MA4159 STATISTICAL METHODS FOR ENGINEERS

. UNIT I ESTIMATION THEORY

Estimators : Unbiasedness, Consistency, Efficiency and sufficiency – Maximum
likelihood estimation – Method of moments.

UNIT II TESTING OF HYPOTHESIS

Sampling distributions - Small and large samples -Tests based on Normal, t,
Chi square, and F distributions for testing of means, variance and proportions –
Analysis of r x c tables – Goodness of fit.

UNIT III CORRELATION AND REGRESSION

Multiple and partial correlation – Method of least squares – Plane of regression –
Properties of residuals – Coefficient of multiple correlation – Coefficient of partial correlation –
Multiple correlation with total and partial correlations – Regression and partial correlations in
terms of lower order co - efficient.

UNIT IV DESIGN OF EXPERIMENTS

Analysis of variance – One way and two way classifications – Completely randomized
design – Randomized block design – Latin square design - 2 2 Factorial design.

UNIT V MULTIVARIATE ANALYSIS

Random vectors and matrices – Mean vectors and covariance matrices – Multivariate
normal density and its properties – Principal components : Population principal components –
Principal components from standardized variables.
 Unit II – TESTING OF HYPOTHESIS
Normal Distribution
Type 1 – Single Mean value problems:
1) A sample of 900 members has a mean 3.4 cm & S.D is 2.61 cm. Is the sample from a
large population of mean 3.25cms & S.D of 2.61cms. Test 5% level of significance. The
value of z at 5% level is |𝑧𝛼 | < 1.96
Link: https://youtu.be/gbTOfZa6_MU?si=5-Um7ebDj2Lpewrv

2) The mean lifetime of a sample of 100 light bulbs produced by a company is computed to
be 1570 hrs with s.d of 120 hrs. If 𝜇 is mean lifetime of all the bulbs produced by the
company, test the hypothesis 𝜇 = 1600 ℎ𝑟𝑠, against the alternative hypothesis 𝜇 ≠
1600 ℎ𝑟𝑠 with 𝛼 = 0.05 & 0.01.
Link : https://youtu.be/Bd3TyQONgfA?si=VJjCtzszQvFdX1Mn

Type II – Difference of Mean value problems:

3) The mean height of two samples of 1000 and 2000 members are respectively 67.5 & 68
inches. Can they be regarded as drawn from the same population with S.D 2.5 inches.
ii) The following table gives the data on the hardness of wood stored outside and inside
room.
Sample Size Outside Inside
40 110
Sample Mean 117 132
Sum of squares of 8655 27244
deviation of Mean
Test Significance or not.

iii) Two samples of sizes 400 and 500 have mean 10.9 and 11.5 respectively. Can the
samples be regarded as drawn from same population with variance 25?
Link: https://youtu.be/5WK9dL6Ivug?si=eUnErhBerkWCkWPR

t-test Distribution
Type 1 – Single Mean value problems:
1. Given a sample mean of 83, a sample S.D of 12.5 and a sample size of 22, test the
hypothesis that the value of the population mean is 70 against the alternative that it is
more than 70. Use the 0.025 significance level.

ii) A Machinist is making engine parts with axle diameter of 0.7 inches. A random
sample of 10 parts shows a mean diameter of 0.742 inch with a standard deviation of
0.04 inches. Compute the statistic you would use to test whether the work is meeting
specification.
Link: https://youtu.be/O2KDVqW4s1k?si=jPwosJJkC4fgX6n0
 2. A certain injection administrated to each of 12 patients resulted in the following increases
of blood pressure: 5,2, 8,-1,3,0,6,-2,1,5,0. Can it be concluded that the injection will be,
in general accompanied by an increase in B.P.,?
ii)A random sample of 10 boys had the following I.Q’s 70,120,
110,101,88,83,95,98,107,100. Do these data support the assumption of a population mean
I.Q of100?
Link: https://youtu.be/hDOSITkm_GA?si=oHDEyS5D6lE9OYY2

3. A Sample of 26 bulbs gives a mean life of 990 hours with SD of 20 hours. The
manufacturer claim the mean life of bulbs is 1000 hours. Is the sample not upto the
standard.
Link: https://youtu.be/AARhrtkNdxs

4. A random sample of size 16 valves from normal distribution showed mean of 53 and sum
of squares of deviation from this mean equals to 150. Can this sample be regarded as
taken from the population having 56 as mean. Obtain 95% confidence limits of the mean
of the population.
Link: https://youtu.be/IMJUHfcTb9I

5. The mean weekly sales of soap bars in departmental store was 146.3 bars per store. After
an advertising campaign the mean weekly sales in 22 stores for typical week increased to
153.7 showed S.D of 17.2 was the advertising campaign successful.
Link : https://youtu.be/JEoHGuLcfZs

6. A Machine is designed to produce insulting washers for electrical devices of average

thickness of 0.025 cm. A random sample 10 washers was found to have a thickness of
0.024 cm & S.D of 0.002cm. Test the significant of the deviation. Table of t for a degree
of freedom at 5% level is 2.262 Link: https://youtu.be/1z_PG9CItuU

