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17.10.08 Exam is on Friday
December 5, 2008 at 09:00, durance 4 hours. 02.10.08 Updated information on the obligatory
project is now found here. 30.09.08 An updated version of the information in
English about the obligatory exercise can now be downloaded under
“Exercises” below. 25.09.08 The obligatory exercise will start at the
end of Week 40 (October 3), and deadline for submitting the report Is
November 7 at 12 Noon. There will be no new exercises in Weeks 41 and 42
(October 6 and 13), instead you may consult the teaching assistant in the
regular exercise hours these weeks. There will also be scheduled additional
times in these weeks for consulting with teaching assistant and lecturer. 11.09.08 There will be NO LECTURE
Tuesday, September 16. 29.08.08 Some earlier exams w/solution
are given under “Exam” below. Unfortunately all this is in
Norwegian, except the May 2007 exam. 22.08.08 Here is the link to the exercise website.
Note that the time for exercises has been changed to Mondays 16.15-17, first
time August 19.08.08 There is now just one homepage
of this course, which is in ENGLISH (the Norwegian one is hence no longer
available). 19.08.08 Date of exam will be given
after September 15 (after final registration for courses). 19.08.08 First lecture. Decided to give
all lectures in English. No changes made in the weekly lecture hours. Next lecture
is Friday August 22 at |
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About the
course |
The course is intended for students who
want to increase their knowledge in statistics beyond the basic course
TMA4240/45. Central topics are how to plan and perform an experiment in order
to collect high quality data and how to analysis these data such that
information as a basis for conclusions can be achieved. The content is:
Experimental design methodology, 2k-designs and fractions thereof,
Graphical techniques, Approximation of expectation and variance, Testing of
hypothesis, Simple and multiple linear regression, Residual analysis and
variable selection, Transformations, Analysis of variance, Process control,
Contingency tables and Non-parametric statistics. All methods that are in
extensive use in industry and technology in order to improve quality and
productivity. Analysing the data will be done
mainly by use of a statistical software called MINITAB. Necessary background
for the course is TMA4240/TMA4245 Statistcs or
similar background. The course puts less emphasize on theory than TMA4260
Industrial statistics.
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Lecturer |
Professor Bo Lindqvist, Room 1129, Sentralbygg II, NTNU Gløshaugen |
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Teaching
assistant |
Stipendiat
Inge
Myrseth, Room 1026, Sentralbygg II. Telephone: 73 59 04 84 Office hours: Thursdays 16:15 –
17:00 |
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Reference group |
To be determined |
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Teaching material |
Main book: Walpole,
Myers, Myers and Ye: "Probability and Statistics for Engineers and
Scientists". Seventh
or Eighth Edition. Pearson/Prentice Hall. Handout (copy): Høyland,
A (1988): Sannsynlighetsregning, Tapir. Kap.
5.2.8 Approksimasjon av forventning og varians til funksjoner av stokastiske
variabler. MINITAB: Some information is found on http://www.ntnu.no/adm/it/brukerstotte/programvare/minitab. Recommended literature that can be
useful to read as a supplement to the book is Box, Hunter og
Hunter (1978, 2005): "Statistics for Experimenters". Wiley. |
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Lectures |
Tuesdays 10.15 – 12.00 MA21
Fridays 08.15 – 10.00 R3
Preliminary curriculum, lecturing and
progress plan
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Exercises |
Mondays 15.15 – The teaching assistent
will on this hours be available for supervising in doing exercises or answer
other relevant questions. The obligatory exercise will start at
the end of Week 40 (October 3), and deadline for submitting the report Is
November 7 at 12 Noon. There will be no new exercises in Weeks 41 and 42
(October 6 and 13), instead you may consult the teaching assistant in the
regular exercise hours these weeks. There will also be scheduled additional
times in these weeks for consulting with teaching assistant and lecturer. |
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Exam |
Exam: Friday December 5, 2008 at 09:00.
Written exam. Durance 4 hours. Earlier
exams in TMA4255 and similar courses: Exam May 2007 is found in Norwegian here and in English here. Solution is found here. |
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Progress |
21.10 Will sum up 13.13 and then start
chapter 17, Statistical process control. 17.10 Went through main topics from Ch.
14 via slides. Then did 13.13 (random effects models). A proof of Theorem 13.2 can be
downloaded here. 14.10 Will take 13.8-13.10 (13.11-13-12
are not in curriculum). Jump to chapter 14 (will take 13.13 later). Same
slides as for 07.10. 10.10 Continued in chapter 13: 13.4 and
13.6 (13.5 and 13.7 are not in curriculum). Same slides as for 07.10. 07.10 One-way ANOVA: Chapter 13.1-13.3.
Slides for chapters 13 and 14 are here: (part
2, pages 1-36). 03.10 Concluded the section on
factorial designs by looking at two earlier exam exercises. These are found
on slides (pages
141-146). 30.09 Fractional factorial designs. You
may download book
chapter. As a preparation of your project you may also download a Chapter on
DOE from the MINITAB manual. 26.09 Estimation of variances by using
replicates. Blocking. New slides: (pages
118-140) 23.09 Continue from last time:
Estimation of variances. Lenth’s method.
Normal plot. Estimation by assuming effects are 0. New slides: (pages
104-117) 19.09 Started the Design of Experiments
part. Factorial experiments analysed as regression
models. 2^k experiments. Definitions of main effects, interaction effects.
You may download either Norwegian notes
or Copy from English
book. Slides from the
lectures: (pages
87-103) 12.09 Finished Chapter 12, doing 12.10 and
completed 12.11. Note: Chapter 12.7 is left to the lectures on Design of
Experiments (see 19.09). Same slides as for 05.09. 09.09.Completed 12.4, then 12.6, 12.9,
and Cp from 12.11.Same slides as for 05.09. 05.09 Prediction ( 02.09 Linear regression – Chapter
11.1-11.5 Slides can be downloaded here (pages
42-60) 29.08 Comparison of variances for two
samples. Fisher-distribution. F-test and confidence interval for
sigma1/sigma2. Slides as for 26.08. 26.08 One-sample and two-sample
t-tests. Pooled variance estimator. Slides can be downloaded here (pages
26-41) 22.08 Descriptive measures and graphs
(e.g. normal plot). One sample from normal distribution: sampling
distributions, inference with known sigma. Used same slides as last time. 19.08 Introduction and repetition of
probability theory and some very basic concepts of statistical models and
statistical inference. Slides can be downloaded here (pages
1-25) |
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Notes |
Here are some examples that may be used
in the course (some of this is unfortuantely in
Norwegian). The theory presented in the note about factorial experiments and
block division (the first note below), is also found in chapter 15 of the
main book, or in chapter 10 of Box, Hunter & Hunter. Thereafter is a note
which could replace chapter |
Last updated: 17 October
2008 at 16:08