : D 0 so this is a two-sided test. You may have said 1 1 126 .703 5 4 126 .703 0.2000 0.2500 57 .016 7.551 Test Ratio: t x x 2 10 20 d D0 . or t 1 sd sd If this test ratio lies between t.7025 2.365 , do not reject H 0 . t d D0 8 .5 0 1.126 . Make a sd 7.551 diagram with zero in the middle showing shaded ‘reject’ regions below -2.365 and above 2.365. Since – 1.126 does not fall in the 'reject' region, do not reject H 0 . Or you can say that, since 1.126 falls between 7 t .05 1.895 and t.7025 2.365 , for a one-sided test, .025 p value .05 . But this is a two-sided test so that .05 p value .10 Since the p-value is above .05 , do not reject H 0 . Critical Value: d CV D0 t 2 s d or x1 x 2 CV 10 20 t 2 s d . For a two-sided test we want two critical values above and below D0 0. If d x1 x 2 is between the critical values, do not reject H 0 . d CV D0 t 2 s d 0 2.365 7.551 17 .858 . Make a diagram with 0 in the middle showing shaded ‘reject’ regions below -17.858 and above 17.858. Since d 8.50 does not fall in the 'reject' region, do not reject H 0 . Confidence Interval: D d t 2 s d . We already know that t s d 2.3657.551 17.858 so we can say 2 D 8.5 17.858 or 9.35 D 26.36 . Make a diagram with 8.5 in the middle. Represent the confidence interval by shading the area between -9.35 and 26.36. Since zero is in this area, do not reject H 0 . Or simply note that the error part of the confidence interval is larger that the sample mean difference so the interval must include zero. 3 252y0622 11/8/06 Exhibit 1 The director of the MBA program of a state university wanted to know if a year of MBA work would change the proportion among potential students who would perceive the program as being good. A random sample of 215 incoming students is compared with a random sample of 215 second-year students. Of the first group 164 students viewed the program as ‘good.’ Of second year students 130 viewed the program as ‘good.’ She wishes to see if the fraction that considered the program ‘good’ has fallen. 2. Referring to Exhibit 1, which test should she use? (2) 2 a) -test for difference in proportions b) *Z-test for difference in proportions c) McNemar test for difference in proportions d) Wilcoxon rank sum test 3. Referring to Exhibit 1, what is the null hypothesis? (2) Solution: Solution: She wants to know if p 2 p1 which is the same as H 1 : p1 p 2 . So we have H 0 : p1 p 2 or H 0 : p 2 p1 4. Referring to Exhibit 1, what is the value of the computed test statistic? (4) [6] H : p p H : p p 0 H : p 0 0 1 2 2 or 0 1 or if p p1 p 2 , 0 are implied. If you use H : p p H : p p 0 2 2 1 1 1 1 H 1 : p 0 H 0 : p 0 p p 2 p1 we have H 1 : p 0 164 130 164 130 164 130 294 p1 .76279 p 2 .60465 p 0.15814 p 0 .68372 215 215 215 215 215 430 2 .00201154 .04485 215 p .68372 .31627 For the first definition z 5. p p 0 p 0.15814 3.526 .04485 Referring to Table Exhibit 1, what is the p-value of the test statistic? (2) [8] Solution: The approximate p-value will be, since this is a right sided test Pz 3.53 Pz 0 P0 z 3.53 .5 .4998 .0002 4 252y0622 11/8/06 Exhibit 2 (Dummeldinger) A researcher took a random sample of n graduates of MBA programs, which included n1 women and n 2 men. Their starting salaries were recorded. Use 1 and/or 1 for population parameters for women and 2 and/or 2 for men. .10 The sample yields following data. x 2 50200 .00 s 2 13557 .29 x1 48266 .70 s1 15678 .01 and . n1 n 2 200 . The researcher wants to show that men have a higher mean starting salary than women. Assume that these are independent samples. Hint: To preserve both our sanity, move the decimal point three places to the left in both the means and standard deviations. You will be working in thousands but will get the same value for the test ratio. We want to see if the means or medians, as appropriate, are different. Assume that these are independent samples from population with a Normal distribution and that 12 22 . 6. Referring to Exhibit 2, if D 1 2 what is the null hypothesis? (1) a) D 0 b) D 0 c) D 0 d) * D 0 e) D 0 f) None of the above. (Give the correct one!) Explanation: It says ‘men have a higher mean starting salary than women.’ This is 1 2 or D 0 . Because this does not contain an equality, it must be an alternate hypothesis! 7. Referring to Exhibit 2, if we do not have a computer available, which of the following methods would be most practical (and correct) for you to use? (2) a) *z- test comparing two means b) t- test comparing two means assuming equal variances c) t- test comparing two means not assuming equal variances d) t- test comparing two means for paired data e) z- test comparing two proportions f) None of the above . (Give the correct one!) [17] 8. Referring to Exhibit 2, assume that the correct alternate formula for a critical value is d cv D0 t 2 s d , where t can be replaced by z for one method. What is the value of sd ? (3) [20] Solution: The formula table says. Difference between Two Means ( known) D d z 2 d d 12 n1 22 n2 H 0 : D D0 * H 1 : D D0 , D 1 2 z d D0 d d cv D0 z d d x1 x 2 For large samples replace by s . d s12 s 22 15 .67801 2 13 .55729 2 1.2290 0.9190 2.148 =1.4656 200 200 n1 n 2 5 252y0622 11/8/06 9. Referring to Exhibit 2, and the previous problems, what is the value of the test ratio that we would use to test your hypothesis? (2) H 0 : 1 2 H0 : D 0 x1 48266 .70 Solution: Our hypotheses are or where D 1 2 and s1 15678 .01 H 1 : 1 2 H1 : D 0 x 2 50200 .00 s 2 13557 .29 . n1 n 2 200 and d 48.26670 50.20000 1.9333 . This is a left sided test. d D0 1.9333 s12 s 22 1.320 =1.4656 so z d 1.4656 n1 n 2 d 10. Referring to Exhibit 2, and the previous problems, assuming that your null hypothesis is correct, do you reject the null hypothesis? Why? (2) [24] Solution: z .05 1.645 , z .10 1.282 This is a left-sided test with .10 . If we use a test ratio the rejection region is below -1.282. Since our value of z is in the rejection region, reject the null hypothesis! If you use a critical value, you want a critical value below zero so d cv D0 z d becomes d cv 0 1.2821.4656 1.8789 and our rejection region is below this point. Since d 48.26670 50.20000 1.9333 is in the rejection zone reject the null hypothesis. The Minitab run follows. MTB > TwoT 200 48266.70 15678.01 200 50200 13557.29; SUBC> Alternative -1. Two-Sample T-Test and CI Sample N Mean StDev SE Mean 1 200 48267 15678 1109 2 200 50200 13557 959 Difference = mu (1) - mu (2) Estimate for difference: -1933.30 95% upper bound for difference: 483.16 T-Test of difference = 0 (vs <): T-Value = -1.32 P-Value = 0.094 DF = 389 11. (Extra credit) compute a two-sided confidence interval for the ratio of the two variances in the previous problem. (3) Solution: The formulas given in the first article in the syllabus supplement is s12 12 s12 ( n2 1, n1 1) s 22 22 s 22 ( n1 1, n2 1) 1 1 F F or s12 Fn2 1,n1 1 12 s12 2 s 22 Fn1 1, n2 1 22 s 22 2 2 x1 48266 .70 s1 15678 .01 s 22 s12 2 and x 