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Portland State - ENVIRONMET - 340
Cyanobacterialblooms inChinaTaihuLake*photofromChinaStateEPAswebsiteDianchiLakeChaohuLake*PhotofromChina.com*PhotofromChinaDaily.comFormation of CyanobacterialBloomsWatersheddisturbanceNutrientsP, N:PToxinsTemperature(15-30 C)Climaticco
Portland State - ENVIRONMET - 340
Cyanobacterialblooms inChinaTaihuLake*photofromChinaStateEPAswebsiteDianchiLakeChaohuLake*PhotofromChina.com*PhotofromChinaDaily.comFormation of CyanobacterialBloomsWatersheddisturbanceNutrientsP, N:PToxinsTemperature(15-30 C)Climaticco
Portland State - ENVIRONMET - 340
Effects of soil types on crop yieldSandClayLoamEffects of soil types on crop yieldAnalysis of Variance TableResponse: yieldDf Sum Sq Mean Sq F value Pr(>F)soil2 99.2Residuals 27 315.549.6011.694.240.025Analysis of Variance: partition varian
Waterloo - STAT - 331
Lecture 4. Prediction and Residual DiagnosticsPredictionHow to predict in R using a regression model and to construct a predictive interval (PI)?Example 1. Let us us consider the Albuquerque Home Prices.The linear regression model for PRICE vs. SQFT i
Waterloo - STAT - 331
Lecture 8. Model SelectionModel Building can be thought of as a multi-step process:1. Data collection and preparation.2. Model estimation.3. Model renement and selection.4. Model validation.We have already discussed a few techniques how to choose im
Waterloo - STAT - 331
Lecture 9. Modern RegressionSuppose that we consider a multiple linear regression modelpY = 0 +j Xj + ,j = 1, 2, . . . , p(8.1)j =1The relationship between Y and regressors Xj is frequently to be described by non-trivialnon-linear functions. The
Waterloo - STAT - 443
Homework 1 SolutionStat 443 Spring 20071. (15 points) Let X be a discrete random variable that attains values 1, 2 and 4with probability 1/6, 1/3 and 1/2 respectively. Find:a) E (X );b) V ar(X );c) E (4X + 5).Solution:a) E (X ) = 1 1/6 + 2 1/3 + 4
Waterloo - STAT - 443
Homework 1STAT 443Spring 20071. (15 points) Let X be a discrete random variable that attains values 1, 2and 4 with probability 1/6, 1/3 and 1/2 respectively. Find:a) E(X);b) Var(X);c) E(4X+5).2. (15 points) Let X be a continuous random variable wi
Waterloo - STAT - 443
Assignment #2 SolutionQ1.(a) Since E ( Z t ) = 0 ,Var ( Z t ) = E ( Z t ) = s 2 , we have2E ( X t ) = E (a + bZ t 1 + cZ t 2 ) = a k = Cov( X t , X t + k ) = b 2 Cov( Z t 1 , Z t + k 1 ) + bcCov( Z t + k 1 , Z t 2 )+ cbCov( Z t + k 2 , Z t 1 ) + c
Waterloo - STAT - 443
Homework 2STAT 443Spring 20071. (20 points) Let cfw_Zt be a sequence of independent normal randomvariables with zero mean (E(Zt)=0) and common finite variance(Var(Zt)=s^2). For each process below define the mean and autocovariancefunction. Which, if
Waterloo - STAT - 443
1.The original form can be written as:Zt - a*Zt-2 = et + b*et-2(1-a*B^2)Zt = (1+ b*B^2) et-2If Zt is weakly stationary, all the roots of (1-a*B^2) = 0 should be outside the unit circle, assumea is not 0,11B=or if a> 0aaand So11i or - i if
Waterloo - STAT - 443
Homework 3STAT 443Spring 20071. Consider an ARMA(2,2) model with et ~ WN(0,1)Zt=aZt-2 +et + bet-2.What assumptions do we need to ensure that Z_t is a weakly stationary process?Derive a formula for 2-steps ahead predictor of Zt.2.DESCRIPTIVE ABSTRA
Waterloo - STAT - 443
Homework 4Spring 2007Solutions1) Question:Xt = tett2 = c0 + b1 Xt-12Show that Xt is leptokurtic.Solution:E[Xt ] = 0E[Xt2 ] = c0 / (1 - b1)E[Xt4] =3E(c0 + b1 Xt-12)2=3(c02+ 2 c0 b1 EXt-12 + b12 EXt-14)(*)Case 1:If b1 < sqrt(1/3), thenE[Xt4] =
Waterloo - STAT - 443
Bonus Homework 4(optional)STAT 443Spring 20071. Consider an ARCH(1) modelX t = t et , t2 = c0 + b1 X t21where et is i.i.d. N(0,1), c0 > 0$ and 0< b1 <1. Show that Xt isleptocurtic and larger values of b1 imply larger values of kurtosis.2.DESCRIP
