Chapter 7 Partially Balanced Incomplete Block Design (PBIBD)

Size: px
Start display at page:

Download "Chapter 7 Partially Balanced Incomplete Block Design (PBIBD)"

Transcription

1 Chapter 7 Partally Balanced Incomplete Block Desgn (PBIBD) The balanced ncomplete block desgns hae seeral adantages. They are connected desgns as well as the block szes are also equal. A restrcton on usng the BIBD s that they are not aalable for all parameter combnatons. They exst only for certan parameters. Sometmes, they requre large number of replcatons also. Ths hampers the utlty of the BIBDs. For example, f there are = 8 treatments and block sze s k = 3 (.e., 3 plots s each block) then the total number of requred blocks are 8 b = = 56 and so usng the relatonshp bk = r, the total number of requred replcates s 3 bk r = =. Another mportant property of the BIBD s that t s effcency balanced. Ths means that all the treatment dfferences are estmated wth same accuracy. The partally balanced ncomplete block desgns (PBIBD) compromse on ths property upto some extent and help n reducng the number of replcatons. In smple words, the pars of treatments can be arranged n dfferent sets such that the dfference between the treatment effects of a par, for all pars n a set, s estmated wth the same accuracy. The partally balanced ncomplete block desgns reman connected lke BIBD but no more balanced. Rather they are partally balanced n the sense that some pars of treatments hae same effcency whereas some other pars of treatments hae same effcency but dfferent from the effcency of earler pars of treatments. Ths wll be llustrated more clearly n the further dscusson. Before descrbng the set up of PBIBD, frst we need to understand the concept of Assocaton Scheme. Instead of explanng the theory related to the assocaton schemes, we consder here some examples and then understand the concept of assocaton scheme. Let there be a set of treatments. These treatments are denoted by the symbols,,,. Partally Balanced Assocaton Schemes A relatonshp satsfyng the followng three condtons s called a partally balanced assocaton scheme wth m-assocate classes. () Any two symbols are ether frst, second,, or m th assocates and the relaton of assocatons s symmetrcal,.e., f the treatment A s the th assocate of treatment B, then B s also the th assocate of treatment A. Analyss of Varance Chapter 7 Partal. BIBD Shalabh, IIT Kanpur

2 () Each treatment A n the set has exactly n treatments n the set whch are the th and the number n ( =,,..., m) does not depend on the treatment A. assocate () If any two treatments A and B are the th assocates, then the number of treatments whch are both th assocate A and k th assocate of B s p k and s ndependent of the par of th assocates A and B. The numbers n,, n,..., n, p (, k, =,,..., m) are called the parameters of m -assocate partally balanced scheme. m k We consder now the examples based on rectangular and trangular assocaton schemes to understand the condtons stated n the partally balanced assocaton scheme. Rectangular Assocaton Scheme Consder an example of m = 3 assocate classes. Let there be sx treatments denoted as,, 3, 4, 5 and 6. Suppose these treatments are arranged as follows: Under ths arrangement, wth respect to each symbol, the two other symbols n the same row are the frst assocates. One another symbol n the same column s the second assocate and remanng two symbols are n the other row are the thrd assocates. For example, wth respect to treatment, treatments and 3 occur n the same row, so they are the frst assocates of treatment, treatment 4 occurs n the same column, so t s the second assocate of treatment and the remanng treatments 5 and 6 are the thrd assocates of treatment as they occur n the other (second) row. Smlarly, for treatment 5, treatments 4 and 6 occur n the same row, so they are the frst assocates of treatment 5, treatment occurs n the same column, so t s the second assocate of treatment 5 and remanng treatments and 3 are n the other (second) row, so they are the thrd assocates of treatment 5. Analyss of Varance Chapter 7 Partal. BIBD Shalabh, IIT Kanpur

3 The table below descrbes the frst, second and thrd assocates of all the sx treatments. Treatment number Frst assocates Second assocates Thrd assocates , 3, 3, 5, 6 4, 6 4, , 6 4, 6 4, 5, 3, 3, Further, we obsere that for the treatment, the o number of frst assocates ( n ) =, o number of second assocates ( n ) =, and o number of thrd assocates ( n 3) =. The same alues of n, n and n 3 hold true for other treatments also. Now we understand the condton () of defnton of partally balanced assocaton schemes related to p. k Consder the treatments and. They are the frst assocates (whch means = ),.e. treatments and are the frst assocate of each other; treatment 6 s the thrd assocate (whch means = 3) of treatment and also the thrd assocate (whch means k = 3) of treatment. Thus the number of treatments whch are both,.e., the th ( = 3) assocate of treatment A (here A ) and k th assocate of treatment B(here B ) are th (.e., = ) assocate s pk = p = 33. Smlarly, consder the treatments and 3 whch are the frst assocate ( whch means = ); treatment 4 s the thrd (whch means = 3) assocate of treatment and treatment 4 s also the thrd (whch means k = 3) assocate of treatment 3. Thus p 33 =. Other alues of p (, k=,,, 3) can also be obtaned smlarly. k Remark: Ths method can be used to generate 3-class assocaton scheme n general for m n treatments (symbols) by arrangng them n m -row and n -columns. Analyss of Varance Chapter 7 Partal. BIBD Shalabh, IIT Kanpur 3

4 Trangular Assocaton Scheme The trangular assocaton scheme ges rse to a -class assocaton scheme. Let there be a set of treatments whch are denoted as,,,. The treatments n ths scheme are arranged n q rows and q columns where. q qq ( ) = =. These symbols are arranged as follows: (a) Postons n the leadng dagonals are left blank (or crossed). (b) The q postons are flled up n the postons aboe the prncpal dagonal by the treatment numbers,,.., correspondng to the symbols. (c) Fll the postons below the prncpal dagonal symmetrcally. Ths assgnment s shown n the followng table: Rows 3 4 q - q Columns 3 q - q - q q + q - q - 3 q 4 3 q + q - q - q - q(q - )/ q q - q - qq ( ) / Now based on ths arrangement, we defne the frst and second assocates of the treatments as follows. The symbols enterng n the same column ( =,,..., q) are the frst assocates of and rest are the second assocates. Thus two treatments n the same row or n the same column are the frst assocates of treatment. Two treatments whch do not occur n the same row or n the same column are the second assocates of treatment. Now we llustrate ths arrangement by the followng example: Let there be 0 treatments. Then q = 5 as arranged under the trangular assocaton scheme as follows: 5 = = 0. The ten treatments denoted as,,, 0 are Analyss of Varance Chapter 7 Partal. BIBD Shalabh, IIT Kanpur 4

5 Rows Columns For example, for treatment, o the treatments, 3 and 4 occur n the same row (or same column) and o treatments 5, 6 and 7 occur n the same column (or same row). So the treatments, 3, 4, 5, 6 and 7 are the frst assocates of treatment. Then rest of the treatments 8, 9 and 0 are the second assocates of treatment. The frst and second assocates of the other treatments are stated n the followng table. Treatment number Frst assocates Second assocates, 3, 4 5, 6, 7 8, 9, 0, 3, 4 5, 8, 9 6, 7, 0 3,, 4 6, 8, 0 5, 7, 9 4,, 3 7, 9, 0 5, 6, 8 5, 6, 7, 8, 9 3, 4, 0 6, 5, 7 3, 8, 0, 4, 9 7, 5, 6 4, 9, 0, 3, 8 8, 5, 9 3, 6, 0, 4, 7 9, 5, 8 4, 7, 0, 3, 6 0 3, 6, 8 4, 7, 9,, 5 We obsere from ths table that the number of frst and second assocates of each of the 0 treatments ( = 0) s same wth n = 6, n = 3 and n+ n = 9 =. For example, the treatment n the column of frst assocates occurs sx tmes, z., n frst, thrd, fourth, ffth, eghth and nnth rows. Smlarly, the treatment n the column of second assocates occurs three tmes, z., n the sxth, seenth and tenth rows. Smlar conclusons can be erfed for other treatments. Analyss of Varance Chapter 7 Partal. BIBD Shalabh, IIT Kanpur 5

6 There are sx parameters, z., p, p, p (or p ), p, p and p (or p ) whch can be arranged n symmetrc matrces P and P as follows: p p, p p. = P = p p p p P [Note: We would lke to cauton the reader not to read superscrpt.] 3 4 P =, P = 0. p as squares of p but n p s only a In order to learn how to wrte these matrces P and P, we consder the treatments, and 8. Note that the treatment 8 s the second assocate of treatment. Consder only the rows correspondng to treatments, and 8 and obtan the elements of P and P as follows: p Treatments and are the frst assocates of each other. There are three common treatments : (z., 3, 4 and 5) between the frst assocates of treatment and the frst assocates of treatment. So p = 3. Treatment st assocates Treatment st assocates of treatment, 6, , 8, 9 st assocates of treatment Those three treatments whch are the st assocates of treatments and. Analyss of Varance Chapter 7 Partal. BIBD Shalabh, IIT Kanpur 6