2 50200 .00 s 2 13557 .29 . n1 n 2 200 s1 s2 1.1564 so 12 1.1564 2 1.3372 s2 s2 1 199,199 . This should be very close to F 200, 200 1.26 0.7478 Because .10 we need F.05 .05 1.3372 so the intervals are 1.3372 2 2 1 1 12 1.3372 1.26 or 0.7478 22 0.7478 1.26 1.26 2 1.26 1 6 252y0622 11/8/06 Exhibit 3 You drive a New York avenue with 25 traffic lights on it. You suspect that this is equivalent to playing a game with a constant probability of success (There are 25 tries.) You record the number of red lights you hit on 50 trips up the avenue and from the data you come to the conclusion that the (sample) probability of success is .5. You use a binomial table p .5, n 25 to figure out the probabilities of getting various numbers of red lights on a single run and then you record the number of times you get these numbers of red lights during the 50 trips up the avenue. The left column is copied from my cumulative binomial table. The next column comes from differencing the first column. The third column is the second column multiplied by 50. The fourth column gives the numbers actually observed. The last two columns show the process of making the observed data into a cumulative distribution. E O Cum O Cum O n 5.7380 6 6 .120 Px 9 0.11476 Px 9 0.11476 Px 10 0.21218 Px 11 0.34502 Px 12 0.50000 Px 13 0.65498 Px 14 0.78782 Px 15 0.88524 Px 25 1.00000 Px 10 0.09742 Px 11 0.13284 Px 12 0.15498 Px 13 0.15498 Px 14 0.13284 Px 15 0.09742 Px 16 0.11476 4.8710 8 14 .280 6.6420 6 20 .400 7.7490 4 24 .480 7.7490 6 30 .600 6.6420 6 36 .720 4.8710 8 44 .880 5.7380 6 50 1.00 12. Referring to Exhibit 3. The correct way to test for the distribution cited is: (2) a) Kolmogorov-Smirnoff Test b) Lilliefors Test c) Chi-squared test with 8 degrees of freedom d) Chi-squared test with 7 degrees of freedom e) *Chi-squared test with 6 degrees of freedom f) z test for a proportion g) None of the above. (Give the correct one!) [26] Explanation: KS cannot be used because we have estimated a parameter from the data. 8 lines would normally give us 7 degrees of freedom, but we lose a degree of freedom when we estimate a parameter from the data. . 13. Referring to Exhibit 3. Assume that your choice of method in the previous problem is correct. Carry out the test. (4) Solution: H 0 : Binomial O E 2 [30]O 2 IndivP E O CumO Fo CumP E O E E Row 1 2 3 4 5 6 7 8 0.11476 0.21218 0.34502 0.50000 0.65498 0.78782 0.88524 1.00000 0.11470 0.09742 0.13284 0.15498 0.15498 0.13284 0.09742 0.11476 5.738 6 4.871 8 6.642 6 7.749 4 7.749 6 6.642 6 4.871 8 5.738 6 50.000 50 6 14 20 24 30 36 44 50 0.12 0.28 0.40 0.48 0.60 0.72 0.88 1.00 -0.262 -3.129 0.642 3.749 1.749 0.642 -3.129 -0.262 0.000 0.01196 2.00999 0.06205 1.81378 0.39476 0.06205 2.00999 0.01196 6.37655 6.2740 13.1390 5.4201 2.0648 4.6458 5.4201 13.1390 6.2740 56.3765 50.0000 6.3765 Notice that the 5% chi-squared on the table for 6 df is 12.5916. I have computed chi-squared both ways and it is pretty evident that since our computed value is less than the table value, we cannot reject the null hypothesis. 7 252y0622 11/8/06 14. An exit poll of 613 voters in Hotzeplotz yields the following results. Conservative Moderate Liberal Sum Voted Democrat 100 156 143 399 Voted Republican 127 72 15 214 Sum 227 228 158 a) A political expert has stated that the electorate is equally divided among the three ideological groups. What would our E column be if this is true? (1) b) Put together an O column and do a chi-square test of the hypothesis that the political expert has mentioned. (3) c) Do a confidence interval for the difference between the proportion of Democrats that are conservatives and the proportion of Republicans that are conservatives. a) I got E by multiplying 613 by 1 . 3 b) H 0 : Uniformity Row O p 1 2 3 227 228 158 613 0.333333 0.333333 0.333333 1.00000 E 204.333 204.333 204.333 613.000 OE 22.6667 23.6667 -46.3333 0.0000 O E 2 E 2.5144 2.7412 10.5063 15.7618 O2 E 252.181 254.408 122.173 628.762 b) H 0 : Uniformity O E 2 O2 n . Both of these two formulas are shown above. There is no reason E E O E 2 15.7618 or to do both. DF r 1 2 . So we have 2 E 2 O 2 n 628 .762 613 15.762 . Since .205 5.9915 we reject the null hypothesis. E 2 or 2 c) The Formula Table says the following. Interval for Confidence Hypotheses Interval Difference H 0 : p p 0 p p z 2 s p between H 1 : p p 0 p p1 p 2 proportions p 0 p 01 p 02 p1 q1 p 2 q 2 q 1 p s p or p 0 0 n1 n2 Test Ratio z p p 0 p If p 0 p p 01q 01 p 02 q 02 n1 n2 Or use n1 399 , x1 100 , p1 s p Critical Value pcv p0 z 2 p If p 0 1 1 n1 n 2 p p 0 q 0 p0 n1 p1 n 2 p 2 n1 n 2 pq .2506 .7494 100 .2506 and 1 1 .00047068 399 n1 399 n 2 214 , x 2 127 , p 2 p q .5935 .4065 127 .00112737 .5935 and 2 2 n2 214 214 If p p1 p 2 a 95% confidence interval would be p ( p1 p 2 ) z.025 s p .2506 .5935 1.960 .00047068 .00112737 .3429 1.960 .00159805 .3429 1.960 0.03997 .3429 .0783 . Certainly significant. d) Make an 87% confidence interval for the same difference. Do not use the t table. Solution: This is the easiest problem on the exam. All you need to know is z .065 1.51 , which you found on page 1. 8 252y0622 11/8/06 15. (Abramovic) Two independent samples, one of ten randomly selected women and the second of ten randomly selected men are shown below. (Compare with question on 252y0621) Female Male 1 467 514 2 470 512 3 470 470 4 465 409 5 466 507 6 461 505 7 460 502 8 459 501 9 449 495 10 446 497 If we wish to show that male results exceed female results and suspect that the underlying distribution is not Normal. We should use: (2) a) Sign Test b) *Wilcoxon-Mann-Whitney Test for independent samples c) Wilcoxon signed rank test d) t-test for paired data e) t-test for independent samples with equal variances. f) F-test. g) None of the above. (Give the correct one!) 16. Turn in your computer output for the first problem only. To get full credit it must be noted what hypotheses were tested and what were the results. Use a 5% significance level. (4) [41] 9 252y0622 11/8/06 ECO252 QBA2 SECOND EXAM November 7-8 TAKE HOME SECTION Name: ____KEY________________ Student Number: _________________________ Class days and hour: _________________________ III. Do at least 3 problems (at least 7 each) (or do sections adding to at least 20 points - Anything extra you do helps, and grades wrap around) . Note: Look at 252thngs (252thngs) on the syllabus supplement part of the website before you start (and before you take exams). Show your work! State H 0 and H 1 where appropriate. You have not done a hypothesis test unless you have stated your hypotheses, run the numbers and stated your conclusion.. (Use a 95% confidence level unless another level is specified.) Answers without reasons usually are not acceptable. Neatness and clarity of explanation are expected. This must be turned in when you take the in-class exam. Note that from now on neatness means paper neatly trimmed on the left side if