F - Distribution
Type 1: Table value problems (To find variance)
1. A group of 10 rat fed on diet A and another group of 8 rat fed on diet B recorded the
following increase in weights:
Diet A 5 6 8 1 12 4 3 9 6 10
Diet B 2 3 6 8 10 1 2 8
Find if the variances are significantly different.

ii) Two independent samples of sizes 9 & 7 from a normal population had the
following values of the variables
Sample 1 18 13 12 15 12 14 16 14 15
Sample 2 16 19 13 16 18 13 15
Do the estimates of the population variance differ significantly at 5% level?
Link: https://youtu.be/A8UrR-JZmt8?si=fnlrETWwxJ5HS393
Type 2: Theory problems (Sum of squares of)
i) In a sample of 8 observations, the sum of the squares of deviations of the sample
values, from the sample mean was 84.4 and in the other sample of 10 observations was
102.6 Test whether this difference is significant at 5% level, given that the 5 percent
point of F for 𝑣1 = 7 and 𝑣2 = 9 degree of freedom is 3.29

ii) In one sample of 10 observations, the sum of the squares of the deviations of the
sample values from the sample mean was 120 and in another sample of 12 observations
it was 314. Test whether this difference is significant at 5% level of significance.
Link : https://youtu.be/Mp-JACMRkiY?si=tKZzbk8CcYBt3f9X

Chi Square Distribution

Type 1: Direct Method
1) A random sample of size 25 from a population gives the sample standard deviation 8.5.
Test the hypothesis that the population s.d is 10.
Link : https://youtu.be/iLUdV9frCTQ?si=hJwQtVy2iuIDbbLI

2) The S.D of the distribution of time taken by 15 workers for performing a job is 6.4 sec.
Can it be taken as a sample from a population whose s.d is 5 sec.
Link : https://youtu.be/RQpwjxnTc3I?si=5maKQOROCGZZSaCf

Type 2: Goodness of fit (Coin based on Problems) – Binomial Distribution

i) Five coins are tossed 320 times. The number of heads observed is given below
Number of Heads 0 1 2 3 4 5
Frequency 15 45 85 95 60 20
Examine whether the coin is unbiased. Use 5% level of Significance.
ii) 4 coins were tossed 160 times and the following results were obtained
No.of Heads 0 1 2 3 4
Observed Frequencies 17 52 54 31 6
Under the assumption that the coins are unbiased, find the expected frequencies of
getting 0,1,2,3,4 heads and test the goodness of fit.
Link : https://youtu.be/7fN_lwsER8w?si=KpY8cFIB19sk0zNW

Type 3: Goodness of fit (Days based on Problems)

i) A company keeps records of accidents. During a recent safety review, a random sample
of 60 accidents was selected and classified by the day of the week on which they
occurred.
Day Mon Tue Wed Thu Fri
No.of accidents 8 12 9 14 17
Test whether there is any evidence that accidents are more likely on some days than others.
ii) The following data gives the number of aircraft accidents that occurred during the various
days of a week. Find whether the accidents are uniformly distributed over the week.
Days Sun Mon Tue Wed Thu Fri Sat
No.of Accidents 14 16 8 12 11 9 14
 iii) The table below gives the number of aircraft accidents that occurred during the various
days of the week. Test whether the accidents are uniformly distributed over the week.
Days Mon Tue Wed Thu Fri Sat
No.of Accidents 14 18 12 11 15 14
Link: https://youtu.be/ynLXm4Gruu4?si=P0-bJKhtKwHf3WfS

Type 4: Goodness of fit - Uniform Distribution:

The following is the distribution of the hourly number of trucks arriving at a company’s
warehouses.
Trucks arriving per hour 0 1 2 3 4 5 6 7 8
Frequency 52 151 130 102 45 12 5 1 2
Find the mean of the distribution and using its mean(rounded to one decimal) as the parameter 𝜆
fit a poisson distribution. Test for goodness of fit at the level of significance 𝛼 = 0.05
Link: https://youtu.be/T3wpMYZj-ow?si=BqbEeIvBJi1ILcKM

Type 5: Independence of attribution:

1) On the basis of information noted below, find out whether the new treatment is
comparatively superior to the conventional one.
Favourable Non-Favourable Total
Conventional 40 70 90
New 60 30 110
Total 100 100 N = 200

ii)1000 Students at college level were graded according to their I.Q and their economic
conditions. What conclusion can you draw from the following data:
Economic I.Q. Level
Conditions High Low
Rich 460 140
Poor 240 160
Link: https://youtu.be/yAfq5gRXVlU?si=Yw0RlXALZk1Vl-Zo

2) Two researchers A & B adopted different techniques while rating the students level. Can
you say that techniques adopted by them are significant?