7 p and p : Treatments and are the frst assocates of each other. There are two treatments (z., 6 and 7) whch are common between the frst assocates of treatment and the second assocates of treatment. So p = = p. Treatment st assocates Treatment st assocates of treatment, 3, 4, nd assocates of treatment Those two treatments whch are the st assocates of treatments and the nd assocate of treatment. Analyss of Varance Chapter 7 Partal. BIBD Shalabh, IIT Kanpur 7

8 p : Treatments and are the frst assocates of each other. There s only one treatment (z., treatment 0) whch s common between the second assocates of treatment and the second assocates of treatment. So p =. Treatment st assocates Treatment nd assocates of treatment , 7 nd assocates of treatment The treatment whch s the st assocates of treatments and Analyss of Varance Chapter 7 Partal. BIBD Shalabh, IIT Kanpur 8

9 p : Treatments and 8 are the second assocates of each other. There are four treatment (z.,,3,5 and 6) whch are common between the frst assocates of treatment and the frst assocates of treatment 8. So p = 4. Treatment nd assocates Treatment 8 st assocates of treatment 4, , 0 st assocates of treatment 8 Those four treatments whch are the nd assocates of treatments Analyss of Varance Chapter 7 Partal. BIBD Shalabh, IIT Kanpur 9

10 p and p : Treatments and 8 are the second assocates of each other. There are two treatments (z., 4 and 7) whch are common between the frst assocates of treatment and the second assocates of treatment 8. So p = = p. Treatment nd assocates Treatment 8 st assocates of treatment, 3, 5, st assocates of treatment 8 Those two treatments whch are the st assocates of treatments Analyss of Varance Chapter 7 Partal. BIBD Shalabh, IIT Kanpur 0

11 p : Treatments and 8 are the second assocates of each other. There s no treatment whch s common between the second assocates of treatment and the second assocates of treatment 8. So p = 0. Treatment nd assocates Treatment 8 nd assocates of treatment 8, 9, 0, 4, 7 nd assocates of treatment 8 There are no treatments whch are the nd assocates of treatments and 8 In general, f q rows and q columns of a square are used, then for q > 3 q qq ( ) = =, n = q 4, ( q )( q 3) n =, q q 3 P = ( q 3)( q 4) q 3 4 q 8 P = ( q 4)( q 5). q 8 For q = 3, there are no second assocates. Ths s a degenerate case where second assocates do not exst and hence P cannot be defned. Analyss of Varance Chapter 7 Partal. BIBD Shalabh, IIT Kanpur

12 The graph theory technques can be used for countng p. Further, t s easy to see that all the parameters n P, P, etc. are not ndependent. Constructon of Blocks of PBIBD under Trangular Assocaton Scheme The blocks of a PBIBD can be obtaned n dfferent ways through an assocaton scheme. Een dfferent block structure can be obtaned usng the same assocaton scheme. We now llustrate ths by obtanng dfferent block structures usng the same trangular scheme. Consder the earler llustraton q where = = 0 were obtaned. k wth q = 5 was consdered and the frst, second and thrd assocates of treatments Approach : One way to obtan the treatments n a block s to consder the treatments n each row. Ths consttutes the set of treatments to be assgned n a block. When q = 5, the blocks of PBIBD are constructed by consderng the rows of the followng table. Rows Columns From ths arrangement, the treatment are assgned n dfferent blocks and followng blocks are obtaned. Blocks Treatments Block,, 3, 4 Block, 5, 6, 7 Block 3, 5, 8, 9 Block 4 3, 6, 8, 0 Block 5 4, 7, 9, 0 The parameters of such a desgn are b= 5, = 0, r =, k = 4, λ = and λ = 0. Analyss of Varance Chapter 7 Partal. BIBD Shalabh, IIT Kanpur

13 Approach : Another approach to obtan the blocks of PBIBD from a trangular assocaton scheme s as follows: Consder the par-wse columns of the trangular scheme. Then delete the common treatments between the chosen columns and retan others. The retaned treatments wll consttute the blocks. Consder, e.g., the trangular assocaton scheme for q = 5. Then the frst block under ths approach s obtaned by deletng the common treatments between columns and whch results n a block contanng the treatments, 3, 4, 5, 6 and 7. Smlarly, consderng the other pars of columns, the other blocks can be obtaned whch are presented n the followng table: Blocks Columns of assocaton scheme Treatments Block (, ), 3, 4, 5, 6, 7 Block (, 3), 3, 4, 5, 8, 9 Block 3 (, 4),, 4, 6, 8, 0 Block 4 (, 5),, 3, 7, 9, 0 Block 5 (, 3),, 6, 7, 8, 9 Block 6 (, 4), 3, 5, 7, 8, 0 Block 7 (, 5), 4, 5, 6, 9, 0 Block 8 (3, 4), 3, 5, 6, 9, 0 Block 9 (3, 5), 4, 5, 7, 8, 0 Block 0 (4, 5) 3, 4, 6, 7, 8, 9 The parameters of the PBIBD are b= 0, = 0, r = 6, k = 6, λ = 3 and λ = 4. Snce both these PBIBDs are arsng from same assocaton scheme, so the alues of n, n, P and P reman the same for both the desgns. In ths case, we hae n = 6, n = 3, 3 4 P =, P =. 0 Approach 3: Another approach to dere the blocks of PBIBD s to consder all the frst assocates of a gen treatment n a block. For example, n case of q = 5, the frst assocates of treatment are the treatments, 3, 4, 5, 6 and 7. So these treatments consttute one block. Smlarly other blocks can also be found. Ths results n the same arrangement of treatments n blocks as consdered by deletng the common treatments between the par of columns. Analyss of Varance Chapter 7 Partal. BIBD Shalabh, IIT Kanpur 3

14 The PBIBD wth two assocate classes are popular n practcal applcatons and can be classfed nto followng types dependng on the assocaton scheme, (Reference: Classfcaton and analyss of partally balanced ncomplete block desgns wth two assocate classes, R. Bose and Shmamoto, 95, Journal of Amercan Statstcal Assocaton, 47, pp. 5-84).. Trangular. Group dsble 3. Latn square wth constrants ( L ) 4. Cyclc and 5. Sngly lnked blocks. The trangular assocaton scheme has already been dscussed. We now brefly present other types of assocaton schemes. Group dsble assocaton scheme: Let there be treatments whch can be represented as Analyss of Varance Chapter 7 Partal. BIBD Shalabh, IIT Kanpur = pq. Now dde the treatments nto p groups wth each group hang q treatments such that any two treatments n the same group are the frst assocates and two treatments n the dfferent groups are the second assocates. Ths s called the group dsble type scheme. The scheme smply amounts to arrange the = pq treatments n a ( p q) rectangle and then the assocaton scheme can be exhbted. The columns n the ( p q) rectangle wll form the groups. Under ths assocaton scheme, hence n = q n = q( p ), ( q ) λ + qp ( ) λ = rk ( ) and the parameters of second knd are unquely determned by p and q. In ths case q 0 0 q P =, P =, 0 q( p ) q q( p ) For eery group dsble desgn, r λ, rk λ 0. 4

15 If r = λ, then the group dsble desgn s sad to be sngular. Such sngular group dsble desgn can always be dered from a correspondng BIBD. To obtan ths, ust replace each treatment by a group of q treatments. In general, f a BIBD has followng parameters b*, *, r*, k*, λ *, then a group dsble desgn s obtaned from ths BIBD whch has parameters b = b*, = q*, r = r*, k = qk*, λ = r, λ = λ*, n = p, n = q. A group dsble desgn s nonsngular f r λ. Nonsngular group dsble desgns can be dded nto two classes sem-regular and regular. A group dsble desgn s sad to be sem-regular f r > λ and rk λ = 0. For ths desgn b p+. Also, each block contans the same number of treatments from each group so that k must be dsble by p. A group dsble desgn s sad to be regular f r > λ and rk λ> 0. For ths desgn b. Latn Square Type Assocaton Scheme Let L denotes the Latn square type PBIBD wth constrants. In ths PBIBD, the number of treatments are expressble as = q. The treatments may be arranged n a ( q q) Analyss of Varance Chapter 7 Partal. BIBD Shalabh, IIT Kanpur square. For the case of =, two treatments are the frst assocates f they occur n the same row or the same column, and second assocates otherwse. For general case, we take a set of ( = ) mutually orthogonal Latn squares, proded t exsts. Then two treatments are the frst assocates f they occur n the same row or the same column, or correspondng to the same letter of one of the Latn squares. Otherwse they are second assocates. Under ths assocaton scheme, = q, n = q ( ), n = ( q )( q + ) ( )( ) + q ( q + )( ) P =, ( q + )( ) ( q + )( q ) ( ) q ( ) P =. ( q ) ( q )( q ) + q 5