it has been torn, multiple pages stapled and paper written on only one side. 1. Row 1 2 3 4 5 6 7 8 9 10 11 12 13 14 A bank is testing various ways to serve walk-in customers. It tries 10 different new ways to organize this service and gets the following results. Each result can be considered as a random sample of 14 times that it takes a teller to serve ten walk-in customers. The data is presented below. Method 1 is the method currently in use. You are asked to compare method 1 with one other method by comparing the mean or median time it takes to serve the customers and to find out if there is a significant difference between the methods. On the basis of your results you can conclude that i) the old method is better, ii) the new method is better or iii) more information is needed to make a decision. The second method to compare to method 1 is determined by the second to last digit of your student number: if it is 0 use method 10; if it is 1 use method 11. If it is 2, 3, 4 etc use the method with the corresponding number. Label this problem clearly with the number of the method that you are comparing with Method 1. Method 1 2.9 3.9 2.6 3.1 3.9 2.6 3.3 3.0 3.5 3.1 3.2 2.4 4.0 4.3 2 2.8 2.6 2.6 2.9 2.9 2.8 2.3 2.4 2.0 2.5 2.4 2.0 4.1 4.3 3 2.6 2.7 3.2 2.8 3.6 2.1 2.3 2.6 2.6 2.9 2.4 2.3 0.5 4.7 4 7.7 2.9 4.3 2.7 3.4 4.4 5.5 3.4 3.4 3.5 4.0 3.4 4.1 3.8 5 2.4 13.4 5.8 1.5 9.8 2.7 2.7 4.5 2.3 5.8 4.8 4.2 5.8 6.1 6 6.6 3.7 9.7 1.9 10.1 4.5 2.9 9.9 3.0 31.5 3.5 5.3 9.8 5.3 7 3.5 8.4 4.3 3.3 11.9 3.7 3.0 2.9 3.6 5.4 4.4 3.0 4.3 5.4 8 3.4 8.3 4.2 3.2 11.0 3.6 2.9 2.8 3.5 5.3 4.3 2.9 4.2 5.3 9 3.5 3.4 3.8 3.4 3.6 3.5 4.8 3.5 5.3 3.7 3.4 3.6 3.8 3.8 10 2.3 6.9 3.3 5.3 3.0 3.3 6.1 3.1 2.6 4.4 15.0 6.9 2.1 10.4 11 3.4 4.4 3.1 3.6 4.4 3.1 3.8 3.5 4.0 3.6 3.7 2.9 4.5 4.8 Minitab gives us the following computations for Method 1. n 14, x 3.271, s x 0.155, s 0.580, Minimum 2.400 Q1 2.825, x.50 3.150, Q3 3.900, Maximum 4.300. For other information, see the end of this document. You can assume that the data for method 1 has an underlying Normal distribution. Use a 95% confidence level. a) Compute a standard deviation for the method that you are comparing with Method 1. Carry at least as many significant figures as you see in the Minitab computations above. (1) b) Test for a significant difference between the methods on the assumption that your method represents data taken from the Normal distribution and the times have approximately equal variances. Use a test ratio, critical value or a confidence interval (3) or all three (6). c) Assume that the data represents a Normally distributed population but the variances are not equal (4 – extra credit) 10 252y0622 11/8/06 d) Assume that the Normal distribution does not apply. (4) e) Test to see if the data from your method is Normally distributed (3) f) Test to see if the standard deviations of the two methods are equal (1) g) On the basis of the sections of this problem that you have been able to do write a recommendation. (1) [11] [16] 2. A researcher asked a group of artists and non- artists whether they believed in extra-sensory perception. The data assembled is as below. Of 114 artists, 58.77% believed in extrasensory perception. 35.96% more or less believed in extrasensory perception and the remainder did not believe. Of 344 non artists, 37.50% believed in extrasensory perception, 53.20% more or less believed and the remainder did not believe. a) Is there any association between being an artist and believing in ESP? (6) b) Do a confidence interval for the difference in proportions who do not believe in ESP among artists and non artists. Is the difference significant? (2) [24] 3. A researcher wants to see if the type of vehicle driven affects safety related behavior. The researcher observes the following behavior at a stop sign on a rural intersection. Behavior Sedan Wagon Van SUV Stopped 180 24 30 14 Rolled through 107 18 10 20 Ran sign 60 8 11 16 Personalize the data as follows: To the number 180, add the last digit of your student number. a) Is there an association between the vehicle driven and behavior? (5) b) Cut down the number of rows in the problem by adding together the people who stopped and rolled through. Assume that you were testing the hypothesis that the proportion of individuals who who ran the stop sign was independent of the type of vehicle driven and that you had rejected your null hypothesis. Use a Marascuilo procedure to find the 6 possible differences between proportions and to find out if there are any pairs of vehicle types where the difference between the proportions is insignificant. (4) [33] There will be extra credit offered for verifying your results using Minitab. A chi squared test can be done by putting columns of data in without any totals and following the procedure used in the first part of 252chisqx2. To compare two columns you can use the following instructions. MTB > SUBC> MTB > SUBC> MTB > MTB > SUBC> MTB > SUBC> normtest c2; kstest. VarTest c1 c2; Unstacked. TwoSample c1 c2. TwoSample c1 c2; Pooled. Mann-Whitney 95.0 c1 Alternative 0. #To test for normality. #To test for equal variances. #To compare means #To compare means with equal variances assumed. c2; #To compare medians. You will not be familiar with all the procedures used, but to get credit, you should be able to say in a general way what was tested and what the results were. 11 252y0622 11/8/06 Additional computations for the material in Problem 1. The data for methods 2-11 were stacked with method 1 as shown below. Method Row 2 3 4 5 6 7 8 9 10 11 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 2.9 3.9 2.6 3.1 3.9 2.6 3.3 3.0 3.5 3.1 3.2 2.4 4.0 4.3 2.8 2.6 2.6 2.9 2.9 2.8 2.3 2.4 2.0 2.5 2.4 2.0 4.1 4.3 2.9 3.9 2.6 3.1 3.9 2.6 3.3 3.0 3.5 3.1 3.2 2.4 4.0 4.3 2.6 2.7 3.2 2.8 3.6 2.1 2.3 2.6 2.6 2.9 2.4 2.3 0.5 4.7 2.9 3.9 2.6 3.1 3.9 2.6 3.3 3.0 3.5 3.1 3.2 2.4 4.0 4.3 7.7 2.9 4.3 2.7 3.4 4.4 5.5 3.4 3.4 3.5 4.0 3.4 4.1 3.8 2.9 3.9 2.6 3.1 3.9 2.6 3.3 3.0 3.5 3.1 3.2 2.4 4.0 4.3 2.4 13.4 5.8 1.5 9.8 2.7 2.7 4.5 2.3 5.8 4.8 4.2 5.8 6.1 2.9 3.9 2.6 3.1 3.9 2.6 3.3 3.0 3.5 3.1 3.2 2.4 4.0 4.3 6.6 3.7 9.7 1.9 10.1 4.5 2.9 9.9 3.0 31.5 3.5 5.3 9.8 5.3 2.9 3.9 2.6 3.1 3.9 2.6 3.3 3.0 3.5 3.1 3.2 2.4 4.0 4.3 3.5 8.4 4.3 3.3 11.9 3.7 3.0 2.9 3.6 5.4 4.4 3.0 4.3 5.4 2.9 3.9 2.6 3.1 3.9 2.6 3.3 3.0 3.5 3.1 3.2 2.4 4.0 4.3 3.4 8.3 4.2 3.2 11.0 3.6 2.9 2.8 3.5 5.3 4.3 2.9 4.2 5.3 2.9 3.9 2.6 3.1 3.9 2.6 3.3 3.0 3.5 3.1 3.2 2.4 4.0 4.3 3.5 3.4 3.8 3.4 3.6 3.5 4.8 3.5 5.3 3.7 3.4 3.6 3.8 3.8 2.9 3.9 2.6 3.1 3.9 2.6 3.3 3.0 3.5 3.1 3.2 2.4 4.0 4.3 2.3 6.9 3.3 5.3 3.0 3.3 6.1 3.1 2.6 4.4 15.0 6.9 2.1 10.4 The numbers in each column above were ranked as follows. Method Row 2 3 4 5 6 7 8 9 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 15.0 23.5 9.5 18.5 23.5 9.5 21.0 17.0 22.0 18.5 20.0 5.0 25.0 27.5 12.5 9.5 9.5 15.0 15.0 12.5 3.0 5.0 1.5 7.0 5.0 1.5 26.0 27.5 