COEP Technogical University

Department of Mathematics
(MA- 21001) Probability and Statistics for Engineers
T.Y. B. Tech. Semester VI (Civil, Manufacturing and Metallurgy Engineering)
Academic Year 2023-24 (Spring Semester)
Course Coordinator: Dr. Yogita Mahatekar

1 Tutorial: Week 11
1. (a) What is simple linear regression?
(b) What is multiple linear regression?
(c) What is method of least squares?
(d) What is meant by a polynomial regression?
(e) Derive normal equations for the simple linear regression, multiple linear regres-
sion for two independent variables.
2. The raw material used in the production of a certain synthetic fiber is stored in a lo-
cation without a humidity control. Measurements of relative humidity in the storage
location and the moisture content of a sample of the raw material were taken over 15
days with the following data (in percentages) resulting.

relative humidity 46 53 29 61 36 39 47 49 52 38 55 32 57 54 44
Moisture content 12 15 7 17 10 11 11 12 14 9 16 8 18 14 12

Estimate regression line for above given data. ANS: regression line is Y = −2.51 +
0.32x
3. The following data relate x, the moisture of a wet mix of a certain product to Y the
density of the finished product.

xi 5 6 7 10 12 15 18 20
Yi 7.4 9.3 10.6 15.4 18.1 22.2 24.1 24.8

Fit a linear curve to this data. Plot a scatter diagram for this data. Predict density of
finished product when the moisture of a wet mix of certain product is 17.
4. A study conducted at VPI and SU to determine if certain static arm-strength measures
have an influence on the "dynamic lift" characteristic of an individual. Thirteen indi-
viduals were subjected to strength tests and then were asked to perform a weight lifting
test in which weight was dynamically lifted overhead. The data are given here:

individual 1 2 3 4 5 6 7 8 9 10 11 12 13
xi 17.3 19.3 19.5 19.7 22.9 23.1 26.4 26.8 27.6 28.1 28.2 28.7 29.0
yi 87.3 99.3 79.5 59.7 25.9 55.1 63.4 100.8 78.6 89.1 100.2 56.7 57.0
 Estimate A and B for the regression line. Find point estimate of x = 30.

5. The grades of a class of 9 students on a midterm report (x) and on the final examination
(y) are as follows:

xi 77 50 71 72 81 94 96 99 67
Yi 82 66 78 34 47 85 99 99 68

(a) Estimate the linear regression line.

(b) Estimate the final grade of a student who received a grade of 85 on the midterm
report.

6. A study was made by a retail merchant to determine the relation between weekly ad-
vertising expenditures and sales. The following data was recorded.

Advertising Costs (Rs.) 40 20 25 20 30 50 40 20 50 40 25 50

Sales(Rs.) 385 400 395 365 475 440 490 420 560 525 480 510

(a) Plot a scatter diagram.

(b) Find equation of regression line to predict weekly sales from advertising expen-
ditures.
(c) Estimate weekly sales when advertising costs are Rs.35/−
(d) Plot residues versus advertising costs.

7. Student grades and classes missed for 7 students who took Statistics course is recorded
as below.

Student 1 2 3 4 5 6 7
Final exam Grade (y) 85 74 76 90 85 87 94
Mid-Sem exam grade (x1 ) 65 50 55 65 55 70 65
Classes missed x2 1 7 5 2 6 3 2

(a) Fit the multiple linear regression equation of the form Y = b0 + b1 x1 + b2 x2

(b) Estimate approximate final grade for a student who has mid-sem exam score 60
and missed 4 classes.

8. Fit a least square line to the data given below using x as the independent variable.
.
x 1 3 4 6 8 9 11 14
y 1 2 4 4 5 7 8 9
9. State whether the following statements are True or False and justify your answers.
.

(a) The estimated simple linear regression equation maximizes the sum of the squared
deviations between each value of y and the line.
 (b) Slope of the linear function is equal to the change in independent variable divided
by the corresponding change in the dependent variable.
(c) Method of least squares is used to fit a least square line to given finite number of
x values and corresponding y values. Then (x̄, ȳ) always lie on the least square
line.
X
(d) Sum of squares of residues SSR = (Yi − A − Bxi )2 is a chi-squared distri-
i
bution with (n − 1) degrees of freedom.
10. In quality control concerned with any manufacturing process, What is meant by assignable
cause and what is chance variation? What is control chart and upper control limit
(UCL) and lower control limit (LCL)?
11. Assume that items produced are supposed to be normally distributed with mean 35
and standard deviation 3. To monitor this process, subgroups of size 5 are sampled. If
the following represents the averages of the first 20 subgroups, does it appear that the
process was in control?
Sample 1 2 3 4 5 6 7 8 9 10
X̄ 34 31.6 30.8 33.0 35 32.2 33 32.6 33.8 35.8
Sample 11 12 13 14 15 16 17 18 19 20
X̄ 35.8 35.8 34 35.0 33.8 31.6 33 33.2 31.8 33.6

12. Consider Markov chain with three states, S = {1, 2, 3} that has the transition matrix

1 1 1

2 4 4
P = 1 0 2
.
3 3
1 1
2 2
0

(a) Draw the state transition diagram for this chain.

(b) If we know P (X1 = 1) = P (X1 = 2) = 14 , find P (X1 = 3, X2 = 2, X3 = 1).

13. Consider the stochastic process so called ’random telegraph process’. This is a discrete-
state continuous-time process {X(t)|; −∞ < t < ∞} with the state space {−1, 1}.
Assume that these two values are equally likely: P [X(t) = −1] = 12 = P [X(t) =
1], −∞ < t < ∞.
(a) Find µ(t) = E(X(t)). Is it independent of t?
(b) Find autocorrelation function R(0) = E(X 2 (t)).
(c) Is this random telegraph process stationary in wide-sense? Justify.
Consider the given system which represents two-state Marcov Chain: Suppose that
whether it rains tomorrow depends on previous weather conditions only through whether
it is raining today. Suppose further that if it is raining today, then it will rain tomor-
row with probability α and if it is not raining today, then it will rain tomorrow with
probability β. If we say that system is in state 0 when it rains and state 1 when it does
not, find transition probabilities of this Marcov chain and hence write its transition
probability matrix. Draw the state transition diagram for this chain.