16 Cyclc Type Assocaton Scheme Let there be treatments and they are denoted by ntegers,,...,. In a cyclc type PBIBD, the frst assocates of treatment are where the + d, + d,..., + d (mod ), n d' s satsfy the followng condtons: () the d' s are all dfferent and 0 < d < ( =,,..., n ); () among the n( n ) dfferences d d ', (, ' =,,..., n, ') reduced (mod ), each of numbers d, d,..., d n occurs α tmes, whereas each of the numbers e, e,..., e n occurs β tmes, where d, d,..., dn, e, e,..., e n are all the dfferent numbers,,,. [Note : To reduce an nteger mod, we hae to subtract from t a sutable multple of, so that the reduced nteger les between and. For example, 7 when reduced mod 3 s 4.] For ths scheme, nα + n β = n ( n ), n α = n α n n+ α + P. = n β n n+ β P β α n β, Sngly Lnked Block Assocaton Scheme Consder a BIBD D wth parameters b**, **, r**, k**, λ ** = and b** > **. Let the block numbers of ths desgn be treated as treatments,.e., = b**. The frst and second assocates n the sngly lnked block assocaton scheme wth two classes are determned as follows: Defne two block numbers of D to be the frst assocates f they hae exactly one treatment n common and second assocates otherwse. Under ths assocaton scheme, = b**, n = k**( r** ), n = b** n, r** + ( k** ) n r** ( k** ) + P =, n r** ( k** ) + n n+ r** + ( k** ) ** ** k n k P =. ** ** n k n n+ k Analyss of Varance Chapter 7 Partal. BIBD Shalabh, IIT Kanpur 6

17 General Theory of PBIBD A PBIBD wth m assocate classes s defned as follows. Let there be treatments. Let there are b blocks and sze of each block s k,.e., there are k plots n each block. Then the treatments are arranged n b blocks accordng to an m -assocate partally balanced assocaton scheme such that (a) (b) (c) eery treatment occurs at most once n a block, eery treatment occurs exactly n r blocks and f two treatments are the th assocates of each other then they occur together exactly n λ ( =,,..., m) blocks. The number λ s ndependent of the partcular par of th assocate chosen. It s not necessary that λ should all be dfferent and some of the λ ' s may be zero. If treatments can be arranged n such a scheme then we hae a PBIBD. Note that here two treatments whch are the th assocates, occur together n λ blocks. The parameters brk,,,, λ, λ,..., λ, n, n,..., n are termed as the parameters of frst knd and m m p k are termed as the parameters of second knd. It may be noted that n, n,..., n m and all p k of the desgn are obtaned from the assocaton scheme under consderaton. Only λ, λ,..., λ, occur n the defnton of PBIBD. m If λ = λ for all =,,,m then PBIBD reduces to BIBD. So BIBD s essentally a PBIBD wth one assocate class. Condtons for PBIBD The parameters of a PBIBD are chosen such that they satsfy the followng relatons: ( ) bk = r m ( ) n = = m ( ) n λ = r( k ) = ( ) n p = n p = n p ( ) k k k k m pk = k = n f = n f. It follows from these condtons that there are only mm ( ) / 6 ndependent parameters of the second knd. Analyss of Varance Chapter 7 Partal. BIBD Shalabh, IIT Kanpur 7

18 Interpretatons of Condtons of PBIBD The nterpretatons of condtons ()-() are as follows. () bk = r Ths condton s related to the total number of plots n an experment. In our settngs, there are k plots n each block and there are b blocks. So total number of plots are bk. Further, there are treatments and each treatment s replcated r tmes such that each treatment occurs atmost n one block. So total number of plots contanng all the treatments s r. Snce both the statements counts the total number of blocks, hence bk = r. () m = n = Ths condton nterprets as follows: Snce wth respect to each treatment, the remanng ( ) treatments are classfed as frst, second,, or m th assocates and each treatment has n assocates, so the sum of all n ' s s the same as the total number of treatments except the treatment under consderaton. () m = nλ = rk ( ) Consder r blocks n whch a partcular treatment A occurs. In these r blocks, rk ( ) pars of treatments can be found, each hang A as one of ts members. Among these pars, the th assocate of A must occur λ tmes and there are n assocates, so nλ = rk ( ). () Let np = n p = n p k k k k G be the set of th assocates, =,,..., m of a treatment A. For, each treatment n G has exactly p k numbers of k th assocates n G. Thus the number of pars of k th assocates that can be obtaned by takng one treatment from G and another treatment from G on the one hand s np k and np k, respectely. Analyss of Varance Chapter 7 Partal. BIBD Shalabh, IIT Kanpur 8

19 () m m k k k= k= p = n f = and p = n f. Let the treatments A and B be th assocates. The k th assocate of Ak ( =,,..., m) should contan all the n number of th assocates of B( ). When =, A tself wll be one of the th assocate of B. Hence k th assocate of A, ( k =,,..., m) should contan all the ( n ) numbers of th assocate of B. Thus the condton holds. Intrablock Analyss of PBIBD Wth Two Assocates Consder a PBIBD under two assocates scheme. The parameters of ths scheme are b,, r, k, λ, λ, n, n, p, p, p, p, p and p, The lnear model nolng block and treatment effects s y = µ + β + τ + ε ; =,,..., b, =,,...,, where µ s the general mean effect; β s the fxed addte th block effect satsfyng β = 0; τ s the fxed addte th treatment effect satsfyng r = τ = 0 and ε m s the..d. random error wth ε N σ m ~ (0, ). The PBIBD s a bnary, proper and equreplcate desgn. So n ths case, the alues of the parameters become n = 0 or, k = k for all =,,..., b and r = r for all =,,...,. There can be two types of null hypothess whch can be consdered one for the equalty of treatment effects and another for the equalty of block effects. We are consderng here the ntrablock analyss, so we consder the null hypothess related to the treatment effects only. As done earler n the case of BIBD, the block effects can be consdered under the nterblock analyss of PBIBD and the recoery of nterblock nformaton. The null hypothess of nterest s H0 : τ = τ =... = τ aganst alternate hypothess H : at least one par of τ s dfferent. Analyss of Varance Chapter 7 Partal. BIBD Shalabh, IIT Kanpur 9

20 The null hypothess related to the block effects s of not much practcal releance and can be treated smlarly. Ths was llustrated earler n case of BIBD. In order to obtan the least squares estmates of µβ, and ρ, we mnmze of sum of squares due to resduals b = = ( y µ β τ ) wth respect to µβ, and τ Ths results n the three normal equatons whch can be unfed usng the matrx notatons. The set of reduced normal equatons n matrx notaton after elmnatng the block effects are expressed as where Q = Cτ C = R N K N Q= V N' K B, R = ri, K = ki. b ', Then the dagonal elements of C are b n = rk ( ) c = r =, ( =,,..., ), k k the off-dagonal elements of C are obtaned as c λ b f treatment and ' are the frst assocates = k nn = f treatment and ' are the second assocates ( ' =,,..., ) k ' ' k = λ and the th alue n Q s [Sum of block totals n whch th Q = V treatment occurs] k = rk ( ) τ nn ' τ. k '( ') Next, we attempt to smplfy the expresson of Q. Let S be the sum of all treatments whch are the frst assocates of th treatment and S be the sum of all treatments whch are the second assocates of th treatment. Then τ + S + S = τ. = Analyss of Varance Chapter 7 Partal. BIBD Shalabh, IIT Kanpur 0

21 Thus the equaton n Q usng ths relatonshp for =,,..,, becomes kq = r( k ) τ ( λs + λs ) = rk ( ) τ λs λ τ τ S [ rk ] = = ( ) + λ τ + ( λ λ ) S λ τ. = Imposng the sde condton τ = 0, we hae = where kq = r( k ) τ + λ τ + ( λ λ ) S = a τ + b S, =,,..., * * a = rk ( ) + λ and a = λ λ. * * These equatons are used to obtan the adusted treatment sum of squares. Let Q denotes the adusted sum of Q ' s oer the set of those treatments whch are the frst assocate of th treatment. We note that when we add the terms S for all, then occurs n tmes n the sum, eery frst assocate of occurs p tmes n the sum and eery second assocate of occurs p tmes n the sum wth S [ ] * * p + p = n. Then usng K = kib and kq = k Q = Sum of Q 's whch are the frst assocates of treatment = r( k ) + λ S + ( λ λ ) nτ + p S + p S = rk ( ) + λ + ( λ λ )( p p S + ( λ λ ) pτ = b S + a τ = τ = 0, we hae where a = ( λ λ ) p * b = rk ( ) + λ + ( λ λ )( p p ). * Now we hae followng two equatons n kq and kq : kq = a τ + b S * * kq = a τ + b S * * Analyss of Varance Chapter 7 Partal. BIBD Shalabh, IIT Kanpur