14.5 24.5 9.0 17.5 24.5 9.0 21.0 16.0 22.0 17.5 19.5 5.5 26.0 27.0 9.0 12.0 19.5 13.0 23.0 2.0 3.5 9.0 9.0 14.5 5.5 3.5 1.0 28.0 5.5 19.5 2.5 8.5 19.5 2.5 11.0 7.0 16.5 8.5 10.0 1.0 21.5 24.5 28.0 5.5 24.5 4.0 13.5 26.0 27.0 13.5 13.5 16.5 21.5 13.5 23.0 18.0 9.0 16.5 5.5 11.5 16.5 5.5 14.0 10.0 15.0 11.5 13.0 3.5 18.0 20.0 3.5 28.0 24.0 1.0 27.0 7.5 7.5 21.0 2.0 24.0 22.0 19.0 24.0 26.0 5.5 16.5 3.5 9.5 16.5 3.5 12.0 7.5 13.5 9.5 11.0 2.0 18.0 19.0 23.0 15.0 24.0 1.0 27.0 20.0 5.5 26.0 7.5 28.0 13.5 21.5 25.0 21.5 4.5 18.5 2.5 9.5 18.5 2.5 12.5 7.0 14.5 9.5 11.0 1.0 20.0 22.0 14.5 27.0 22.0 12.5 28.0 17.0 7.0 4.5 16.0 25.5 24.0 7.0 22.0 25.5 6.0 18.5 2.5 9.5 18.5 2.5 13.0 8.0 15.5 9.5 11.5 1.0 20.0 23.5 14.0 27.0 21.5 11.5 28.0 17.0 6.0 4.0 15.5 25.5 23.5 6.0 21.5 25.5 4.0 23.5 2.5 6.5 23.5 2.5 9.0 5.0 14.5 6.5 8.0 1.0 25.0 26.0 14.5 11.0 21.0 11.0 17.5 14.5 27.0 14.5 28.0 19.0 11.0 17.5 21.0 21.0 2.9 3.9 2.6 3.1 3.9 2.6 3.3 3.0 3.5 3.1 3.2 2.4 4.0 4.3 3.4 4.4 3.1 3.6 4.4 3.1 3.8 3.5 4.0 3.6 3.7 2.9 4.5 4.8 10 7.0 18.5 5.0 11.0 18.5 5.0 15.0 8.5 17.0 11.0 13.0 3.0 20.0 21.0 2.0 25.5 15.0 23.0 8.5 15.0 24.0 11.0 5.0 22.0 28.0 25.5 1.0 27.0 11 4.5 20.5 2.5 8.5 20.5 2.5 12.0 6.0 14.5 8.5 11.0 1.0 22.5 24.0 13.0 25.5 8.5 16.5 25.5 8.5 19.0 14.5 22.5 16.5 18.0 4.5 27.0 28.0 12 252y0622 11/8/06 1. Row 1 2 3 4 5 6 7 8 9 10 11 12 13 14 A bank is testing various ways to serve walk-in customers. It tries 10 different new ways to organize this service and gets the following results. Each result can be considered as a random sample of 14 times that it takes a teller to serve ten walk-in customers. The data is presented below. Method 1 is the method currently in use. You are asked to compare method 1 with one other method by comparing the mean or median time it takes to serve the customers and to find out if there is a significant difference between the methods. On the basis of your results you can conclude that i) the old method is better, ii) the new method is better or iii) more information is needed to make a decision. The second method to compare to method 1 is determined by the second to last digit of your student number: if it is 0 use method 10; if it is 1 use method 11. If it is 2, 3, 4 etc use the method with the corresponding number. Label this problem clearly with the number of the method that you are comparing with Method 1. Service Method 1 2.9 3.9 2.6 3.1 3.9 2.6 3.3 3.0 3.5 3.1 3.2 2.4 4.0 4.3 2 2.8 2.6 2.6 2.9 2.9 2.8 2.3 2.4 2.0 2.5 2.4 2.0 4.1 4.3 3 2.6 2.7 3.2 2.8 3.6 2.1 2.3 2.6 2.6 2.9 2.4 2.3 0.5 4.7 4 7.7 2.9 4.3 2.7 3.4 4.4 5.5 3.4 3.4 3.5 4.0 3.4 4.1 3.8 5 2.4 13.4 5.8 1.5 9.8 2.7 2.7 4.5 2.3 5.8 4.8 4.2 5.8 6.1 6 6.6 3.7 9.7 1.9 10.1 4.5 2.9 9.9 3.0 31.5 3.5 5.3 9.8 5.3 7 3.5 8.4 4.3 3.3 11.9 3.7 3.0 2.9 3.6 5.4 4.4 3.0 4.3 5.4 8 3.4 8.3 4.2 3.2 11.0 3.6 2.9 2.8 3.5 5.3 4.3 2.9 4.2 5.3 9 3.5 3.4 3.8 3.4 3.6 3.5 4.8 3.5 5.3 3.7 3.4 3.6 3.8 3.8 10 2.3 6.9 3.3 5.3 3.0 3.3 6.1 3.1 2.6 4.4 15.0 6.9 2.1 10.4 11 3.4 4.4 3.1 3.6 4.4 3.1 3.8 3.5 4.0 3.6 3.7 2.9 4.5 4.8 Minitab gives us the following computations for Method 1. n 14, x 3.271, s x 0.155, s 0.580, Minimum 2.400 Q1 2.825, x.50 3.150, Q3 3.900, Maximum 4.300. For other information, see the end of this document. You can assume that the data for method 1 has an underlying Normal distribution. Use a 95% confidence level. a) Compute a standard deviation for the method that you are comparing with Method 1. Carry at least as many significant figures as you see in the Minitab computations above. (1) Solution: The mean and standard deviation computed by Minitab will have to do. Variable tel 1 tel 2 tel 3 tel 4 tel 5 tel 6 tel 7 tel 8 tel 9 tel 10 tel 11 N 14 14 14 14 14 14 14 14 14 14 14 N* 0 0 0 0 0 0 0 0 0 0 0 Mean 3.271 2.757 2.664 4.036 5.129 7.69 4.793 4.636 3.793 5.336 3.771 SE Mean 0.155 0.181 0.243 0.338 0.859 1.99 0.669 0.623 0.150 0.970 0.155 StDev 0.580 0.677 0.909 1.265 3.214 7.45 2.503 2.331 0.561 3.630 0.580 Minimum 2.400 2.000 0.500 2.700 1.500 1.90 2.900 2.800 3.400 2.100 2.900 Q1 2.825 2.375 2.300 3.400 2.625 3.38 3.225 3.125 3.475 2.900 3.325 Median 3.150 2.600 2.600 3.650 4.650 5.30 4.000 3.900 3.600 3.850 3.650 Q3 3.900 2.900 2.975 4.325 5.875 9.83 5.400 5.300 3.800 6.900 4.400 Maximum 4.300 4.300 4.700 7.700 13.400 31.50 11.900 11.000 5.300 15.000 4.800 Since methods 6 and 9 seem to be the extremes, here are their computations. I have used both the computational and definitional methods, though the definitional method is a waste of time. 13 252y0622 11/8/06 Computational Method Definitional x 9 x 9 x 9 x 9 2 2 Row x 9 x9 1 3.5 12.25 2 3.4 11.56 3 3.8 14.44 4 3.4 11.56 5 3.6 12.96 6 3.5 12.25 7 4.8 23.04 8 3.5 12.25 9 5.3 28.09 10 3.7 13.69 11 3.4 11.56 12 3.6 12.96 13 3.8 14.44 14 3.8 14.44 53.1 205.49 x -0.29286 -0.39286 0.00714 -0.39286 -0.19286 -0.29286 1.00714 -0.29286 1.50714 -0.09286 -0.39286 -0.19286 0.00714 0.00714 0.00000 0.08577 0.15434 0.00005 0.15434 0.03719 0.08577 1.01434 0.08577 2.27148 0.00862 0.15434 0.03719 0.00005 0.00005 4.08929 x 92 nx 92 205 .49 14 3.79286 2 4.08929 53 .1 3.79286, s 92 0.324560 n 13 n 1 13 13 The formula above is the computational formula. The definitional formula is x9 s 92 9 x 2 9 x9 2 4.08929 0.324560 13 n 1 Method Computational Definitional 2 Row x6 x6 1 6.6 43.56 2 3.7 13.69 3 9.7 94.09 4 1.9 3.61 5 10.1 102.01 6 4.5 20.25 7 2.9 8.41 8 9.9 98.01 9 3.0 9.00 10 31.5 992.25 11 3.5 12.25 12 5.3 28.09 13 9.8 96.04 14 5.3 28.09 107.7 1549.35 x6 x 6 n s 62 x 6 x 6 x 6 x 6 2 -1.0929 -3.9929 2.0071 -5.7929 2.4071 -3.1929 -4.7929 2.2071 -4.6929 23.8071 -4.1929 -2.3929 2.1071 -2.3929 0.0000 107 .7 7.69286, s 62 13 x 62 x6 n 1 s 9 0.324560 0.560857 1.194 15.943 4.029 33.557 5.794 10.194 22.971 4.871 22.023 566.780 17.580 5.726 4.440 5.726 720.829 x 2 6 nx 62 n 1 1549 .35 14 7.69286 2 720 .829 55.4484 13 13 2 720 .829 55.4484 13 s 6 55 .4484 7.44637 The results for all 10 versions of this problem appear in 252y0621s1. A careful reading of the explanation of Minitab output in this document should enable you to follow the computer output for any of the 10 versions. 