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Statistics III
Master in Management
EXAM
18th March 2017, 9:30 am
Duration: 1h30
INSTRUCTIONS
Before starting the EXAM confirm that this assignment has 22 pages numbered 1 to
22.
Write your name and student number on pages 1, 10, 11 and 12 of this assignment.
The answers to the questions should be written in the locations indicated in this
assignment.
At the end of this assignment you will find included some key equations and
statistical tables.
You must remain seated in your place by the end of the EXAM.
When the time expires please turn your EXAM over and wait for its collection made
by invigilators.
Thank you so much for all your work during this course!
As you know your projects are the inspiration for this assignment: sources of
information, data and analysis…
For each question in Groups I to III indicate only one answer in the table in page 10
Each correct answer is worth 0,70 values
Each wrong answer is worth 0,10 negative (-0,10).
Each answer blank or poorly marked is worth 0.
Group I
We measured COHb (%) in randomly selected smokers (at the same time of the day)
and got the following indicators
49 49
x i 634,36
i 1
(x
i 1
i x) 2 477,15
2. A confidence interval (CI) for the mean COHb concentration in smokers was
computed with a 90% confidence level. The lower limit of this CI is
a) 12,04 %
b) 12,06 %
c) 12,19 %
d) 12,21 %
3. For non smokers, the same type of analysis was performed with a smaller
sample, though: the sample mean value is 1,1742% and the standard error
estimate 0,21696%. Using a 95% confidence level, the lower Confidence
Limitt is 0,674 %: this is
a) valid
b) only valid if COHb concentration is Normally distributed
c) not valid
d) only valid if COHb concentration is following a t-Student distribution
4. Referring to the previous question, with a 95% confidence level, a test was
performed in order to check if COHb concentration (for non smokers) is
Normally distributed: if Ho is true, the test statistic follows a Chi-square
distribution! The p-value = 0,95 meaning that the test statistic value is
a) greater than the critical value
b) equal to the critical value
c) smaller than the critical value
d) none of the others
5.1 Ho: µ=13% with µ<13% as H1! With a 95% confidence level we may
state that
a) we fail to reject Ho
b) we reject Ho
c) we do not have enough information to decide
d) none of the others
SUMMARY
Age groups Count Sum Average Variance
[18;30[ 20 235,2245 11,76123 5,698444
[30;50[ 20 256,3603 12,81802 14,07441
more 50 20 258,8578 12,94289 11,07165
ANOVA
Source of variation SS df MSS F p-value F crit
Age 16,85823 2 8,429113 0,819833 0,445632 3,158843
Error 586,0455 57 10,2815
Total 602,9038 59
1. With this ANOVA we are trying to check, with some confidence level, if
COHb mean concentration
a) is the same for men and women
b) increases with age
c) is the same for all age levels
d) None of the others
2. With a 95% confidence level we are not able to reject the Null hypothesis as
a) 16,85823 < 586,0455
b) 8,429113<10,2815
c) 0,819833< 3,158843
d) 0,445632<0,819833
4.1. the test statistics (F) is aprox. equal to … and the decision is …
a) 6,6 / I fail to reject Ho
b) 6,6/ I reject Ho
c) 8,3 / I reject Ho
d) 8,3 / I fail to reject Ho
5. The Age at which the individual started smoking may have a role in COHb
concentration, so SmokTime was incorporated in a new model along with the
dummy variables for Age:
Regression Statistics
Multiple R 0,365375877
R Square 0,133499532
Adjusted R Square 0,087079864
Standard Error 3,054318942
Observations 60
ANOVA
df SS MSS F p-value
Regression 3 80,48737041 26,82912 2,875926 0,044096
Residual 56 522,4163951 9,328864
Total 59 602,9037655
5.2. 0,6598 is the estimate of the parameter than affects the dummy variable
[30;50[, and is non significant. This means that
a) People aged between 30 and 50 do not smoke
b) COHb mean concentration levels in people aged between 30 and
50 and less than 30 seem to be the same
c) COHb mean concentration levels in people aged between 30 and 50
and more than 50 seem to be the same
d) People aged between 30 and 50 smoke more or less the same has
people aged less than 30
5.3. If SmokTime is removed from the model, the estimate of the dummy
variable [30;50[ is
a) the same
b) >0,6598
c) <0,6598
d) we have not enough information to know
Regression Statistics
Multiple R 0,167218
R Square 0,027962
Adjusted R Square -0,00614
Standard Error 3,206478
Observations 60
ANOVA
df SS MSS F p-value
Regression 2 16,85823 8,429113 0,819833 0,445632
Residual 57 586,0455 10,2815
Total 59 602,9038
Based on all the available information we found that the best model is
a) the previous one (with SmokTime) as F≈6,8 with p<0,05
b) the previous one (with SmokTime) as F≈2,88 with p<0,05
c) this one (without SmokTime) as F≈6,8 with p<0,05
d) this one (without SmokTime) as F=0,8198 with p>0,05
3. From the 50 individual 10 started smoking before 15. What was the expected
frequency used to compute the test statistic, for Men aged less than 15 ?