Waterloo - STAT - 332
Stat 322/332 Sampling and Experimental DesignAssignment 2Due: Wednesday, October 8, 2008 (12:30pm in class)1. Consider the model for the balanced completely randomized design.Yij = + i + Rij , Rij G(0, ), i = 1, . . . , t, j = 1, . . . , rWhere i i =
Waterloo - STAT - 332
Stat 322/332 Experimental Design and SamplingAssignment 1Due: Wednesday, September 24, 2008 (12:30pm in class)1. Give short descriptions or denitions for (a) Replication; (b) Randomization; and (c)Blocking, and discuss why they are important in design
Waterloo - STAT - 332
Stat 322/332 Sampling and Experimental Designwith short solutionsAssignment 31. In a powder-painting process, parts are held in racks during spraying. There are fourracks and four positions in each rack. An experiment was carried out with 16 parts ran
Waterloo - STAT - 332
Stat 322/332 Sampling and Experimental Design:Assignment 4Due: Wednesday, Nov. 12, 2008, 12:30-1:201. For each of following surveys, describe briey 1) the target population; 2) populationstructure and sampling frame; 3) the study population; 4) the re
Waterloo - STAT - 332
Stat 322/332 Experimental Design and SamplingAssignment 5Due: Wednesday, November 26, 20081. McDonald Corporation wishes to estimate the average annual sales at its various McDonald Restaurants for the current year, (y ). It takes a random sample of n
Waterloo - STAT - 332
Stat 322/332 Experimental Design and SamplingMidtermMonday, October 27, 2008, 3:30-4:30An experiment was conducted to investigate the eectiveness of a new fungicide for grapeplants. Part of a vineyard was divided into three blocks, and four treatments
Waterloo - STAT - 332
Stat 322/332 Short Solutions to Assignment 41. (a)1) All students who graduated from Math Faculty during 1997-2001.2) A stratied population, with each of the ve years as a stratum; The sample frame consists of a stratied list of mailing addresses for s
Waterloo - STAT - 332
Stat 332/322 Short Solutions to Assignment 51. (a) (y )ratio = (x) = 2.70, where = (y )/(x). The estimated variance of the corresponding estimator is V ar(y )ratio ) = (1 n/N ) 2 /n = 0.0034 where 2 =xi )2 /(n 1) = 0.037.is (yi1. (b) t a linear model
Waterloo - STAT - 332
Stat 322/332 Experimental Design and SamplingMidtermMonday, October 27, 2008, 3:30-4:30An experiment was conducted to investigate the eectiveness of a new fungicide for grapeplants. Part of a vineyard was divided into three blocks, and four treatments
Waterloo - MSCI - 609
The F-StatisticnnThe sampling distribution model for this ratio,found by Sir Ronald Fisher, is called theF-distribution. We call the ratio MSR/MSE(variance of regression model to variance ofestimated error) the F-statistic.By comparing the F-stati
Waterloo - MSCI - 609
1/25/20111CONTINUOUS PROBABILITY DISTRIBUTIONSINSTRUCTOR: AMER OBEIDI2In a risk-management scenarios, management may fail to recognizethose improbable events yet with huge harmful consequences. Forinstance, NASA has experienced two disasters: the S
Waterloo - MSCI - 609
1/12/2011DISCRETE PROBABILITY DISTRIBUTIONSINSTRUCTOR: AMER OBEIDI2 A variable is a characteristic (i.e., property,construct)construct) of an individual population unit (subjectsof interest).The amount of flu vaccine in a syringe. The heart rate
Waterloo - MSCI - 609
2/5/20111ESTIMATION WITH CONFIDENCE INTERVALSINSTRUCTOR: AMER OBEIDI2StatisticalMethodsDescriptiveStatisticsInferentialStatisticsEstimationHypothesisTesting12/5/20113PopulationMean, , isunknownRandom SampleMeanX= 50I am 95%confiden
Waterloo - MSCI - 609
2/5/2011TESTS OF HYPOTHESIS1/2INSTRUCTOR: AMER OBEIDI2StatisticalMethodsDescriptiveStatisticsInferentialStatisticsEstimationPointEstimationHypothesisTestingIntervalEstimation12/5/20113A belief about a populationparameterI believe th