14 252y0622 11/8/06 b) Test for a significant difference between the methods on the assumption that your method represents data taken from the Normal distribution and the times have approximately equal variances. Use a test ratio, critical value or a confidence interval (3) or all three (6). Solution: The formula table gives us the formulas below. (Method D2 – Comparison of two means with samples coming from populations with similar variances.) Interval for Confidence Hypotheses Test Ratio Critical Value Interval Difference H 0 : D D0 * D d t 2 s d d cv D0 t 2 s d d D0 t between Two H 1 : D D0 , sd 1 1 Means ( sd s p D 1 2 n1 1s12 n2 1s22 n n 2 unknown, 1 variances assumed equal) 2 sˆ p n1 n2 2 DF n1 n2 2 Let’s use serving Method 4 this time. We have from the printout in part a) n1 14, x1 3.271 and s1 0.580 . n 4 14, x 4 4.036 and s 4 1.265. I will replace 2 with 4 in H : 4 the formulas above. DF n1 1 n 4 1 13 13 26 n1 n 4 2. Our hypotheses are 0 1 H 1 : 1 4 H : 4 0 H : D 0 or 0 1 or if D 1 4 , 0 . d x1 x4 3.271 4.036 0.764286. Sorry H 1 : 1 4 0 H 1 : D 0 about the extra digits, but I’m using the computer solution. Obviously, if you had rounded to three digits you would have gotten -0.765 but the rounding should not affect the answer by much. n 1s12 n4 1s 22 . But, because the sample sizes are identical we can do some cancelling. sˆ 2p 1 n1 n 4 2 13 0.580 2 13 1.265 2 0.580 2 1.265 2 0.3364 1.600 0.9682 . This is the pooled 2 2 variance. sˆ p 0.9840 . The computer got .9841. .05 so t.26 025 2.056 . sˆ 2p 26 1 1 1 1 1 1 2 0.9682 0.9682 0.13831 0.3719 . Recall sˆ 2p n1 n 2 14 14 14 n1 n 2 that our alternate hypothesis is H 1 : D 0 so this is a two-sided test. s d sˆ p Test Ratio: t x x 2 10 20 d D0 or t 1 . sd sd If this test ratio lies between t.26 025 2.056 , do not reject H 0 . t d D0 0.764286 0 2.055 . sd 0.3719 Make a diagram with zero in the middle showing shaded ‘reject’ regions below -2.056 and above 2.056. Since –2.055 does not fall in the 'reject' region, do not reject H 0 . Or you can say that, since -2.055 falls 26 1.706 and t.26 between t .05 025 2.056 , for a one-sided test, .025 p value .05 . But this is a two-sided test so that .05 p value .10 Since the p-value is above .05 , do not reject H 0 . Critical Value: d CV D0 t 2 s d or x1 x 2 CV 10 20 t 2 s d . For a two-sided test we want two critical values above and below D0 0. If d x1 x 2 is between the critical values, do not reject H 0 . d CV D0 t 2 s d 0 2.056 0.3719 0.7646 . Make a diagram with 0 in the middle showing shaded ‘reject’ regions below -0.7646 and above 0.7646. Since d 0.7643 does not fall in the 'reject' region, do not reject H 0 . 15 252y0622 11/8/06 Confidence Interval: D d t 2 s d . We already know that t s d 2.0560.3719 0.7646 so we can say 2 D 0.7643 0.7646 or 1.529 D 0.0003 . Make a diagram with -0.7643 in the middle. Represent the confidence interval by shading the area between -1.529 and 0.0003. Since zero is in this area, do not reject H 0 . Or simply note that the error part of the confidence interval is larger that the sample mean difference so the interval must include zero. This is probably the closest of the tests; you may or may not end up rejecting the null hypothesis, depending on how carefully you do the calculations. A summary of the results for the other serving methods follows. With most of these the confidence interval does not include zero and the p-value is below .05 so we reject the null hypothesis. Serving Confidence interval for D d t ratio Method (0.024746, 1.003825) 2 0.514286 2.16 (0.015054, 1.199232) 3 0.607143 2.11 (-1.528864, 0.000293) 4 -0.764286 -2.05 (-3.65142, -0.06286) 5 -1.85714 -2.13 (-8.52457, -0.31829) 6 -4.42123 -2.21 (-2.93275, -0.11011) 7 -1.52143 -2.22 (-2.68400, -0.04458) 8 -1.36429 -2.12 (-0.964545, -0.078312) 9 -0.521429 -2.42 (-4.08381, -0.04476) 10 -2.06429 -2.10 (-0.950373, -0.049627) 11 -0.50000 -2.28 The Minitab output for comparing Service methods 1 and 4 appears below. MTB > TwoSample c1 c4; SUBC> Pooled. p-value 0.040 0.045 0.050 0.043 0.036 0.036 0.043 0.023 0.045 0.031 ŝ p 0.6301 0.7621 0.9841 2.3095 5.2813 1.8166 1.6987 0.5704 2.5994 0.5707 #This is method D2. Two-Sample T-Test and CI: tel 1, tel 4 Two-sample T for tel 1 vs tel 4 N Mean StDev SE Mean tel 1 14 3.271 0.580 0.15 tel 4 14 4.04 1.27 0.34 #Sample means, std. deviations etc Difference = mu (tel 1) - mu (tel 4) #Printout of d Estimate for difference: -0.764286 95% CI for difference: (-1.528864, 0.000293) #95% Confidence interval T-Test of difference = 0 (vs not =): T-Value = -2.05 P-Value = 0.050 DF =26 # H0 , H 0 , value of t -ratio. P-value # seems to be about .0501, if the confidence # interval is correct, since it includes zero. Both use Pooled StDev = 0.9841 #Value of sˆ 2p 16 252y0622 11/8/06 c) Assume that the data represents a Normally distributed population but the variances are not equal (4 – extra credit) Solution: If the variances are not equal and we are assuming a Normally distributed population, we can use method D3, the Satterthwaite approximation. The formula table has the following formulas. Interval for Confidence Hypotheses Test Ratio Critical Value Interval Difference H 0 : D D0 * D d t 2 s d d cv D0 t 2 s d d D0 t between Two H 1 : D D0 , sd s2 s2 Means( sd 1 2 D 1 2 unknown, n1 variances assumed unequal) DF n2 s12 s22 n 1 n2 2 s12 2 n1 n1 1 s 22 2 n2 n2 1 Let’s continue to use serving Method 4 . We have from the printout in part a) n1 14, x1 3.271 and s1 0.580 . n 4 14, x 4 4.036 and s 4 1.265. I will replace 2 with 4 in H 0 : 1 4 H 0 : 1 4 0 the formulas above. Our hypotheses are or or if D 1 4 , H 1 : 1 4 H 1 : 1 4 0 2 H 0 : D 0 s2 s . d x1 x4 3.271 4.036 0.764286. We could take stuff like 4 4 from the n1 n 4 H 1 : D 0 SEmean (Standard error of the mean) column in 1a), but I think that using a table would look better. s12 n1 s 42 n4 0.580 2 = 0.0240285 14 1.265 2 =0.1143017 14 s12 s 42 n1 n 4 Thus s d DF s12 s 42 0.1383302 0.3719276 n1 n 4 s12 s 22 n1 n 2 2 2 2 n1 n2 n1 1 n2 1 s12 =0.1383302 s 22 0.1383302 2 0.0240285 2 0.1143017 2 13 0.0191352 0.0191352 0.00004413 0.001004991 0.001049404 13 =18.23. So we use 18 degrees of freedom. .05 so t .18 025 2.101 . You should only do one of the following. x x 2 10 20 d D0 or t 1 Test Ratio: t . sd sd If this test ratio lies between t .18 025 2.101 , do not reject H 0 . t d D0 0.764286 0 2.055 . sd 0.3719 Make a diagram with zero in the middle showing shaded ‘reject’ regions below -2.101 and above 2.101. 17 252y0622 11/8/06 Since –2.055 does not fall in the 'reject' region, do not reject H 0 . Or you can say that, since -2.055 falls 18 between t.18 05 1.734 and t .025 2.101 , for a one-sided test, .025 p value .05 . But this is a two-sided test so that .05 p value .10 Since the p-value is above .05 , do not reject H 0 . Critical Value: d CV D0 t 2 s d or x1 x 2 CV 10 20 t 2 s d . For a two-sided test we want two critical values above and below D0 0. If d x1 x 2 is between the critical values, do not reject H 0 . d CV D0 t 2 s d 0 2.1010.3719 0.7814 . Make a diagram with 0 in the middle showing shaded ‘reject’ regions below -0.7814 and above 0.7814. Since d 0.7643 does not fall in the 'reject' region, do not reject H 0 . Confidence Interval: D d t 2 s d . We already know that t s d 2.1010.3719 0.7814 so we can say 2 D 0.7643 0.7814 or 1.546 D 0.017 . Make a diagram with -0.7643 in the middle. Represent the confidence interval by shading the area between -1.546 and 0.017. Since zero is in this area, do not reject H 0 . Or simply note that the error part of the confidence interval is larger that the sample mean difference so the interval must include zero. Since the Computer printout is fairly well labeled, you should be able to check your results