a) 6
b) 10
c) 4
d) we have not enough information to know
as X ~ N(; )
3
X
We will use a t-Student distribution ( 3 ~ t 2 ) to compute the CV’s as is
S
unknown (and we need to use its estimate) and the sample size is only 3: t2;0,025=4,303
1 1
CV1 12,5 4,303 10,02 and CV1 12,5 4,303 14,98
3 3
As x 13 is between the critical values, with a 95% confidence level we are not able
to reject the Null hypothesis, so p>0,05
•
Unknown or not Normal X ~ N (; ) , Central Limit Theorem
n 30
() n
𝑋~Bernoulli 𝑝(1 − 𝑝)
Large sample 𝑝 ± 𝑧𝛼/2 √
𝑛
nx ny 2
p
Null
Assumption Test Statistic
Hypothesis
𝐻0 : X ~ a 𝑋 𝑖𝑠 a (or as a) 𝑘
(𝑂𝑏𝑠𝑖 −𝐸𝑥𝑝𝑖 )2
2 2
specified 𝐶𝑎𝑡𝑒𝑔𝑜𝑟𝑖𝑐𝑎𝑙 𝑉𝑎𝑟𝑖𝑎𝑏𝑙𝑒 𝜒 =∑ ~𝜒(𝑘−1)
distribution 𝑤𝑖𝑡ℎ 𝑘 𝑐𝑎𝑡𝑒𝑔𝑜𝑟𝑖𝑒𝑠 𝐸𝑥𝑝𝑖
𝑖=1
𝑋 𝑎𝑛𝑑 𝑌 𝑎𝑟𝑒 𝑟 𝑐
𝐻0 : X and Y 𝐶𝑎𝑡𝑒𝑔𝑜𝑟𝑖𝑐𝑎𝑙 𝑉𝑎𝑟𝑖𝑎𝑏𝑙𝑒𝑠 2
(𝑂𝑏𝑠𝑖𝑗 −𝐸𝑥𝑝𝑖𝑗 )2 2
𝜒 = ∑∑ ~𝜒((𝑟−1)(𝑐−1))
independent 𝑤𝑖𝑡ℎ 𝑟 𝑎𝑛𝑑 𝑐 𝑐𝑎𝑡𝑒𝑔𝑜𝑟𝑖𝑒𝑠 𝐸𝑥𝑝𝑖𝑗
𝑖=1 𝑗=1
respectively
n k
k
nk ( x i x ) 2
i 1
F k 1
𝐻0 : kn k h
~ Fk 1 ;(k 1 )(h1 )
µ1=µ2=…= µk (x x )
i 1
i
2
nk ( x i x ) nh ( x i x )
i 1
2
i 1
2
(k 1)(h 1)
Xi ~ N (µi , ) h
nh ( x i x ) 2
i 1
𝐻0 :
F h1 ~ Fh1 ;(k 1 )(h1 )
µ1=µ2=…= µh kn k h
two-way (x x )
i 1
i
2
nk ( x i x ) nh ( x i x )
i 1
2
i 1
2
(k 1)(h 1)
k
mnk ( x i x ) 2
i1
F k 1 ~ Fk 1 ;hk(m1 )
kn k h
𝐻0 :
µ1=µ2=…= µk
(x x )
i 1
i
2
mnk ( x i x ) mnh ( x i x ) SSI
i 1
2
i 1
2
hk (m 1)
h
mnh ( x i x ) 2
i1
𝐻0 : F k 1 ~ Fh1 ;hk(m1 )
kn k h
µ1=µ2=…= µh
Xi ~ N (µi , ) (x x )
i 1
i
2
mnk ( x i x ) mnh ( x i x ) SSI
i 1
2
i 1
2
hk (m 1)
SSI
(k 1)(h 1)
𝐻0 : no F kn k h
~ F(k 1 )(h1 );hk(m1 )
interaction (x x )
i 1
i
2
mnk ( x i x ) mnh ( x i x ) SSI
i1
2
i 1
2
two-way with
interaction hk (m 1)
h k
SSI m ( x ji x i x j x ) 2 , m-nº of observations per cell
j 1 i 1
i 1
Distribution of bj: b j ~ N j , Var(b j ) , j=0, …, k.
