Concordia University

Department of Mathematics and Statistics

Course
Number
Section
STAT
360/2
Examination
Date
Time
Mid Term
October, 2007
1 Hour and 10 Minutes
Instructors
Course Examiner
Chaubey & Sen
Y.P. Chaubey
Special Instructions:
Closed Book Exam
1. Answer ALL questions.
2. Scientific Calculators are allowed.
3. Values of t(.; .) and F (.; ., .), may be found
from the table on the last page.
4. Full Credit will be given only for
answering questions systematically.

Pages
3
Marks
40

MARKS
[10] Q 1.(a) Consider a linear regression model Yi = 1 Xi + i , i = 1, 2, ..., n. Assume that the error
terms i are independent N (0, 2 ) and that 2 is known. State the likelihood function
for the n sample observations on Y and obtain the maximum likelihood estimator of 1 .
(b) Show that the maximum likelihood estimator of 1 is a linear combination of the Yi
and hence it is unbiased.
[10] Q 2. The following data were collected in studying the eect of Temperature (X) on the
field (Y) of a chemical process.
i:
1 2
Xi : 10 8
Yi : 26 25

3 4
6 10
20 31

5 6
4 12
10 34

Assuming a simple linear regression model, Yi = 0 + 1 Xi + i , i = 1, 2, ..., 6 is

appropriate.
(a) Find the prediction equation.
(b) Show that in the context of above data, the sum of the residuals is zero.

STAT 360

Mid Term Examination

October 2007

Page 2 of 3

[10] Q 3.(a) Consider a normal error regression model. Given that SSE
2(n2) and is independent
2
of b0 and b1 , show that
b1 1
t(n2) .
S{b1 }
(State the results which will be used in this problem.)
(b) Prove that in the context of above model
(i)E{SSE} = (n 2) 2
(ii)E{M SR} = 2 +

n
X
i=1

2
(Xi X)

[10] Q 4. The following MINITAB output have been collected from 45 recent calls on users to
perform routine preventive maintenance service for each call, X is the number of copiers
serviced and Y is the total number of minutes spent by the service person. Assume
that first order regression model Yi = 0 + 1 Xi + i ; i = 1, 2, ..., 45 is appropriate.
The regression equation is
Y = - 0.58 + 15.0352 X
Predictor
Constant
X
S = 8.914

Coef
-0.580
15.0352

SE Coef
2.804
0.4831

R-Sq = 95.7%

T
-0.21
31.12

P
0.837
0.000

R-Sq(adj) = 95.7%

Using this output to answer the following problems:

(a) Set up the ANOVA table for the above data.
(b) Test whether or not there is a linear association between time spent and number of
copiers serviced. Use a level of significance of 0.10. State the alternatives, decision rule,
and conclusion.

GOOD LUCK!

STAT 360

Mid Term Examination

October 2007

Page 3 of 3

Values of t(A; )
A
0.975 0.985 0.9875 0.990 0.995
2.7764 3.2976 3.4954 3.7469 4.6041
2.5705 3.0028 3.1633 3.3649 4.0321
2.2621 2.5738 2.6850 2.8214 3.2498

4
5
9

0.900
.950
1.5332 2.1318
1.4758 2.0150
1.3830 1.8331

20
30
40

1.3253 1.7247 2.0859 2.3362 2.4231 2.5279 2.8453

1.3104 1.6972 2.0422 2.2782 2.3595 2.4572 2.7500
1.3030 1.6838 2.0210 2.2502 2.3289 2.4232 2.7044

60 1.2958 1.6706 2.0003 2.2229 2.2990 2.3901 2.6602

120 1.2886 1.6576 1.9799 2.1962 2.2698 2.3578 2.6174
1 1.2815 1.6448 1.9599 2.1700 2.2414 2.3263 2.5758

A
1
0.900
0.950
0.975
0.985
0.990
0.995

= 1, 2 = 41
2.83208
4.07855
5.41364
6.44754
7.29638
8.80286

Values of F (A; 1 , 2 )
A
1 = 2, 2 = 41 1 = 2, 2 = 43
2.43688
2.43041
3.22568
3.21448
4.04161
4.02424
4.66083
4.63794
5.16344
5.13555
6.04601
6.00826

1 = 6, 2 = 5
3.4045
4.9503
6.9777
8.8708
10.6723
14.5133

t(A; ) is defined by P [t > t(A; )] = 1 A.

F (1 ; 1, ) = t2 (1 2 ; ).

1 = 5, 2 = 6
3.1075
4.3874
5.9876
7.4222
8.7459
11.4637