against it. MTB > TwoSample c1 c4. #This is method D3. This is the default method. Two-Sample T-Test and CI: tel 1, tel 4 Two-sample T for tel 1 vs tel 4 N Mean StDev SE Mean tel 1 14 3.271 0.580 0.15 tel 4 14 4.04 1.27 0.34 #Sample means, std. deviations etc Difference = mu (tel 1) - mu (tel 4) #Printout of d Estimate for difference: -0.764286 95% CI for difference: (-1.545748, 0.017177) # 95% Confidence interval T-Test of difference = 0 (vs not =): T-Value = -2.05 P-Value = 0.055 DF =18 # H0 , H 0 , value of t -ratio. p-value # is above 5%, so we cannot reject the null hypothesis. d) Assume that the Normal distribution does not apply. (4) [11] Solution: Because the data are assumed to be independent nonnormal random samples and thus not paired, H 0 : 1 2 use the Wilcoxon-Mann-Whitney Rank Sum Test. or the null hypothesis is simply 'similar H 1 : 1 2 distributions.' n1 14 and n2 14 . In the table below, r1 and r2 represent bottom to top ranking. row x1 r1 x4 r4 1 2 3 4 5 6 7 8 9 10 11 12 13 Sum 2.9 3.9 2.6 3.1 3.9 2.6 3.3 3.0 3.5 3.1 3.2 2.4 4.0 5.5 19.5 2.5 8.5 19.5 2.5 11.0 7.0 16.5 8.5 10.0 1.0 21.5 158 7.7 2.9 4.3 2.7 3.4 4.4 5.5 3.4 3.4 3.5 4.0 3.4 4.1 28.0 5.5 24.5 4.0 13.5 26.0 27.0 13.5 13.5 16.5 21.5 13.5 23.0 248 18 252y0622 11/8/06 Recall that n1 n 4 14 and that the total number of numbers that we have ranked is nn 1 2829 406 and that the two rank 2 2 sums add to 158 + 248 = 406. The outline says that the smaller of SR1 and SR2 is called W and is compared with Table 5 or 6. W 158 . For values of n1 and n 2 that are too large for the tables, W has the normal distribution with mean W 1 2 n1 n1 n 2 1 1 2 14 29 203 and variance n n1 n 2 28. Note that the sum of the first 28 numbers is W2 16 n2 W 16 14 203 473 .6667 . If the significance level is 5% and the test is two-sided, we W W reject our null hypothesis if z does not lie between z.025 1.960 . In this case W W W 158 203 45 z 2.068 . Since this is not between -1.960 and 1.960, we reject H 0 . W 21 .7639 473 .6667 To get a p-value for this result, use 2Pz 2.068 2Pz 2.07 2.5 .4803 2.0197 .0394 . This is a pretty good approximation. The Minitab printout is as follows. MTB > Mann-Whitney 95.0 c1 SUBC> Alternative 0. c4; Mann-Whitney Test and CI: tel 1, tel 4 N Median tel 1 14 3.150 tel 4 14 3.650 Point estimate for ETA1-ETA2 is -0.500 95.4 Percent CI for ETA1-ETA2 is (-1.100,-0.000) W = 158.0 Test of ETA1 = ETA2 vs ETA1 not = ETA2 is significant at 0.0409 The test is significant at 0.0404 (adjusted for ties) The explanation is that the authors of Minitab use the Greek letter eta as their symbol for the median. Minitab thus gives us an almost 95% confidence interval for the difference between the medians. It gets the same value of W that we do, but gives us two more exact p-values. The first one fails to adjust for ties. (We have not adjusted for ties either!) The second one takes the ties into account and is thus more accurate. In any case, all the p-values we have are below our 5% significance level so that we reject the null hypothesis of equal medians. e) Test to see if the data from your method is Normally distributed (3) Solution: Assume .05 H0 : Normal The most practical method is the Lilliefors method, which is a version of the K-S method with the tables adjusted for the loss of degrees of freedom from estimating the mean and standard deviation. The numbers must be in order before we begin computing cumulative probabilities! The x column below is x 4 in order. Checking the data in 1a) we find that x 4 4.036 and s 4 1.265 . A computer-aided xx . (This is really a t .) Fe is the cumulative distribution, which s we have usually gotten from the Normal table by adding or subtracting 0.5. In the interest of getting this typed rapidly, I have let Minitab compute these. Thus Pz 1.05613 .145455 . O is our observed distribution - there is one of every number. cumO was entered by hand and is simply the cumulative solution is presented. We compute z distribution gotten by adding down the O column. Fo is the relative cumulative distribution and is gotten by dividing the cumO column by 14. Finally D Fo Fe . We pick the value of D with the largest absolute value, which is 0.2439. For .05 and n 14 the critical value from the Lilliefors table is 0.227. Since the largest deviation here is .2439 which is larger than .227, we reject H 0 . 19 252y0622 11/08/06 x x 4.4 4.036 0.28775 . s 1.265 Using the z table Px 4.4 Pz 0.28775 Pz 0.29 Pz 0 P0 z 0.29 To illustrate the computation here, pick line 12. x 4.4. z .5 .1141 .6141 . This is close enough to the correct value to give us max D .6141 .85714 0.2430 . This is still large enough to give us a rejection. Row 1 2 3 4 5 6 7 8 9 10 11 12 13 14 x 2.7 2.9 3.4 3.4 3.4 3.4 3.5 3.8 4.0 4.1 4.3 4.4 5.5 7.7 z -1.05613 -0.89802 -0.50277 -0.50277 -0.50277 -0.50277 -0.42372 -0.18656 -0.02846 0.05059 0.20870 0.28775 1.15731 2.89644 O cumO 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 2 3 4 5 6 7 8 9 10 11 12 13 14 Fo Fe D 0.07143 0.14286 0.21429 0.28571 0.35714 0.42857 0.50000 0.57143 0.64286 0.71429 0.78571 0.85714 0.92857 1.00000 0.145455 0.184586 0.307564 0.307564 0.307564 0.307564 0.335887 0.426002 0.488648 0.520175 0.582657 0.613230 0.876428 0.998113 -0.074027 -0.041729 -0.093278 -0.021850 0.049579 0.121007 0.164113 0.145426 0.154209 0.194111 0.203057 0.243913 0.052144 0.001887 The Minitab output follows. The output for other service methods is with the computer output. MTB > normtest c4; SUBC> kstest. Probability Plot of tel 4 Note that the value of KS on the graph is the value of the maximum deviation in the computer aided output above. The associated p-value of 0.032 is below 5% and thus gives a rejection of the null hypothesis. This invalidates tests that assume the Normal distribution. f) Test to see if the standard deviations of the two methods are equal (1) Solution: Let’s continue to use serving Method 4. We have from the printout in part a) n1 14, x1 3.271 and s1 0.580. n 4 14, x 4 4.036 and s 4 1.265. Our Hypotheses are H 0 : 12 22 and H1 : 12 22 . DF1 n1 1 13 and DF2 n 2 1 13 , Since the table is set up for one sided tests, if we wish to test H 0 : 12 22 , we must do two separate onesided tests. First test s12 s 22 .580 2 1.265 2 13,13 and then test 0.2102 against F.025 s 22 s12 1 4.757 0.2102 20 252y0622 11/08/06 13,13 . If either test is failed, we reject the null hypothesis. The table does not contain F 13,13 . against F.025 .025 12,13 3.15 and F 14,13 3.08 . So F 13,13 must be between them. Since 4.757 is But we can see that F.025 .025 .025 above the table F, we reject the null hypothesis. The Minitab output follows. MTB > VarTest c1 c4; SUBC> Unstacked. Test for Equal Variances: tel 1, tel 4 95% Bonferroni confidence intervals for standard deviations N Lower StDev Upper tel 1 14 0.402354 0.57969 1.00741 tel 4 14 0.878207 1.26528 2.19886 F-Test (normal distribution) Test statistic = 