22 Now solng these two equatons, the estmate of τ s obtaned as We see that so kb [ Q b Q ] ˆ τ =, ( =,..., ). a b = = * * * * * * ab Q = Q = 0, = ˆ τ = 0. Thus ˆ τ s a soluton of reduced normal equaton. The analyss of arance can be carred out by obtanng the unadusted block sum of squares as SS Block ( unad) b B G =, k bk = the adusted sum of squares due to treatment as SS = ˆ τ Q Treat( ad) = where b G = y. The sum of squares due to error as = SS = SS SS SS Error () t Total Block ( unad) Treat( ad) where SS Total b G = y. bk = = A test for H0 : τ = τ =... = τ s then based on the statstc F Tr SSTreat( ad) /( ) =. SS /( bk b + ) Error( unad) If FTr F α ;, bk b + > then H 0 s reected. Analyss of Varance Chapter 7 Partal. BIBD Shalabh, IIT Kanpur

23 The ntrablock analyss of arance for testng the sgnfcance of treatment effects s gen n the followng table: Source Sum of squares Degrees of Mean squares F freedom Between treatments (adusted) SS = Treat( ad) ˆ τ Q = dftreat = MS Treat SS = df Treat(ad) Treat MS Treat MSE Between blocks (unadusted) SS b = Block ( unad) B k G bk dfblock = b Intrablock Error SS Error () t (By substracton) df ET = bk b + SS MSE = df Error ET Total SS b Total = = = y G bk dft = bk Note that n the ntrablock analyss of PBIBD analyss, at the step where we obtaned S and elmnated S to obtan the followng equaton ( ) λ τ ( λ λ ) λ τ, = [ + ] + kq r k S = another possblty s to elmnate S nstead of S. If we elmnate S nstead of S (as we approached), then the soluton has less work noled n the summng of Q f n< n. If n > n, then elmnatng S wll nole less work n obtanng Q where Q denotes the adusted sum of Q ' s s oer the set of those treatments whch are the second assocate of th treatment. When we do so, obtan the followng estmate of the treatment effect s obtaned as: where k bq bq * ˆ τ = ab ab * * * * * * Analyss of Varance Chapter 7 Partal. BIBD Shalabh, IIT Kanpur 3

24 a b = rk ( ) + λ * * a = λ λ = ( λ λ ) p * b = rk ( ) + λ + ( λ λ )( p p ). * The analyss of arance s then based on * ˆ τ and can be carred out smlarly. The arance of the elementary contrasts of estmates of treatments (n case of n < n ) s b ( kq kq ) b ( kq kq ) ˆ τ ˆ τ = * * ' ' ' * * * * ab ab kb ( + b ) f treatment and ' are the frst assocates * * * * * * ab ab ' * kb * * * * ab ab Var( ˆ τ ˆ τ ) = f treatment and ' are the second assocates. We obsere that the arance of ˆ τ ˆ τ depends on the nature of and ' n the sense that whether ' they are the frst or second assocates. So desgn s not (arance) balanced. But arance of any elementary contrast are equal under a gen order of assocaton, z., frst or second. That s why the desgn s sad to be partally balanced n ths sense. Analyss of Varance Chapter 7 Partal. BIBD Shalabh, IIT Kanpur 4

Analysis of Variance and Design of Experiments-II

Analysis of Variance and Design of Experiments-II Analyss of Varance and Desgn of Experments-II MODULE - III LECTURE - 8 PARTIALLY BALANCED INCOMPLETE BLOCK DESIGN (PBIBD) Dr Shalah Department of Mathematcs & Statstcs Indan Insttute of Technology Kanpur

More information

LINEAR REGRESSION ANALYSIS. MODULE IX Lecture Multicollinearity

LINEAR REGRESSION ANALYSIS. MODULE IX Lecture Multicollinearity LINEAR REGRESSION ANALYSIS MODULE IX Lecture - 30 Multcollnearty Dr. Shalabh Department of Mathematcs and Statstcs Indan Insttute of Technology Kanpur 2 Remedes for multcollnearty Varous technques have

More information

PARTIALLY BALANCED INCOMPLETE BLOCK DESIGNS

PARTIALLY BALANCED INCOMPLETE BLOCK DESIGNS PARTIALLY BALANCED INCOMPLETE BLOCK DESIGNS V.K. Sharma I.A.S.R.I., Lbrary Avenue, New Delh-00. Introducton Balanced ncomplete block desgns, though have many optmal propertes, do not ft well to many expermental

More information

International Journal of Mathematical Archive-9(3), 2018, Available online through ISSN

International Journal of Mathematical Archive-9(3), 2018, Available online through   ISSN Internatonal Journal of Matheatcal Archve-9(3), 208, 20-24 Avalable onlne through www.ja.nfo ISSN 2229 5046 CONSTRUCTION OF BALANCED INCOMPLETE BLOCK DESIGNS T. SHEKAR GOUD, JAGAN MOHAN RAO M AND N.CH.

More information

Dr. Shalabh Department of Mathematics and Statistics Indian Institute of Technology Kanpur

Dr. Shalabh Department of Mathematics and Statistics Indian Institute of Technology Kanpur Analyss of Varance and Desgn of Experment-I MODULE VII LECTURE - 3 ANALYSIS OF COVARIANCE Dr Shalabh Department of Mathematcs and Statstcs Indan Insttute of Technology Kanpur Any scentfc experment s performed

More information

Chapter 8 Indicator Variables

Chapter 8 Indicator Variables Chapter 8 Indcator Varables In general, e explanatory varables n any regresson analyss are assumed to be quanttatve n nature. For example, e varables lke temperature, dstance, age etc. are quanttatve n

More information

Bose (1942) showed b t r 1 is a necessary condition. PROOF (Murty 1961): Assume t is a multiple of k, i.e. t nk, where n is an integer.

Bose (1942) showed b t r 1 is a necessary condition. PROOF (Murty 1961): Assume t is a multiple of k, i.e. t nk, where n is an integer. Resolvable BIBD: An ncomplete bloc desgn n whch each treatment appears r tmes s resolvable f the blocs can be dvded nto r groups such that each group s a complete replcaton of the treatments (.e. each

More information

Chapter 13: Multiple Regression

Chapter 13: Multiple Regression Chapter 13: Multple Regresson 13.1 Developng the multple-regresson Model The general model can be descrbed as: It smplfes for two ndependent varables: The sample ft parameter b 0, b 1, and b are used to

More information

Dr. Shalabh Department of Mathematics and Statistics Indian Institute of Technology Kanpur

Dr. Shalabh Department of Mathematics and Statistics Indian Institute of Technology Kanpur Analyss of Varance and Desgn of Exerments-I MODULE III LECTURE - 2 EXPERIMENTAL DESIGN MODELS Dr. Shalabh Deartment of Mathematcs and Statstcs Indan Insttute of Technology Kanur 2 We consder the models

More information

Chapter 12 Analysis of Covariance

Chapter 12 Analysis of Covariance Chapter Analyss of Covarance Any scentfc experment s performed to know somethng that s unknown about a group of treatments and to test certan hypothess about the correspondng treatment effect When varablty

More information

1. Inference on Regression Parameters a. Finding Mean, s.d and covariance amongst estimates. 2. Confidence Intervals and Working Hotelling Bands

1. Inference on Regression Parameters a. Finding Mean, s.d and covariance amongst estimates. 2. Confidence Intervals and Working Hotelling Bands Content. Inference on Regresson Parameters a. Fndng Mean, s.d and covarance amongst estmates.. Confdence Intervals and Workng Hotellng Bands 3. Cochran s Theorem 4. General Lnear Testng 5. Measures of

More information

Chapter 5. Solution of System of Linear Equations. Module No. 6. Solution of Inconsistent and Ill Conditioned Systems

Chapter 5. Solution of System of Linear Equations. Module No. 6. Solution of Inconsistent and Ill Conditioned Systems Numercal Analyss by Dr. Anta Pal Assstant Professor Department of Mathematcs Natonal Insttute of Technology Durgapur Durgapur-713209 emal: anta.bue@gmal.com 1 . Chapter 5 Soluton of System of Lnear Equatons