Waterloo - MSCI - 609
1/3/20111INTRODUCTION: DESCRIPTIVE STATISTICS&PROBABILITY CONCEPTSINSTRUCTOR: AMER OBEIDI21.Collecting DataDatae.g., Samplinge.g., Data acquisition2.DataAnalysisEvaluating Datae.g., Charts & Tablese.g., AverageAverage3.Why?DecisionMak
Waterloo - MSCI - 609
1/8/20111INTRODUCTION: DESCRIPTIVE STATISTICS&PROBABILITY CONCEPTSINSTRUCTOR: AMER OBEIDI211/8/20113 Example: Pick heads or tails.or Flip a fair coin. Does the outcome match your choice? Did youknow before flipping the coin whether or not it
Waterloo - MSCI - 609
2/5/2011SAMPLING DISTRIBUTIONINSTRUCTOR: AMER OBEIDI2 Suppose youre interested in the average amount ofmoneymoney that students in this class (the population)have on them. How would you find out?12/5/20113 In January 2006, the New York Times as
Waterloo - MSCI - 609
3/20/2011WEEK 8: SIMPLE LINEAR REGRESSION1/2INSTRUCTOR: AMER OBEIDI213/20/20113ProbabilisticModelsCorrelationModelsRegressionModels4 Representation of some phenomenon an idealized representationsfor abstracting the essence ofthe subject o
Waterloo - MSCI - 609
2/16/2011FORMULASMeans and VarianceA. ObeidiMSci609-Quantitative Data Analysis for Management Sciences2Useful Formulas for Calculating the Mean12/16/20113Useful Formulas for Variance4Useful Properties for Variance2
Waterloo - MSCI - 609
DepartmentofManagementSciencesFacultyofEngineeringUniversityofWaterlooMSci609QuantitativedataAnalysisforManagementSciencesDISCUSSIONPROBLEMS2Example1:TheJournalofBusiness&EconomicStatisticspresentedacaseinwhichachargeofgenderdiscriminationwasfileda
Waterloo - MSCI - 609
DepartmentofManagementSciencesFacultyofEngineeringUniversityofWaterlooMSci609QuantitativedataAnalysisforManagementSciencesDISCUSSIONPROBLEMSExample1:Supposeyoureonagameshow,andyouregivenachoiceofthreedoors.Behindonedoorisacar;behindtheothers,goats.
Waterloo - MSCI - 609
2/8/20112Example The time between arrivals of taxis at a busy intersection hasan exponential probability distribution function with meanan exponential probability distribution function with meanof 10 minutes.1.2.3.4.5.What is the probability t
Waterloo - MSCI - 609
MSCI 609UNIVERSITY OF WATERLOOMANAGEMENT ENGINEERING PROGRAMDEPARTMENT OF MANAGEMENT SCIENCESQuantitative data Analysis for Management SciencesFall 2010Midterm Examination 90 minutesName and ID number:_Question 1: (10 marks)An insurance company o
Waterloo - MSCI - 609
DepartmentofManagementSciencesFacultyofEngineeringUniversityofWaterlooMSci609QuantitativedataAnalysisforManagementSciencesQUIZ3NAME:ID:Problem:Water in the Greater Toronto Area is provided by the City to approximately 1.4 million people, who are s
Waterloo - MSCI - 609
DepartmentofManagementSciencesFacultyofEngineeringUniversityofWaterlooMSci609QuantitativedataAnalysisforManagementSciencesQUIZ4NAME:ID:Problem11:(question2.121MontgomeryandRunger,p.58)The EPA wants to test a randomly selected sample of n water spe
Waterloo - MSCI - 609
DepartmentofManagementSciencesFacultyofEngineeringUniversityofWaterlooMSci609QuantitativedataAnalysisforManagementSciencesQUIZ5NAME:ID:ProblemArandomsampleof300circuitboardsgenerated13defectives.1. UsethedatatotestthehypothesesH0:p=0.05versusH1:p
Waterloo - MSCI - 609
Department of Management SciencesFaculty of EngineeringUniversity of WaterlooNAME:ID:MSci 609 Quantitative data Analysis for Management SciencesQUIZ 6ProblemA consumer investigator obtained the following least squares straight line model (based on
Waterloo - MSCI - 609
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Waterloo - MSCI - 609
UNIVERSITYOFWATERLOODEPARTMENTOFMANAGEMENTSCIENCESMSCI609QuantitativeDataAnalysisforManagementSciencesINSTRUCTOR :DR.AMEROBEIDIOFFICE :CPH3627PHONE:X38505EMAIL:USEUWACEWinter2011COURSEDESCRIPTIONStatistics and probability are two important sc