Researchers Below Average Above Genius Total

Average Average
A 40 33 25 2 100
B 86 60 44 10 200
Total 126 93 69 12 300
Link: https://youtu.be/bAZ9za2g5_4?si=SS5156k2yf5wz-Ta

Type 6: Theory Questions

1. A sample analysis of examination results of 500 students was made. It was found that 220
students have failed, 170 have secured a third class, 90 have secured a second class and the
rest, a first class. So do these figures support the general belief that the above catagories are
in the ratio 4:3:2:1 respectively?
II) A company carries out regular market research to obtain information about the customers.
It is particularly important to know the age distribution of the customers. In the recent years
this has remained fairly constant and is shown in the following table.
Age(Years) % of Customers
Under 20 35
20-30 25
30-40 15
40-50 15
Over 50 10
A random sample of 300 customers selected during the latest market research investigation
included the following numbers in each age group. Employ a Chi square test to examine
whether there is an evidence of significant change in the age distribution.
Link: https://youtu.be/x8M9mLSBCYw?si=XkQKcd3MX3IKBtGW

UNIT IV
DESIGN OF EXPERIMENTS

1) One-way ANOVA Working Procedure

Link: https://youtu.be/YAwTRBoeNUI

Unit V – MULTIVARIATE ANALYSIS

Find Covariance Matrix
1) Find Covariance Matrix: (University Exam Question)
Find the covariance matrix for the two random variables 𝑋1 , 𝑋2 , when their joint
𝑥2 ⁄𝑥1 0 1
p.d.f 𝑃12(𝑥1, 𝑥2 ) is given by ( −1 0.24 0.06 )
0 0.16 0.14
1 0.40 0.00
Link : https://youtu.be/WuKAjvMgO58?si=gW7xMl6KFUmO0uhw

Find Correlation Matrix

2) Correlation matrix from Covariance Matrix: (University Exam Question)
Computing Correlation matrix from the covariance matrix suppose
4 1 2
1
∑ = (1 9 −3) obtain 𝑣 ⁄2 & 𝜌.
2 −3 25
Link : https://youtu.be/SAujN0pZxOk?si=u0Lbz67bs9I-XKcr
 25 −2 4 1
3) Let 𝑥 have covariance matrix ∑ = (−2 4 1) i) Determine 𝜌 𝑎𝑛𝑑 𝑣 2. Check
1 1
4 1 9
𝑣 2 𝜌𝑣 2 = ∑.
Link : https://youtu.be/yLz-KRsy9hM?si=27I3Z5iXv1qWbFGP

25 −2 4
4) covariance matrix ∑ = (−2 4 1) i) Find 𝑃13 ii) Find the correlation
4 1 9
𝑥2 𝑥
coefficient between 𝑋 1 𝑎𝑛𝑑 + 3
2 2
Link: https://youtu.be/ZPtCcaK2-Jg?si=ugpvEVA3H8WZ0-P2

5) Find Distribution in Multivariate Results: (University Exam Question)

𝑋1
𝑋 − 𝑋2 1 −1 0
Problems : ( )=( ) (𝑋 ) = 𝐴𝑋
𝑋2 − 𝑋3 0 1 −1 𝑋2
3
Find Covariance Matrix:
Link : https://youtu.be/8XV9vThYy_w?si=O5cokzRgLCu6O11G

6) Find N_5(u, €) and Check Independent or Not in Multivariate Analysis

4 1 0
Problem: Let 𝑋3𝑥1 be 𝑁3 (𝜇, ∑) with ∑ = (1 3 0) are 𝑋1 and 𝑋2 be
0 0 2
independent?
Link : https://youtu.be/L-yQXparq34?si=tXaerRwMunuCFw6y

To find Principal components

(University Exam Question)
7) Compute the principal components to the following variance covariance Matrix
∑ = (1
4
).
4 100
Link : https://youtu.be/ICtxIxJF7gA?si=C_0Fb5IPiQy7HezB

8) (University Exam Question)

1 4
Find Principal Components from Derived Correlation Matrix ( )
4 100
1 4
For the covariance matrix ( ) 𝑡ℎ𝑒 derived correlation matrix 𝜌 =
4 100
1 0.4
( ). Show that the principal components obtained from covariance and
0.4 1
correlation matrix are different.
Link : https://youtu.be/45afhEsEfLY?si=x8obZWOYzc2hkB27
9) Compute the principal components to the following variance covariance Matrix
1 −2 0
∑ = (−2 5 0)
0 0 −2
Link : https://youtu.be/M0I9vxOGGLM?si=0Mkxk0DbVx87zaEh

10) Compute the principal components to the following variance covariance

1 −2 0
Matrix ∑ = (−2 5 0)
0 0 2
Link: https://youtu.be/HQPX3u60eBw?si=HWU8XL8iYnnoGtKh

11) Compute the principal components to the following variance covariance

3 1 1
Matrix ∑ = (1 3 1)
1 1 5
Link: https://youtu.be/2tBhwfTD2aw?si=3H5oO3yXbe5pj2Or