More information

Chapter 4 Experimental Design and Their Analysis

Chapter 4 Experimental Design and Their Analysis Chapter 4 Expermental Desgn and her Analyss Desgn of experment means how to desgn an experment n the sense that how the obseratons or measurements should be obtaned to answer a query n a ald, effcent and

More information

Dr. Shalabh Department of Mathematics and Statistics Indian Institute of Technology Kanpur

Dr. Shalabh Department of Mathematics and Statistics Indian Institute of Technology Kanpur Analyss of Varance and Desgn of Experments- MODULE LECTURE - 6 EXPERMENTAL DESGN MODELS Dr. Shalabh Department of Mathematcs and Statstcs ndan nsttute of Technology Kanpur Two-way classfcaton wth nteractons

More information

The Multiple Classical Linear Regression Model (CLRM): Specification and Assumptions. 1. Introduction

The Multiple Classical Linear Regression Model (CLRM): Specification and Assumptions. 1. Introduction ECONOMICS 5* -- NOTE (Summary) ECON 5* -- NOTE The Multple Classcal Lnear Regresson Model (CLRM): Specfcaton and Assumptons. Introducton CLRM stands for the Classcal Lnear Regresson Model. The CLRM s also

More information

Polynomial Regression Models

Polynomial Regression Models LINEAR REGRESSION ANALYSIS MODULE XII Lecture - 6 Polynomal Regresson Models Dr. Shalabh Department of Mathematcs and Statstcs Indan Insttute of Technology Kanpur Test of sgnfcance To test the sgnfcance

More information

Lectures - Week 4 Matrix norms, Conditioning, Vector Spaces, Linear Independence, Spanning sets and Basis, Null space and Range of a Matrix

Lectures - Week 4 Matrix norms, Conditioning, Vector Spaces, Linear Independence, Spanning sets and Basis, Null space and Range of a Matrix Lectures - Week 4 Matrx norms, Condtonng, Vector Spaces, Lnear Independence, Spannng sets and Bass, Null space and Range of a Matrx Matrx Norms Now we turn to assocatng a number to each matrx. We could

More information

LINEAR REGRESSION ANALYSIS. MODULE VIII Lecture Indicator Variables

LINEAR REGRESSION ANALYSIS. MODULE VIII Lecture Indicator Variables LINEAR REGRESSION ANALYSIS MODULE VIII Lecture - 7 Indcator Varables Dr. Shalabh Department of Maematcs and Statstcs Indan Insttute of Technology Kanpur Indcator varables versus quanttatve explanatory

More information

APPENDIX A Some Linear Algebra

APPENDIX A Some Linear Algebra APPENDIX A Some Lnear Algebra The collecton of m, n matrces A.1 Matrces a 1,1,..., a 1,n A = a m,1,..., a m,n wth real elements a,j s denoted by R m,n. If n = 1 then A s called a column vector. Smlarly,

More information

2.3 Nilpotent endomorphisms

2.3 Nilpotent endomorphisms s a block dagonal matrx, wth A Mat dm U (C) In fact, we can assume that B = B 1 B k, wth B an ordered bass of U, and that A = [f U ] B, where f U : U U s the restrcton of f to U 40 23 Nlpotent endomorphsms

More information

Economics 130. Lecture 4 Simple Linear Regression Continued

Economics 130. Lecture 4 Simple Linear Regression Continued Economcs 130 Lecture 4 Contnued Readngs for Week 4 Text, Chapter and 3. We contnue wth addressng our second ssue + add n how we evaluate these relatonshps: Where do we get data to do ths analyss? How do

More information

where I = (n x n) diagonal identity matrix with diagonal elements = 1 and off-diagonal elements = 0; and σ 2 e = variance of (Y X).

where I = (n x n) diagonal identity matrix with diagonal elements = 1 and off-diagonal elements = 0; and σ 2 e = variance of (Y X). 11.4.1 Estmaton of Multple Regresson Coeffcents In multple lnear regresson, we essentally solve n equatons for the p unnown parameters. hus n must e equal to or greater than p and n practce n should e

More information

Foundations of Arithmetic

Foundations of Arithmetic Foundatons of Arthmetc Notaton We shall denote the sum and product of numbers n the usual notaton as a 2 + a 2 + a 3 + + a = a, a 1 a 2 a 3 a = a The notaton a b means a dvdes b,.e. ac = b where c s an

More information

n α j x j = 0 j=1 has a nontrivial solution. Here A is the n k matrix whose jth column is the vector for all t j=0

n α j x j = 0 j=1 has a nontrivial solution. Here A is the n k matrix whose jth column is the vector for all t j=0 MODULE 2 Topcs: Lnear ndependence, bass and dmenson We have seen that f n a set of vectors one vector s a lnear combnaton of the remanng vectors n the set then the span of the set s unchanged f that vector

More information

MEM 255 Introduction to Control Systems Review: Basics of Linear Algebra

MEM 255 Introduction to Control Systems Review: Basics of Linear Algebra MEM 255 Introducton to Control Systems Revew: Bascs of Lnear Algebra Harry G. Kwatny Department of Mechancal Engneerng & Mechancs Drexel Unversty Outlne Vectors Matrces MATLAB Advanced Topcs Vectors A

More information

Topic 23 - Randomized Complete Block Designs (RCBD)

Topic 23 - Randomized Complete Block Designs (RCBD) Topc 3 ANOVA (III) 3-1 Topc 3 - Randomzed Complete Block Desgns (RCBD) Defn: A Randomzed Complete Block Desgn s a varant of the completely randomzed desgn (CRD) that we recently learned. In ths desgn,

More information

Department of Statistics University of Toronto STA305H1S / 1004 HS Design and Analysis of Experiments Term Test - Winter Solution

Department of Statistics University of Toronto STA305H1S / 1004 HS Design and Analysis of Experiments Term Test - Winter Solution Department of Statstcs Unversty of Toronto STA35HS / HS Desgn and Analyss of Experments Term Test - Wnter - Soluton February, Last Name: Frst Name: Student Number: Instructons: Tme: hours. Ads: a non-programmable

More information

5 The Rational Canonical Form

5 The Rational Canonical Form 5 The Ratonal Canoncal Form Here p s a monc rreducble factor of the mnmum polynomal m T and s not necessarly of degree one Let F p denote the feld constructed earler n the course, consstng of all matrces

More information

17 Nested and Higher Order Designs

17 Nested and Higher Order Designs 54 17 Nested and Hgher Order Desgns 17.1 Two-Way Analyss of Varance Consder an experment n whch the treatments are combnatons of two or more nfluences on the response. The ndvdual nfluences wll be called

More information

ANSWERS. Problem 1. and the moment generating function (mgf) by. defined for any real t. Use this to show that E( U) var( U)

ANSWERS. Problem 1. and the moment generating function (mgf) by. defined for any real t. Use this to show that E( U) var( U) Econ 413 Exam 13 H ANSWERS Settet er nndelt 9 deloppgaver, A,B,C, som alle anbefales å telle lkt for å gøre det ltt lettere å stå. Svar er gtt . Unfortunately, there s a prntng error n the hnt of

More information

Number of cases Number of factors Number of covariates Number of levels of factor i. Value of the dependent variable for case k

Number of cases Number of factors Number of covariates Number of levels of factor i. Value of the dependent variable for case k ANOVA Model and Matrx Computatons Notaton The followng notaton s used throughout ths chapter unless otherwse stated: N F CN Y Z j w W Number of cases Number of factors Number of covarates Number of levels

More information

LINEAR REGRESSION ANALYSIS. MODULE IX Lecture Multicollinearity

LINEAR REGRESSION ANALYSIS. MODULE IX Lecture Multicollinearity LINEAR REGRESSION ANALYSIS MODULE IX Lecture - 31 Multcollnearty Dr. Shalabh Department of Mathematcs and Statstcs Indan Insttute of Technology Kanpur 6. Rdge regresson The OLSE s the best lnear unbased

More information

Module 3 LOSSY IMAGE COMPRESSION SYSTEMS. Version 2 ECE IIT, Kharagpur

Module 3 LOSSY IMAGE COMPRESSION SYSTEMS. Version 2 ECE IIT, Kharagpur Module 3 LOSSY IMAGE COMPRESSION SYSTEMS Verson ECE IIT, Kharagpur Lesson 6 Theory of Quantzaton Verson ECE IIT, Kharagpur Instructonal Objectves At the end of ths lesson, the students should be able to:

More information

BLOCK DESIGNS WITH FACTORIAL STRUCTURE

BLOCK DESIGNS WITH FACTORIAL STRUCTURE BLOCK DESIGNS WIH FACORIAL SRUCURE PRIYA KOHLI M.Sc. (Agrcultural Statstcs, Roll No. I.A.S.R.I, Lbrary Aenue, New Delh- Charperson: Dr. R. Srastaa Abstract: In block desgns wth factoral structure, there

More information

Module 9. Lecture 6. Duality in Assignment Problems

Module 9. Lecture 6. Duality in Assignment Problems Module 9 1 Lecture 6 Dualty n Assgnment Problems In ths lecture we attempt to answer few other mportant questons posed n earler lecture for (AP) and see how some of them can be explaned through the concept

More information

Chapter 6. Supplemental Text Material

Chapter 6. Supplemental Text Material Chapter 6. Supplemental Text Materal S6-. actor Effect Estmates are Least Squares Estmates We have gven heurstc or ntutve explanatons of how the estmates of the factor effects are obtaned n the textboo.