Waterloo - MSCI - 609
DepartmentofManagementSciencesFacultyofEngineeringUniversityofWaterlooMSci609QuantitativedataAnalysisforManagementSciencesWinter2011Assignment1(DueJanuary25,2011)Pointstoconsider: Include a title page as a separate sheet, and write on it your name,
Waterloo - MSCI - 609
DepartmentofManagementSciencesFacultyofEngineeringUniversityofWaterlooMSci609QuantitativedataAnalysisforManagementSciencesWinter2011Assignment2(DueFebruary15,2011)Pointstoconsider:Includeatitlepageasaseparatesheet,andwriteonityourname,studentnumber
Waterloo - MSCI - 609
DepartmentofManagementSciencesFacultyofEngineeringUniversityofWaterlooMSci609QuantitativedataAnalysisforManagementSciencesWinter2011Assignment3(DueMarch29,2011)Pointstoconsider: Include a title page as a separate sheet, and write on it your name, s
UC Davis - ARE - 150
University of California, DavisDepartment of Agricultural and Resource EconomicsARE 150Philip Martinmartin@primal.ucdavis.eduFall 2011Dist 9/22/11Due 10/4/11Review Questions 1Please type or write neatly, and put your discussion section, 4-5 or 5-
UC Davis - ARE - 150
University of California, DavisDepartment of Agricultural and Resource EconomicsARE 150Philip Martinmartin@primal.ucdavis.eduFall 2010Dist 11/29/10Due 12/2/10Review Questions 5:Early Final, Monday, December 6 from 1-3pm, Room 205 OlsonRegular Fi
UC Davis - ARE - 150
University of California, DavisDepartment of Agricultural and Resource EconomicsARE 150Philip Martinmartin@primal.ucdavis.eduFall 2009Dist 11/10/09Due 12/1/09Review Questions 41A. Typical ALRB remedies for ULPs are (1) cease and desist orders, th
UC Davis - ARE - 150
University of California, DavisDepartment of Agricultural and Resource EconomicsARE 150Philip Martinmartin@primal.ucdavis.eduFall 2009Dist 11/10/09Due 12/1/09Review Questions 4Final is Tuesday, December 8, 2009-1-3pmKey readingsChapters 7-8 and H
UC Davis - ARE - 150
omUniversity of California, DavisDepartment of Agricultural and Resource EconomicsARE 150Philip Martinmartin@primal.ucdavis.eduFall 2010Dist 11/3/10Due 11/18/10Review Questions 4- Midterm 2 is Tuesday, November 23Please type or write neatly, and
UC Davis - ARE - 150
University of California, DavisDepartment of Agricultural and Resource EconomicsARE 150Philip Martinmartin@primal.ucdavis.eduFall 2009Dist 10/20/09Due 10/29/09Review Questions 3Midterm 2 is Tuesday, November 3Please type or write neatly, and put
UC Davis - ARE - 150
University of California, Davis Department of Agricultural and Resource Economics ARE 150 Philip Martin martin@primal.ucdavis.edu Fall 2009 Dist 10/20/09 Due 10/29/09Review Questions 3Midterm 2 is Tuesday, November 3 Optional video on 1153 ULPThursday, N
UC Davis - ARE - 150
University of California, DavisDepartment of Agricultural and Resource EconomicsARE 150Philip Martinmartin@primal.ucdavis.eduFall 2010Dist 10/14/10Due 10/26/10Review Questions 3- Midterm 1 is Thursday, October 28Optional video on 1153 ULPTuesday
UC Davis - ARE - 150
University of California, DavisDepartment of Agricultural and Resource EconomicsARE 150Philip Martinmartin@primal.ucdavis.eduFall 2009Dist 10/1/09Due 10/13/09Answers to Review Questions 2Please type or write neatly, and put your discussion sectio
UC Davis - ARE - 150
University of California, DavisDepartment of Agricultural and Resource EconomicsARE 150Philip Martinmartin@primal.ucdavis.eduFall 2010Dist 9/30/10Due 10/14/10Review Questions 2Please type or write neatly, and put your discussion section, 4-5 or 5
UC Davis - ARE - 150
University of California, Davis Department of Agricultural and Resource Economics ARE 150 Philip Martin martin@primal.ucdavis.edu Fall 2009 Dist 10/1/09 Due 10/13/09Review Questions 2Midterm #1 is Thursday, October 15 Please type or write neatly, and put