0.21, p-value = 0.008 Levene's Test (any continuous distribution) Test statistic = 1.30, p-value = 0.264 Test for Equal Variances for tel 1, tel 4 A graph that isn’t really needed has been left out and the Bonferroni intervals are for later. The main point here is that the F test, which assumes a Normal distribution, gives a very low p-value, which rules out using the test (MethodD2) that compares means assuming equal variances. g) On the basis of the sections of this problem that you have been able to do write a recommendation. (1) [16] Solution: Every service method will give us a different set of answers. But in comparing service methods 1 and 4 we have found that the only valid comparison is using the Wilcoxon-Mann-Whitney method. It shows that the median time needed to serve 10 customers differs significantly between the two service methods. Since the median time for service method 4 is higher, we don’t want to adopt it. If you rejected Normality use Wilcoxon -Mann-Whitney (Method 5a). If you rejected equal variances but not Normality, use (Satterthwaite) comparison of means with no assumption of equal variances (Method 3). If you did not reject either, use comparison of means with equal variances (Method 2). If you rejected equality of means or medians, use the service method with the lowest mean or median. 21 252y0622 11/08/06 2. A researcher asked a group of artists and non- artists whether they believed in extra-sensory perception. The data assembled is as below. Of 114 artists, 58.77% believed in extrasensory perception. 35.96% more or less believed in extrasensory perception and the remainder did not believe. Of 344 non artists, 37.50% believed in extrasensory perception, 53.20% more or less believed and the remainder did not believe. a) Is there any association between being an artist and believing in ESP? (6) Solution: There are three different categories for both artists and non artists, so this is a test of H : Occupations Homogeneous (independence or) homogeneity. So let’s say 0 . It really does not H 1 : not Homogeneous matter whether you put level of belief in the rows or columns. If you choose rows, we start with this O Occupation Level of belief Artists Non artists Total pr ? Believed ? ? ? diagram. Believed somewhat ? ? ? ? Did not believe ? ? ? ? Total 114 344 458 1.0000 For the artists there are .5877(114) = 67 believers, .3596(114) = 41 somewhat believers and 114 – 67 – 41 = 6 non believers. For the non artists there are .3750(344) = 129 believers , .5320(344) = 183 somewhat believers and 344 – 129 – 183 = 32 nonbelievers. We can put these in, add them up and then compute the proportion of each group in the total. O Occupation Level of belief Artists Non artists Total pr Believed 67 129 196 .42795 The O is the hard part. To get the E just Believed somewhat 183 224 .49608 41 6 Did not believe 32 38 .08297 Total 114 344 458 1.00000 apply the row proportions to the column totals. E Occupation Level of belief Believed Believed somewhat Did not believe Total Artists Non artists Total pr 48.786 147.214 196 .42795 The table of computations follows. 55.755 168.245 224 .48908 9.459 28.541 38 .08297 114.000 344.000 458 1.00000 OE Row O E 1 2 3 4 5 6 Sum 67 41 6 129 183 32 458 48.786 55.755 9.459 147.214 168.245 28.541 458.000 O E 2 E 18.214 6.80010 -14.755 3.90476 -3.459 1.26490 -18.214 2.25352 14.755 1.29401 3.459 0.41921 0.000 15.93650 O E 2 O2 E 92.014 30.150 3.806 113.040 199.049 35.878 473.937 O2 n . Both of these two E E formulas are shown above. There is no reason to do both.. DF r 1c 1 3 12 1 2 . So we have The formula for the chi-squared statistic is 2 2 O E 2 E 15 .93650 or 2 or 2 O2 n 473 .937 458 15.937 . If we compare our results E 22 252y0622 11/08/06 2 with 2 .05 5.9915, we notice that our computed value exceeds the table value Since our computed value of chi-squared is less than the table value, we reject our null hypothesis. b) Do a confidence interval for the difference in proportions who do not believe in ESP among artists and non artists. Is the difference significant? (2) [24] The Formula Table says the following. Interval for Confidence Hypotheses Test Ratio Critical Value Interval pcv p0 z 2 p Difference p p 0 H 0 : p p 0 p p z 2 s p z between If p 0 p H 1 : p p 0 p p1 p 2 proportions 1 1 If p 0 p p 0 q 0 p 0 p 01 p 02 p1 q1 p 2 q 2 q 1 p n1 n 2 s p p 01q 01 p 02 q 02 p or p 0 0 n1 n2 n1 n2 n p n2 p 2 p0 1 1 n1 n 2 Or use s p Though you do not need a hypothesis to do a confidence interval, if it is a 2-sided interval, the H : p p 2 H : p p 2 0 H : p 0 hypotheses 0 1 or 0 1 or if p p1 p 2 , 0 are implied. H 1 : p1 p 2 H 1 : p1 p 2 0 H 1 : p 0 O Occupation Level of belief Artists Non artists Total pr Believed 67 129 196 .42795 We had . We can say that for artists Believed somewhat 41 183 224 .49608 6 Did not believe 32 38 .08297 Total 114 344 458 1.00000 32 6 .0930 . .0526 and for non artists p 2 344 114 n1 114 , n 2 344 , q1 1 p1 1 .0526 .9474 and q 2 1 p 2 1 .0930 .9070 . p1 p p1 p 2 .0526 .0930 .0404 . z 2 z.025 1.960 . p p z 2 sp s p . p1 q1 p 2 q 2 .0526 .9474 .0930 .9070 .000437 .000245 .000682 0.026122 . n1 n2 114 344 So p .0404 1.960 0.026122 .0404 .0512 or -0.0916 to .0108. Note that this interval includes zero and thus prevents us from rejecting the null hypothesis. 23 252y0622 11/08/06 It’s happy Minitab time!!! To check our work on the last two pages we put the columns of O in columns 10 and 11 on the spreadsheet and go to work. MTB > ChiSquare c10 c11. Chi-Square Test: O1, O2 Expected counts are printed below observed counts Chi-Square contributions are printed below expected counts O1 67 48.79 6.800 O2 129 147.21 2.254 Total 196 2 41 55.76 3.905 183 168.24 1.294 224 3 6 9.46 1.265 32 28.54 0.419 38 Total 114 344 458 1 Chi-Sq = 15.936, DF = 2, P-Value = 0.000 MTB > PTwo 114 6 344 32. Test and CI for Two Proportions Sample X N Sample p 1 6 114 0.052632 2 32 344 0.093023 Difference = p (1) - p (2) Estimate for difference: -0.0403917 95% CI for difference: (-0.0916005, 0.0108172) Test for difference = 0 (vs not = 0): Z = -1.55 For the chi-squared test, just look at the computation of 2 P-Value = 0.122 O E 2 two pages back. For E once I got it right on the first try and the p-value of zero confirms my rejection of the null hypothesis. You O E 2 column in this chi squared printout page. should be able to find the elements of O, E and the E For the two proportions test, the 95% confidence interval Minitab gets .09160 p1 p 2 .01082 is essentially the same as the interval on the last page. The p-value of 0.122, since it is above our significance level of 5%, confirms our inability to reject the null hypothesis that equal proportions did not believe. (Oh ye of little faith!) 