Stat 3411 Spring 2009 Exam 3 Name __________________________________ (1) Out of 235 nickel-cadmium cell made at a plant under a trial set of operating conditions, 9 of the 235 cells had shorts. Give an unsimplified numerical expression for a 95% confidence interval for the fraction of cells that have shorts using these operating conditions. 9 pˆ For proportions 2 p 1 p pˆ 1 pˆ 235 2 SE pˆ n pˆ 1.96 pˆ 1 pˆ n pˆ 1 pˆ 235 (2) A sample of 5 specimens of cold-rolled steel had a mean Rockwell hardness of 19.8 and a standard deviation of 3.5. Give an unsimplified numerical expression for a 95% prediction interval for the hardness of the next specimen of cold –rolled steel specimen produced under these conditions. For predicting the next value there are 2 sources of uncertainty or variance 2 Estimating the mean Var X Variability of individual values Var X new 2 All together Var X new X 2 19.8 2.776 3.52 n 2 n S2 S2 n 2 3.5 5 (3) According to the Encyclopedia of Optical Engineering, light intensity in water should decrease exponentially with depth. Light Intensity I 0e K *depth I0 is the light intensity at the surface, and K is sometimes called the "extinction coefficient". The following are values of light intensity measurements in Lake Superior taken at different depths. Depth 5 6 7 8 9 10 11 12 13 Light 538.4 425.1 351.2 285.0 236.3 195.6 163.5 133.3 112.5 Light Intensity 600 400 200 0 4 6 8 10 12 14 Depth Given these data, how would you estimate values for I0 and K for fitting these data with the equation Light Intensity I 0e K *depth ? You don't need to do anything with these numbers. Just describe the steps you would take to find estimated values of the parameters I0 and K for these data. Y = Light intensity X = Depth Ln(Y) = Ln(I0) – K*X = b0 + b1X Use Excel to fit ln(Y) versus X Ln I 0 b0 I 0 eb0 K b1 K b1 (4) We have collected data on the effects of diameter (X1) and feed rate (X2) on thrust required (Y) to drill an aluminum alloy and fit the regression model Ln(Y) = b0 + b1Ln(X1) + b2Ln(X2) using Excel. X1 0.250 0.406 0.406 0.250 0.225 0.318 0.450 0.318 0.318 0.318 0.318 0.318 X2 0.006 0.006 0.013 0.013 0.009 0.005 0.009 0.017 0.009 0.009 0.009 0.009 Y 230 375 570 375 280 225 580 565 400 400 380 380 (a) We plan to use the Excel Data Analysis Regression tool to fit the model Ln(Y) = b0 + b1Ln(X1) + b2Ln(X2) in order to derive a model for predicting Ln(Y). What assumptions need to hold in order for the resulting model we get from Excel to be perfectly valid for predicting Ln(Y)? 1. The equation fitted is a reasonable representation of the relationship. 2. The residuals are a. Normal b. Equal Variance c. Independent (b) The fitted model results in the following information. ANOVA df Regression 2 SS 1.088 9 0.038 y yˆ 2 Residual 2 1.126 y Total 11 i i y Summarize how well the required Ln(thrust) is predicted by Ln(diameter) and LN(feed rate) for these data. R2 1.088 0.966 96.6% 1.126 The diameter and feed rate variables explain 96.6% of the variation in required thrust. A very good fit. (c) What do the following plots tell us about the degree to which the required assumptions for the usual Excel regression analysis are met for these data? For each plot tell what that plot tells you about assumptions for the analysis. 0.1 0.05 Residuals Ln(X1) Residual Plot 0 -1.5 -1.3 -1.1 -0.9 -0.7 -0.05 -0.5 -0.1 Ln(X1) -0.15 This plot plots looks fine. The fitted equation is not consistently missing points in some range of Ln(X1) values. Variances seem fairly constant. Ln(X2) Residual Plot 0.05 0 -5.5 -5 -4.5 -0.05 Ln(X2) -4 Residuals 0.1 -0.1 -0.15 The equation is consistently missing values in the midrange of Ln(X2) values on the high side. The relationship with X2 could be improved. Variances still seem fairly constant. 0.1 Residual 0.05 0 5 5.5 6 6.5 -0.05 Predicted -0.1 -0.15 This one isn't too bad. The fitted plane isn't consistently missing high or low predicted values. (d) What else would you need to do to verify other assumptions of the analysis? Normality: Normal plot of residuals Independence: Checking how the data were collected. Were 2 holes drilled into the piece of aluminum? (e) The Excel output includes Intercept Ln(X1) Ln(X2) Coefficients 10.267 0.994 0.677 Standard Error 0.287 0.095 0.056 t Stat 35.833 10.507 12.061 P-value 5.081E-11 2.368E-06 7.372E-07 Lower 95% 9.618 0.780 0.550 Upper 95% 10.915 1.208 0.804 Write the fitted equation for predicting Y (not Ln(Y)) from X1 and X2. Write the equation in its simplest form. Y e10.267 X 10.994 X 20.677 28, 767 X 10.994 X 20.677 (f) What is the average effect on required thrust (Y) due to increasing the Feed Rate (X2) by 3%? I am looking for the general effect on Y (not Ln(Y)) no matter what initial values we have for X1 and X2 . 0.994 X 20.677 Ynew 28, 767 X 1 1.03* X 2 1.030.677 1.0202 0.994 0.677 Ynew 28, 767 X 1 X 2 0.677 2.02% increase or approximately 0.677 *3% 2.03% (5) According to the Annis model, the ratio of flight times for folded vs clipped construction paper helicopters should be 1.19. That is, flight times of helicopters without a paper clip would be 19% longer than for helicopters with a paper clip. The data collected from the class were as follows. Helicopter 1 2 3 4 5 Log Scale Folded 0.414 0.352 0.286 0.370 0.364 6 7 0.389 0.288 0.281 0.301 0.108 -0.013 8 9 10 11 12 13 0.399 0.284 0.392 0.393 0.341 0.412 0.311 0.322 0.306 0.313 0.309 0.324 0.088 -0.038 0.086 0.080 0.033 0.088 14 15 0.346 0.350 0.268 0.358 0.078 -0.007 0.359 0.0019 0.044 0.296 0.0010 0.033 0.063 0.0022 0.049 Mean Variance St Deviation Log Scale Log Scale Clipped Difference 0.300 0.113 0.300 0.052 0.227 0.059 0.276 0.093 0.242 0.122 (a) Find a 95% confidence interval for the average difference in Ln(time) for folded and clipped helicopters. Note: Use whichever numbers above make most sense to use here. You won't use all of the summary information given above. With these paired data 0.049 15 0.063 2.145*0.013 0.063 2.145 0.036 to 0.090 (b) Find a confidence interval for the (geometric) average ratio of times for folded and clipped helicopters. 100.036 to 100.090 1.09 to 1.23 (c) Based on this confidence interval do we have strong evidence for rejecting the Annis model? Why or why not? Since the ratio 1.19 is in this interval, the Annis model is not rejected.