More information

Dr. Shalabh Department of Mathematics and Statistics Indian Institute of Technology Kanpur

Dr. Shalabh Department of Mathematics and Statistics Indian Institute of Technology Kanpur Analyss of Varance and Desgn of Experment-I MODULE VIII LECTURE - 34 ANALYSIS OF VARIANCE IN RANDOM-EFFECTS MODEL AND MIXED-EFFECTS EFFECTS MODEL Dr Shalabh Department of Mathematcs and Statstcs Indan

More information

Interval Estimation in the Classical Normal Linear Regression Model. 1. Introduction

Interval Estimation in the Classical Normal Linear Regression Model. 1. Introduction ECONOMICS 35* -- NOTE 7 ECON 35* -- NOTE 7 Interval Estmaton n the Classcal Normal Lnear Regresson Model Ths note outlnes the basc elements of nterval estmaton n the Classcal Normal Lnear Regresson Model

More information

# c i. INFERENCE FOR CONTRASTS (Chapter 4) It's unbiased: Recall: A contrast is a linear combination of effects with coefficients summing to zero:

# c i. INFERENCE FOR CONTRASTS (Chapter 4) It's unbiased: Recall: A contrast is a linear combination of effects with coefficients summing to zero: 1 INFERENCE FOR CONTRASTS (Chapter 4 Recall: A contrast s a lnear combnaton of effects wth coeffcents summng to zero: " where " = 0. Specfc types of contrasts of nterest nclude: Dfferences n effects Dfferences

More information

ANOVA. The Observations y ij

ANOVA. The Observations y ij ANOVA Stands for ANalyss Of VArance But t s a test of dfferences n means The dea: The Observatons y j Treatment group = 1 = 2 = k y 11 y 21 y k,1 y 12 y 22 y k,2 y 1, n1 y 2, n2 y k, nk means: m 1 m 2

More information

Appendix for Causal Interaction in Factorial Experiments: Application to Conjoint Analysis

Appendix for Causal Interaction in Factorial Experiments: Application to Conjoint Analysis A Appendx for Causal Interacton n Factoral Experments: Applcaton to Conjont Analyss Mathematcal Appendx: Proofs of Theorems A. Lemmas Below, we descrbe all the lemmas, whch are used to prove the man theorems

More information

Statistics II Final Exam 26/6/18

Statistics II Final Exam 26/6/18 Statstcs II Fnal Exam 26/6/18 Academc Year 2017/18 Solutons Exam duraton: 2 h 30 mn 1. (3 ponts) A town hall s conductng a study to determne the amount of leftover food produced by the restaurants n the

More information

ECONOMICS 351*-A Mid-Term Exam -- Fall Term 2000 Page 1 of 13 pages. QUEEN'S UNIVERSITY AT KINGSTON Department of Economics

ECONOMICS 351*-A Mid-Term Exam -- Fall Term 2000 Page 1 of 13 pages. QUEEN'S UNIVERSITY AT KINGSTON Department of Economics ECOOMICS 35*-A Md-Term Exam -- Fall Term 000 Page of 3 pages QUEE'S UIVERSITY AT KIGSTO Department of Economcs ECOOMICS 35* - Secton A Introductory Econometrcs Fall Term 000 MID-TERM EAM ASWERS MG Abbott

More information

Comparison of Regression Lines

Comparison of Regression Lines STATGRAPHICS Rev. 9/13/2013 Comparson of Regresson Lnes Summary... 1 Data Input... 3 Analyss Summary... 4 Plot of Ftted Model... 6 Condtonal Sums of Squares... 6 Analyss Optons... 7 Forecasts... 8 Confdence

More information

Statistical Inference. 2.3 Summary Statistics Measures of Center and Spread. parameters ( population characteristics )

Statistical Inference. 2.3 Summary Statistics Measures of Center and Spread. parameters ( population characteristics ) Ismor Fscher, 8//008 Stat 54 / -8.3 Summary Statstcs Measures of Center and Spread Dstrbuton of dscrete contnuous POPULATION Random Varable, numercal True center =??? True spread =???? parameters ( populaton

More information

SUMMARY OF STOICHIOMETRIC RELATIONS AND MEASURE OF REACTIONS' PROGRESS AND COMPOSITION FOR MULTIPLE REACTIONS

SUMMARY OF STOICHIOMETRIC RELATIONS AND MEASURE OF REACTIONS' PROGRESS AND COMPOSITION FOR MULTIPLE REACTIONS UMMAY OF TOICHIOMETIC ELATION AND MEAUE OF EACTION' POGE AND COMPOITION FO MULTIPLE EACTION UPDATED 0/4/03 - AW APPENDIX A. In case of multple reactons t s mportant to fnd the number of ndependent reactons.

More information

Composite Hypotheses testing

Composite Hypotheses testing Composte ypotheses testng In many hypothess testng problems there are many possble dstrbutons that can occur under each of the hypotheses. The output of the source s a set of parameters (ponts n a parameter

More information

Lecture 12: Discrete Laplacian

Lecture 12: Discrete Laplacian Lecture 12: Dscrete Laplacan Scrbe: Tanye Lu Our goal s to come up wth a dscrete verson of Laplacan operator for trangulated surfaces, so that we can use t n practce to solve related problems We are mostly

More information

Inner Product. Euclidean Space. Orthonormal Basis. Orthogonal

Inner Product. Euclidean Space. Orthonormal Basis. Orthogonal Inner Product Defnton 1 () A Eucldean space s a fnte-dmensonal vector space over the reals R, wth an nner product,. Defnton 2 (Inner Product) An nner product, on a real vector space X s a symmetrc, blnear,

More information

ON A DETERMINATION OF THE INITIAL FUNCTIONS FROM THE OBSERVED VALUES OF THE BOUNDARY FUNCTIONS FOR THE SECOND-ORDER HYPERBOLIC EQUATION

ON A DETERMINATION OF THE INITIAL FUNCTIONS FROM THE OBSERVED VALUES OF THE BOUNDARY FUNCTIONS FOR THE SECOND-ORDER HYPERBOLIC EQUATION Advanced Mathematcal Models & Applcatons Vol.3, No.3, 2018, pp.215-222 ON A DETERMINATION OF THE INITIAL FUNCTIONS FROM THE OBSERVED VALUES OF THE BOUNDARY FUNCTIONS FOR THE SECOND-ORDER HYPERBOLIC EUATION

More information

Department of Quantitative Methods & Information Systems. Time Series and Their Components QMIS 320. Chapter 6

Department of Quantitative Methods & Information Systems. Time Series and Their Components QMIS 320. Chapter 6 Department of Quanttatve Methods & Informaton Systems Tme Seres and Ther Components QMIS 30 Chapter 6 Fall 00 Dr. Mohammad Zanal These sldes were modfed from ther orgnal source for educatonal purpose only.