24 252y0622 11/08/06 3. A researcher wants to see if the type of vehicle driven affects safety related behavior. The researcher observes the following behavior at a stop sign on a rural intersection. Behavior Sedan Wagon Van SUV Stopped 180 24 30 14 Rolled through 107 18 10 20 Ran sign 60 8 11 16 Personalize the data as follows: To the number 180, add the last digit of your student number. a) Is there an association between the vehicle driven and behavior? (5) Solution: Our null hypothesis seems to be H 0 : Independence , but homogeneity would do as well. .05 . Let’s start by putting this all in the O table. This is Version 0; other versions appear in 252y0621s1. As usual we use the row totals to tell us what proportion of the data is in each row and list it as pr . O Vehicle type Behavior Sedan Wagon Van SUV Total pr 180 Stopped 24 30 14 248 .49799 Rolled through 107 18 10 20 155 .31125 Ran sign 60 8 11 16 95 .19076 Total 347 50 51 50 498 1.00000 Now we use the row proportions and the column sums to compute the numbers in the E table. E Vehicle type Behavior Sedan Stopped 172 .8025 Rolled through 108 .0038 66 .1937 Ran sign Total 347 .0000 The table of computations follows. Row O E 1 2 3 4 5 6 7 8 9 10 11 12 180 107 60 24 18 8 30 10 11 14 20 16 498 172.803 108.004 66.194 24.900 15.563 9.538 25.398 15.874 9.729 24.900 15.563 9.538 498.000 Wagon Van 24 .8995 25 .3975 15 .5625 15 .8738 9.5380 50 .0000 OE SUV Total pr 24 .8995 248 .49799 15 .5625 155 .31125 9.7288 9.5380 95 .19076 51 .0001 50 .0000 498 1.00000 O E 2 E 7.1975 0.29979 -1.0038 0.00933 -6.1937 0.57954 -0.8995 0.03249 2.4375 0.38178 -1.5380 0.24800 4.6025 0.83406 -5.8738 2.17349 1.2712 0.16610 -10.8995 4.77114 4.4375 1.26531 6.4620 4.37801 -0.0001 15.1390 O2 E 187.497 106.006 54.386 23.133 20.819 6.710 35.437 6.300 12.437 7.872 25.703 26.840 513.139 O E 2 O2 n . Both of these two E E formulas are shown above. There is no reason to do both.. DF r 1c 1 3 14 1 6 . So we have The formula for the chi-squared statistic is 2 2 2 6 O E 2 E 15 .1390 or 2 or 2 O2 n 513 .139 498 15.139 . If we compare our results with E 12.5916 , we notice that our computed value exceeds the table value Since our computed value of chi-squared is less than the table value, we reject our null hypothesis. .05 25 252y0622 11/08/06 b) Cut down the number of rows in the problem by adding together the people who stopped and rolled through. Assume that you were testing the hypothesis that the proportion of individuals who ran the stop sign was independent of the type of vehicle driven and that you had rejected your null hypothesis. Use a Marascuilo procedure to find the 6 possible differences between proportions and to find out if there are any pairs of vehicle types where the difference between the proportions is insignificant. (4) [33] Solution: The outline says that the Marascuilo procedure can be used for 2 by c tests. If (i) equality is rejected and (ii) p a p b 2 s p , where a and b represent 2 groups (columns), the chi - squared has c 1 degrees of freedom and the standard deviation is s p p a q a pb qb , na nb you can say that you have a significant difference between p a and p b . This is equivalent to using a c 1 p a q a confidence interval of p a p b p a p b 2 Set up the O table. For the first column p1 later. O Sedan Didn’t run Ran Sum ni Proportion that ran pi Proportion that didn’t run qi pq n Wagon n a pb qb nb pq 60 .172911 . q1 1 p1 . is also computed for use 347 n Van SUV Total 403 95 5452 287 60 347 42 8 50 40 11 51 34 16 50 .172911 .160000 .215686 .320000 .827089 .840000 .784314 .680000 .00041214 .0026880 .0033170 .0043520 pr We have the following possible combinations of column proportions. Chi-square has three degrees of 3 freedom so use 2 .05 7.8147 1 and 2 .172911 .160000 7.8142 .0041214 .0026880 1 and 3 1 and 4 2 and 3 2 and 4 3 and 4 .01291 .23069 .172911 .215686 7.8142 .0041214 .0033170 .04278 .24109 .172911 ..320000 7.8142 .0041214 .0043520 .14709 .25732 .160000 .215686 7.8142 .0026880 .0033170 .05569 .21648 .160000 .320000 7.8142 .0026880 .0043520 .16000 .36108 .215686 .320000 7.8142 .0033170 .0043520 .10431 .24464 Note that the error part of these intervals is always larger than the difference between the sample proportions. This surprised me until I looked at the chi-squared test based on the 2 4 O above. I seems that once we mush together those the null hypothesis is not rejected, so it seems there is no significant difference between the proportions that run the sign between vehicles. Just to see where the differences are coming from, I went back to the original O and computed the proportion of each group that actually stopped. 26 252y0622 11/08/06 O Behavior Stopped Rolled through Ran sign Vehicle type Sedan Wagon Van SUV Total pr 180 24 30 14 248 .49799 107 18 10 20 155 .31125 60 8 11 16 95 .19076 Total 347 50 51 50 498 1.00000 ps .51873 .48000 .58824 .28000 This is shown on the line marked p s below. It looks like there is a substantial difference especially between the proportion of van drivers and SUV drivers that actually stopped. I computed pq for these two n types and got .004749 and .004032. This means that the interval is going to be .58824 .28000 7.8142 .004749 .004032 .3082 .2619 . This interval does not include zero. The Minitab output follows. MTB > Print c1-c4 Data Display Row 1 2 3 O11 180 107 60 O21 24 18 8 O31 30 10 11 # This is the O table in C1-C4. O41 14 20 16 MTB > ChiSquare C1 C2 C3 C4 # As explained before, this table contains O, E and the # O E 2 E Chi-Square Test: O11, O21, O31, O41 column. Expected counts are printed below observed counts Chi-Square contributions are printed below expected counts O11 O21 O31 O41 Total 1 180 24 30 14 248 172.80 24.90 25.40 24.90 0.300 0.033 0.834 4.771 2 107 108.00 0.009 18 15.56 0.382 10 15.87 2.173 20 15.56 1.265 155 3 60 66.19 0.580 8 9.54 0.248 11 9.73 0.166 16 9.54 4.378 95 Total 347 50 51 50 498 Chi-Sq = 15.139, DF = 6, P-Value = 0.019 #The low p-value means a rejection of the #null hypothesis at the 5% level. MTB > print c6-c9 Data Display Row 1 2 012 287 60 O22 42 8 O32 40 11 O42 34 16 # This is a new O table in C6-C9. The top two rows # have been combined. 27 252y0622 11/08/06 MTB > ChiSquare C6 C7 C8 C9 Chi-Square Test: 012, O22, O32, O42 Expected counts are printed below observed counts Chi-Square contributions are printed below expected counts 012 O22 O32 O42 Total 1 287 42 40 34 403 280.81 40.46 41.27 40.46 0.137 0.058 0.039 1.032 2 60 66.19 0.580 8 9.54 0.248 11 9.73 0.166 16 9.54 4.378 95 Total 347 50 51 50 498 Chi-Sq = 6.638, DF = 3, P-Value = 0.084 #The p-value is now above 5%, so we # cannot reject the null hypothesis at the 5% #level. MTB > print c11-c14 Data Display Row 1 2 P1 0.172911 0.827089 P2 0.16 0.84 P3 0.215686 0.784314 P4 0.32 0.68 # The first line here is the p and the #second is the q for the Marascuilo #procedure Note that in 1b) it says to assume that data have equal variances and in 3b) it says to assume that the null hypothesis had been rejected. You do not get credit for testing assumptions if it is not offered. 28