F m ~ Fm;n k more1
1 R 2more
n k more 1
R 2more - r-square of the model with more explanatory variables
2
R less - r-square of the model with less explanatory variables
m – the difference between the number of explanatory variables in both models
n – the sample size
k – the number of explanatory variables in the model
➢
0.8508
0,8
0,45 P[Z<1.04]=F(1.04)
P[Z < z]=xxxx
0,6
0,30
0,4
0,15
0,2
0,00 0,0
-3,50 -1,75 0,00 1,75 3,50 -3,50 -1,75 0,00 1,75 3,50
0,8
0,131
P[gl < q]=xxx
P[q12<23.337]=F(23.337)
0,6
0,087
0,4
0,044
0,2
0,000 0,0
0,00 6,25 12,50 18,75 25,00 0,00 6,25 12,50 18,75 25,00
gl \ xxx 0,005 0,010 0,025 0,050 0,100 0,250 0,500 0,750 0,900 0,950 0,975 0,990 0,995
1 0,000 0,000 0,001 0,004 0,016 0,102 0,455 1,323 2,706 3,841 5,024 6,635 7,879
2 0,010 0,020 0,051 0,103 0,211 0,575 1,386 2,773 4,605 5,991 7,378 9,210 10,597
3 0,072 0,115 0,216 0,352 0,584 1,213 2,366 4,108 6,251 7,815 9,348 11,345 12,838
4 0,207 0,297 0,484 0,711 1,064 1,923 3,357 5,385 7,779 9,488 11,143 13,277 14,860
5 0,412 0,554 0,831 1,145 1,610 2,675 4,351 6,626 9,236 11,070 12,832 15,086 16,750
6 0,676 0,872 1,237 1,635 2,204 3,455 5,348 7,841 10,645 12,592 14,449 16,812 18,548
7 0,989 1,239 1,690 2,167 2,833 4,255 6,346 9,037 12,017 14,067 16,013 18,475 20,278
8 1,344 1,647 2,180 2,733 3,490 5,071 7,344 10,219 13,362 15,507 17,535 20,090 21,955
9 1,735 2,088 2,700 3,325 4,168 5,899 8,343 11,389 14,684 16,919 19,023 21,666 23,589
10 2,156 2,558 3,247 3,940 4,865 6,737 9,342 12,549 15,987 18,307 20,483 23,209 25,188
11 2,603 3,053 3,816 4,575 5,578 7,584 10,341 13,701 17,275 19,675 21,920 24,725 26,757
12 3,074 3,571 4,404 5,226 6,304 8,438 11,340 14,845 18,549 21,026 23,337 26,217 28,300
13 3,565 4,107 5,009 5,892 7,041 9,299 12,340 15,984 19,812 22,362 24,736 27,688 29,819
14 4,075 4,660 5,629 6,571 7,790 10,165 13,339 17,117 21,064 23,685 26,119 29,141 31,319
15 4,601 5,229 6,262 7,261 8,547 11,037 14,339 18,245 22,307 24,996 27,488 30,578 32,801
16 5,142 5,812 6,908 7,962 9,312 11,912 15,338 19,369 23,542 26,296 28,845 32,000 34,267
17 5,697 6,408 7,564 8,672 10,085 12,792 16,338 20,489 24,769 27,587 30,191 33,409 35,718
18 6,265 7,015 8,231 9,390 10,865 13,675 17,338 21,605 25,989 28,869 31,526 34,805 37,156
19 6,844 7,633 8,907 10,117 11,651 14,562 18,338 22,718 27,204 30,144 32,852 36,191 38,582
20 7,434 8,260 9,591 10,851 12,443 15,452 19,337 23,828 28,412 31,410 34,170 37,566 39,997
21 8,034 8,897 10,283 11,591 13,240 16,344 20,337 24,935 29,615 32,671 35,479 38,932 41,401
22 8,643 9,542 10,982 12,338 14,041 17,240 21,337 26,039 30,813 33,924 36,781 40,289 42,796
23 9,260 10,196 11,689 13,091 14,848 18,137 22,337 27,141 32,007 35,172 38,076 41,638 44,181
24 9,886 10,856 12,401 13,848 15,659 19,037 23,337 28,241 33,196 36,415 39,364 42,980 45,558
25 10,520 11,524 13,120 14,611 16,473 19,939 24,337 29,339 34,382 37,652 40,646 44,314 46,928
26 11,160 12,198 13,844 15,379 17,292 20,843 25,336 30,435 35,563 38,885 41,923 45,642 48,290
27 11,808 12,878 14,573 16,151 18,114 21,749 26,336 31,528 36,741 40,113 43,195 46,963 49,645