More information

STAT 511 FINAL EXAM NAME Spring 2001

STAT 511 FINAL EXAM NAME Spring 2001 STAT 5 FINAL EXAM NAME Sprng Instructons: Ths s a closed book exam. No notes or books are allowed. ou may use a calculator but you are not allowed to store notes or formulas n the calculator. Please wrte

More information

LECTURE 9 CANONICAL CORRELATION ANALYSIS

LECTURE 9 CANONICAL CORRELATION ANALYSIS LECURE 9 CANONICAL CORRELAION ANALYSIS Introducton he concept of canoncal correlaton arses when we want to quantfy the assocatons between two sets of varables. For example, suppose that the frst set of

More information

MMA and GCMMA two methods for nonlinear optimization

MMA and GCMMA two methods for nonlinear optimization MMA and GCMMA two methods for nonlnear optmzaton Krster Svanberg Optmzaton and Systems Theory, KTH, Stockholm, Sweden. krlle@math.kth.se Ths note descrbes the algorthms used n the author s 2007 mplementatons

More information

Estimation: Part 2. Chapter GREG estimation

Estimation: Part 2. Chapter GREG estimation Chapter 9 Estmaton: Part 2 9. GREG estmaton In Chapter 8, we have seen that the regresson estmator s an effcent estmator when there s a lnear relatonshp between y and x. In ths chapter, we generalzed the

More information

Open Systems: Chemical Potential and Partial Molar Quantities Chemical Potential

Open Systems: Chemical Potential and Partial Molar Quantities Chemical Potential Open Systems: Chemcal Potental and Partal Molar Quanttes Chemcal Potental For closed systems, we have derved the followng relatonshps: du = TdS pdv dh = TdS + Vdp da = SdT pdv dg = VdP SdT For open systems,

More information

CSci 6974 and ECSE 6966 Math. Tech. for Vision, Graphics and Robotics Lecture 21, April 17, 2006 Estimating A Plane Homography

CSci 6974 and ECSE 6966 Math. Tech. for Vision, Graphics and Robotics Lecture 21, April 17, 2006 Estimating A Plane Homography CSc 6974 and ECSE 6966 Math. Tech. for Vson, Graphcs and Robotcs Lecture 21, Aprl 17, 2006 Estmatng A Plane Homography Overvew We contnue wth a dscusson of the major ssues, usng estmaton of plane projectve

More information

First Year Examination Department of Statistics, University of Florida

First Year Examination Department of Statistics, University of Florida Frst Year Examnaton Department of Statstcs, Unversty of Florda May 7, 010, 8:00 am - 1:00 noon Instructons: 1. You have four hours to answer questons n ths examnaton.. You must show your work to receve

More information

F statistic = s2 1 s 2 ( F for Fisher )

F statistic = s2 1 s 2 ( F for Fisher ) Stat 4 ANOVA Analyss of Varance /6/04 Comparng Two varances: F dstrbuton Typcal Data Sets One way analyss of varance : example Notaton for one way ANOVA Comparng Two varances: F dstrbuton We saw that the

More information

ISSN: ISO 9001:2008 Certified International Journal of Engineering and Innovative Technology (IJEIT) Volume 3, Issue 1, July 2013

ISSN: ISO 9001:2008 Certified International Journal of Engineering and Innovative Technology (IJEIT) Volume 3, Issue 1, July 2013 ISSN: 2277-375 Constructon of Trend Free Run Orders for Orthogonal rrays Usng Codes bstract: Sometmes when the expermental runs are carred out n a tme order sequence, the response can depend on the run

More information

Linear Approximation with Regularization and Moving Least Squares

Linear Approximation with Regularization and Moving Least Squares Lnear Approxmaton wth Regularzaton and Movng Least Squares Igor Grešovn May 007 Revson 4.6 (Revson : March 004). 5 4 3 0.5 3 3.5 4 Contents: Lnear Fttng...4. Weghted Least Squares n Functon Approxmaton...

More information

2016 Wiley. Study Session 2: Ethical and Professional Standards Application

2016 Wiley. Study Session 2: Ethical and Professional Standards Application 6 Wley Study Sesson : Ethcal and Professonal Standards Applcaton LESSON : CORRECTION ANALYSIS Readng 9: Correlaton and Regresson LOS 9a: Calculate and nterpret a sample covarance and a sample correlaton

More information

Graph Reconstruction by Permutations

Graph Reconstruction by Permutations Graph Reconstructon by Permutatons Perre Ille and Wllam Kocay* Insttut de Mathémathques de Lumny CNRS UMR 6206 163 avenue de Lumny, Case 907 13288 Marselle Cedex 9, France e-mal: lle@ml.unv-mrs.fr Computer

More information

Lecture 6 More on Complete Randomized Block Design (RBD)

Lecture 6 More on Complete Randomized Block Design (RBD) Lecture 6 More on Complete Randomzed Block Desgn (RBD) Multple test Multple test The multple comparsons or multple testng problem occurs when one consders a set of statstcal nferences smultaneously. For

More information

However, since P is a symmetric idempotent matrix, of P are either 0 or 1 [Eigen-values

However, since P is a symmetric idempotent matrix, of P are either 0 or 1 [Eigen-values Fall 007 Soluton to Mdterm Examnaton STAT 7 Dr. Goel. [0 ponts] For the general lnear model = X + ε, wth uncorrelated errors havng mean zero and varance σ, suppose that the desgn matrx X s not necessarly

More information

Difference Equations

Difference Equations Dfference Equatons c Jan Vrbk 1 Bascs Suppose a sequence of numbers, say a 0,a 1,a,a 3,... s defned by a certan general relatonshp between, say, three consecutve values of the sequence, e.g. a + +3a +1

More information

3.1 Expectation of Functions of Several Random Variables. )' be a k-dimensional discrete or continuous random vector, with joint PMF p (, E X E X1 E X

3.1 Expectation of Functions of Several Random Variables. )' be a k-dimensional discrete or continuous random vector, with joint PMF p (, E X E X1 E X Statstcs 1: Probablty Theory II 37 3 EPECTATION OF SEVERAL RANDOM VARIABLES As n Probablty Theory I, the nterest n most stuatons les not on the actual dstrbuton of a random vector, but rather on a number

More information

NUMERICAL DIFFERENTIATION

NUMERICAL DIFFERENTIATION NUMERICAL DIFFERENTIATION 1 Introducton Dfferentaton s a method to compute the rate at whch a dependent output y changes wth respect to the change n the ndependent nput x. Ths rate of change s called the

More information

Randić Energy and Randić Estrada Index of a Graph

Randić Energy and Randić Estrada Index of a Graph EUROPEAN JOURNAL OF PURE AND APPLIED MATHEMATICS Vol. 5, No., 202, 88-96 ISSN 307-5543 www.ejpam.com SPECIAL ISSUE FOR THE INTERNATIONAL CONFERENCE ON APPLIED ANALYSIS AND ALGEBRA 29 JUNE -02JULY 20, ISTANBUL

More information

x = , so that calculated

x = , so that calculated Stat 4, secton Sngle Factor ANOVA notes by Tm Plachowsk n chapter 8 we conducted hypothess tests n whch we compared a sngle sample s mean or proporton to some hypotheszed value Chapter 9 expanded ths to

More information

Lecture 2: Prelude to the big shrink

Lecture 2: Prelude to the big shrink Lecture 2: Prelude to the bg shrnk Last tme A slght detour wth vsualzaton tools (hey, t was the frst day... why not start out wth somethng pretty to look at?) Then, we consdered a smple 120a-style regresson

More information

Lecture 4: Universal Hash Functions/Streaming Cont d

Lecture 4: Universal Hash Functions/Streaming Cont d CSE 5: Desgn and Analyss of Algorthms I Sprng 06 Lecture 4: Unversal Hash Functons/Streamng Cont d Lecturer: Shayan Oves Gharan Aprl 6th Scrbe: Jacob Schreber Dsclamer: These notes have not been subjected

More information

4 Analysis of Variance (ANOVA) 5 ANOVA. 5.1 Introduction. 5.2 Fixed Effects ANOVA

4 Analysis of Variance (ANOVA) 5 ANOVA. 5.1 Introduction. 5.2 Fixed Effects ANOVA 4 Analyss of Varance (ANOVA) 5 ANOVA 51 Introducton ANOVA ANOVA s a way to estmate and test the means of multple populatons We wll start wth one-way ANOVA If the populatons ncluded n the study are selected

More information

THE CHINESE REMAINDER THEOREM. We should thank the Chinese for their wonderful remainder theorem. Glenn Stevens

THE CHINESE REMAINDER THEOREM. We should thank the Chinese for their wonderful remainder theorem. Glenn Stevens THE CHINESE REMAINDER THEOREM KEITH CONRAD We should thank the Chnese for ther wonderful remander theorem. Glenn Stevens 1. Introducton The Chnese remander theorem says we can unquely solve any par of

More information

U.C. Berkeley CS294: Spectral Methods and Expanders Handout 8 Luca Trevisan February 17, 2016

U.C. Berkeley CS294: Spectral Methods and Expanders Handout 8 Luca Trevisan February 17, 2016 U.C. Berkeley CS94: Spectral Methods and Expanders Handout 8 Luca Trevsan February 7, 06 Lecture 8: Spectral Algorthms Wrap-up In whch we talk about even more generalzatons of Cheeger s nequaltes, and

More information

Affine transformations and convexity

Affine transformations and convexity Affne transformatons and convexty The purpose of ths document s to prove some basc propertes of affne transformatons nvolvng convex sets. Here are a few onlne references for background nformaton: http://math.ucr.edu/