28 12,461 13,565 15,308 16,928 18,939 22,657 27,336 32,620 37,916 41,337 44,461 48,278 50,994
29 13,121 14,256 16,047 17,708 19,768 23,567 28,336 33,711 39,087 42,557 45,722 49,588 52,335
30 13,787 14,953 16,791 18,493 20,599 24,478 29,336 34,800 40,256 43,773 46,979 50,892 53,672
40 20,707 22,164 24,433 26,509 29,051 33,660 39,335 45,616 51,805 55,758 59,342 63,691 66,766
60 35,534 37,485 40,482 43,188 46,459 52,294 59,335 66,981 74,397 79,082 83,298 88,379 91,952
0.95
P[t15<1.753]=F(1.753) 0,8
0,375
P[tgl < t]=xxx
0,6
0,250
0,4
0,125
0,2
0,000 0,0
-3,50 -1,75 0,00 1,75 3,50 -3,50 -1,75 0,00 1,75 3,50
gl \ xxx 0,999 0,995 0,990 0,975 0,950 0,900 0,850 0,800 0,700 0,600 0,500
1 318,3 63,656 31,821 12,706 6,314 3,078 1,963 1,376 0,727 0,325 0,000
2 22,328 9,925 6,965 4,303 2,920 1,886 1,386 1,061 0,617 0,289 0,000
3 10,214 5,841 4,541 3,182 2,353 1,638 1,250 0,978 0,584 0,277 0,000
4 7,173 4,604 3,747 2,776 2,132 1,533 1,190 0,941 0,569 0,271 0,000
5 5,894 4,032 3,365 2,571 2,015 1,476 1,156 0,920 0,559 0,267 0,000
6 5,208 3,707 3,143 2,447 1,943 1,440 1,134 0,906 0,553 0,265 0,000
7 4,785 3,499 2,998 2,365 1,895 1,415 1,119 0,896 0,549 0,263 0,000
8 4,501 3,355 2,896 2,306 1,860 1,397 1,108 0,889 0,546 0,262 0,000
9 4,297 3,250 2,821 2,262 1,833 1,383 1,100 0,883 0,543 0,261 0,000
10 4,144 3,169 2,764 2,228 1,812 1,372 1,093 0,879 0,542 0,260 0,000
11 4,025 3,106 2,718 2,201 1,796 1,363 1,088 0,876 0,540 0,260 0,000
12 3,930 3,055 2,681 2,179 1,782 1,356 1,083 0,873 0,539 0,259 0,000
13 3,852 3,012 2,650 2,160 1,771 1,350 1,079 0,870 0,538 0,259 0,000
14 3,787 2,977 2,624 2,145 1,761 1,345 1,076 0,868 0,537 0,258 0,000
15 3,733 2,947 2,602 2,131 1,753 1,341 1,074 0,866 0,536 0,258 0,000
16 3,686 2,921 2,583 2,120 1,746 1,337 1,071 0,865 0,535 0,258 0,000
17 3,646 2,898 2,567 2,110 1,740 1,333 1,069 0,863 0,534 0,257 0,000
18 3,610 2,878 2,552 2,101 1,734 1,330 1,067 0,862 0,534 0,257 0,000
19 3,579 2,861 2,539 2,093 1,729 1,328 1,066 0,861 0,533 0,257 0,000
20 3,552 2,845 2,528 2,086 1,725 1,325 1,064 0,860 0,533 0,257 0,000
21 3,527 2,831 2,518 2,080 1,721 1,323 1,063 0,859 0,532 0,257 0,000
22 3,505 2,819 2,508 2,074 1,717 1,321 1,061 0,858 0,532 0,256 0,000
23 3,485 2,807 2,500 2,069 1,714 1,319 1,060 0,858 0,532 0,256 0,000
24 3,467 2,797 2,492 2,064 1,711 1,318 1,059 0,857 0,531 0,256 0,000
25 3,450 2,787 2,485 2,060 1,708 1,316 1,058 0,856 0,531 0,256 0,000
26 3,435 2,779 2,479 2,056 1,706 1,315 1,058 0,856 0,531 0,256 0,000
27 3,421 2,771 2,473 2,052 1,703 1,314 1,057 0,855 0,531 0,256 0,000
28 3,408 2,763 2,467 2,048 1,701 1,313 1,056 0,855 0,530 0,256 0,000
29 3,396 2,756 2,462 2,045 1,699 1,311 1,055 0,854 0,530 0,256 0,000
30 3,385 2,750 2,457 2,042 1,697 1,310 1,055 0,854 0,530 0,256 0,000
40 3,307 2,704 2,423 2,021 1,684 1,303 1,050 0,851 0,529 0,255 0,000
60 3,232 2,660 2,390 2,000 1,671 1,296 1,045 0,848 0,527 0,254 0,000
120 3,160 2,617 2,358 1,980 1,658 1,289 1,041 0,845 0,526 0,254 0,000
3,090 2,576 2,326 1,960 1,645 1,282 1,036 0,842 0,524 0,253 0,000
0.95
0,8
1,125
0,750
0,4
0,375
0,2
0.95
0,000 0,0
0 1 2 3 4 5 0 1 2 3 4 5