More information

NP-Completeness : Proofs

NP-Completeness : Proofs NP-Completeness : Proofs Proof Methods A method to show a decson problem Π NP-complete s as follows. (1) Show Π NP. (2) Choose an NP-complete problem Π. (3) Show Π Π. A method to show an optmzaton problem

More information

Simulated Power of the Discrete Cramér-von Mises Goodness-of-Fit Tests

Simulated Power of the Discrete Cramér-von Mises Goodness-of-Fit Tests Smulated of the Cramér-von Mses Goodness-of-Ft Tests Steele, M., Chaselng, J. and 3 Hurst, C. School of Mathematcal and Physcal Scences, James Cook Unversty, Australan School of Envronmental Studes, Grffth

More information

e - c o m p a n i o n

e - c o m p a n i o n OPERATIONS RESEARCH http://dxdoorg/0287/opre007ec e - c o m p a n o n ONLY AVAILABLE IN ELECTRONIC FORM 202 INFORMS Electronc Companon Generalzed Quantty Competton for Multple Products and Loss of Effcency

More information

SL n (F ) Equals its Own Derived Group

SL n (F ) Equals its Own Derived Group Internatonal Journal of Algebra, Vol. 2, 2008, no. 12, 585-594 SL n (F ) Equals ts Own Derved Group Jorge Macel BMCC-The Cty Unversty of New York, CUNY 199 Chambers street, New York, NY 10007, USA macel@cms.nyu.edu

More information

Chapter 11: Simple Linear Regression and Correlation

Chapter 11: Simple Linear Regression and Correlation Chapter 11: Smple Lnear Regresson and Correlaton 11-1 Emprcal Models 11-2 Smple Lnear Regresson 11-3 Propertes of the Least Squares Estmators 11-4 Hypothess Test n Smple Lnear Regresson 11-4.1 Use of t-tests

More information

ECON 351* -- Note 23: Tests for Coefficient Differences: Examples Introduction. Sample data: A random sample of 534 paid employees.

ECON 351* -- Note 23: Tests for Coefficient Differences: Examples Introduction. Sample data: A random sample of 534 paid employees. Model and Data ECON 35* -- NOTE 3 Tests for Coeffcent Dfferences: Examples. Introducton Sample data: A random sample of 534 pad employees. Varable defntons: W hourly wage rate of employee ; lnw the natural

More information

Lecture 3 Stat102, Spring 2007

Lecture 3 Stat102, Spring 2007 Lecture 3 Stat0, Sprng 007 Chapter 3. 3.: Introducton to regresson analyss Lnear regresson as a descrptve technque The least-squares equatons Chapter 3.3 Samplng dstrbuton of b 0, b. Contnued n net lecture

More information

ELASTIC WAVE PROPAGATION IN A CONTINUOUS MEDIUM

ELASTIC WAVE PROPAGATION IN A CONTINUOUS MEDIUM ELASTIC WAVE PROPAGATION IN A CONTINUOUS MEDIUM An elastc wave s a deformaton of the body that travels throughout the body n all drectons. We can examne the deformaton over a perod of tme by fxng our look

More information

Statistics for Economics & Business

Statistics for Economics & Business Statstcs for Economcs & Busness Smple Lnear Regresson Learnng Objectves In ths chapter, you learn: How to use regresson analyss to predct the value of a dependent varable based on an ndependent varable

More information

Chapter 7 Generalized and Weighted Least Squares Estimation. In this method, the deviation between the observed and expected values of

Chapter 7 Generalized and Weighted Least Squares Estimation. In this method, the deviation between the observed and expected values of Chapter 7 Generalzed and Weghted Least Squares Estmaton The usual lnear regresson model assumes that all the random error components are dentcally and ndependently dstrbuted wth constant varance. When

More information

Lecture 9: Linear regression: centering, hypothesis testing, multiple covariates, and confounding

Lecture 9: Linear regression: centering, hypothesis testing, multiple covariates, and confounding Recall: man dea of lnear regresson Lecture 9: Lnear regresson: centerng, hypothess testng, multple covarates, and confoundng Sandy Eckel seckel@jhsph.edu 6 May 8 Lnear regresson can be used to study an

More information

First day August 1, Problems and Solutions

First day August 1, Problems and Solutions FOURTH INTERNATIONAL COMPETITION FOR UNIVERSITY STUDENTS IN MATHEMATICS July 30 August 4, 997, Plovdv, BULGARIA Frst day August, 997 Problems and Solutons Problem. Let {ε n } n= be a sequence of postve

More information

Lecture 9: Linear regression: centering, hypothesis testing, multiple covariates, and confounding

Lecture 9: Linear regression: centering, hypothesis testing, multiple covariates, and confounding Lecture 9: Lnear regresson: centerng, hypothess testng, multple covarates, and confoundng Sandy Eckel seckel@jhsph.edu 6 May 008 Recall: man dea of lnear regresson Lnear regresson can be used to study

More information

EE215 FUNDAMENTALS OF ELECTRICAL ENGINEERING

EE215 FUNDAMENTALS OF ELECTRICAL ENGINEERING EE215 FUNDAMENTALS OF ELECTRICAL ENGINEERING TaChang Chen Unersty of Washngton, Bothell Sprng 2010 EE215 1 WEEK 8 FIRST ORDER CIRCUIT RESPONSE May 21 st, 2010 EE215 2 1 QUESTIONS TO ANSWER Frst order crcuts

More information

Lecture 4 Hypothesis Testing

Lecture 4 Hypothesis Testing Lecture 4 Hypothess Testng We may wsh to test pror hypotheses about the coeffcents we estmate. We can use the estmates to test whether the data rejects our hypothess. An example mght be that we wsh to

More information

Formulas for the Determinant

Formulas for the Determinant page 224 224 CHAPTER 3 Determnants e t te t e 2t 38 A = e t 2te t e 2t e t te t 2e 2t 39 If 123 A = 345, 456 compute the matrx product A adj(a) What can you conclude about det(a)? For Problems 40 43, use

More information

8.6 The Complex Number System

8.6 The Complex Number System 8.6 The Complex Number System Earler n the chapter, we mentoned that we cannot have a negatve under a square root, snce the square of any postve or negatve number s always postve. In ths secton we want

More information

Random Walks on Digraphs

Random Walks on Digraphs Random Walks on Dgraphs J. J. P. Veerman October 23, 27 Introducton Let V = {, n} be a vertex set and S a non-negatve row-stochastc matrx (.e. rows sum to ). V and S defne a dgraph G = G(V, S) and a drected

More information

A New Refinement of Jacobi Method for Solution of Linear System Equations AX=b

A New Refinement of Jacobi Method for Solution of Linear System Equations AX=b Int J Contemp Math Scences, Vol 3, 28, no 17, 819-827 A New Refnement of Jacob Method for Soluton of Lnear System Equatons AX=b F Naem Dafchah Department of Mathematcs, Faculty of Scences Unversty of Gulan,

More information

Statistics Chapter 4

Statistics Chapter 4 Statstcs Chapter 4 "There are three knds of les: les, damned les, and statstcs." Benjamn Dsrael, 1895 (Brtsh statesman) Gaussan Dstrbuton, 4-1 If a measurement s repeated many tmes a statstcal treatment

More information

The Geometry of Logit and Probit

The Geometry of Logit and Probit The Geometry of Logt and Probt Ths short note s meant as a supplement to Chapters and 3 of Spatal Models of Parlamentary Votng and the notaton and reference to fgures n the text below s to those two chapters.

More information

Durban Watson for Testing the Lack-of-Fit of Polynomial Regression Models without Replications

Durban Watson for Testing the Lack-of-Fit of Polynomial Regression Models without Replications Durban Watson for Testng the Lack-of-Ft of Polynomal Regresson Models wthout Replcatons Ruba A. Alyaf, Maha A. Omar, Abdullah A. Al-Shha ralyaf@ksu.edu.sa, maomar@ksu.edu.sa, aalshha@ksu.edu.sa Department

More information

Two-factor model. Statistical Models. Least Squares estimation in LM two-factor model. Rats

Two-factor model. Statistical Models. Least Squares estimation in LM two-factor model. Rats tatstcal Models Lecture nalyss of Varance wo-factor model Overall mean Man effect of factor at level Man effect of factor at level Y µ + α + β + γ + ε Eε f (, ( l, Cov( ε, ε ) lmr f (, nteracton effect

More information

x i1 =1 for all i (the constant ).

x i1 =1 for all i (the constant ). Chapter 5 The Multple Regresson Model Consder an economc model where the dependent varable s a functon of K explanatory varables. The economc model has the form: y = f ( x,x,..., ) xk Approxmate ths by

More information