TMA4255
Experimental
design and applied statistical methods
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06.06.07TMA 4255 - 23May 2007 - final grades
Ås/Trondheim, 6 June 2007 Sensors: Are
Halvor Aastveit, UMB, Ås. Bo Lindqvist,
NTNU 24.05.07
Exam
May 23 2007 is found in Norwegian here and in English here. Solution is given here. 08.05.07
Final
curriculum (pensum) is found here. 02.05.07 Some examples
of approximations to expected values and variances can be downloaded here. 26.04.07
The last topic of the course is
taught today (see ”Progresst” below). There are
three more lectures, where I will go through earlier exams (see
“Progress”) with the aim of covering the most important topics of the
course. 14.03.07
No lectures on Thursday March 22. 19.02.07
The text for the obligatory project is
found here OBLTMA4255 (in
Norwegian only, unfortunately) Here you will also find examples of earlier
experiments used in this subject. Some 13.02.07 Some of you have asked for theoretical exercises. There
are few in the book, but here are some from
another book. 31.01.07
In
the lecture yesterday it was determined that the lecture times Friday 8-10 are changed into THURSDAYS
14.15 – 16.00 in F2, starting tomorrow February 1. At the same time
we change the exercise time from Thursdays 14-16 to Fridays 8-10, starting
February 2 (see announcement to come on the exercise website). 26.01.07
We
have discussed the lecture times. It turns out that Friday 8-10 is a
problem. We will discuss this on Tuesday 30. January. You may also send me
emails listing the times when it is OK for you to have lectures. 25.01.07
Starting
today, the lectures will be given in English. 15.01.07 The exercises next week will be Tuesday 23. January 14.15 – 16 (see Øvingssiden),
while lectures will be Thursday 25. January, 14.15 – 16.00 in F2. |
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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 multippel
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,
Rom 1129, Sentralbygg II, NTNU Gløshaugen |
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Teaching assistant |
Stipendiat Anastasia Ushakova, Rom 1126,
Sentralbygg II. Telefon: 73 59 16 71 Treffetid: Bestemmes senere. |
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Reference group |
Harald
Kjølner, Indøk (haraldkj@stud.ntnu.no) |
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Teaching material |
Teaching material: Walpole, Myers og Myers (1998/2002): "Probability and Statistics
for Engineers and Scientists". Sixth/Seventh edition. Prentice Hall. Handed out copy: Høyland, A (1988): Sannsynlighetsregning,
Tapir. Kap.
5.2.8 Approksimasjon av forventning og varians til funksjoner av
stokastiske variabler. The same material
is given in Navidi, W.: Statistics for engineers
and scientists 2006, chapters 3.3 and 3.4 MINITAB: Some information and
documentation of MINITAB can be found on the website http://www.ntnu.no/itea.info/programvare/minitab.html
Recommended litterature
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
14.15 – 16.00 F6.
Fridays 08.15 – 10.00 F2
Curriculum, lecturing and progress plan
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Exercises |
Thursdays 14.15 – 15.00 in F2 or the
computer lab Gombe (R90) (see information on ØVINGSSIDEN from week to week). Remark that Gombe
is reserved also for the The teaching assistent
will on this hours be available for supervising in doing exercises or
answer other relevant questions. |
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Exam |
Exam date is Remember
to bring "Statistiske
tabeller og formler". Tapir. FINAL CURRICULUM is found here. Exam May 2006 with solution is found here |
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Progress |
Week 19 (8 and 9 May) Tuesday:
Go through exam Juni 2005. Wednesday (which has
“Tuesday” schedule to catch up for 1st of May): Go
through the following exercises: Mai 2002: 1; December 2004: 1,3,4 (found here). Week 18 (3 May) Go through
exam Mai 2006 (which you may download under “Exam” above). Week 17 (24 and 26 April) Continues on Tuesday with Non-parametric
tests ( Week 16 (17 and 19 April) Continues with 10.14-10.16 (Chi-square
tests for Goodness-of-fit, Week 15 (12 April) “Choice of Sample Size” from
Chapter 17. Continues with 10.14-10.16 (Chi-square tests for
Goodness-of-fit, Week 13 (27. and 29. March)
Chapter 14.1-14.4 and 13.12. Starts Chapter 17. Foils are found here: 27. March. Week 12 (20 March) Chapter
13.8-13.9 and 14.1-14.4. Foils are found here: 20. March. Week 11 (13. and 15. March)
Chapter 13.1-13.4 and 13.6. Foils are found here: 13. March. Weeks 9 and 10: No lectures.
Work on project! Week 8 (20. and 22. February)
Design of Experiments: Fractional factorial experiments. Preparation for
obligatory project. Foils are found here: 20. February. Example of student project: “Blenda-hvitt?” Week 7 (13. and 15. February)
Design of Experiments, continued. Foils are found here: 13. February. Week 6 (6. and 8. February) Residual plots. Collinearity in multiple regression. Start Design of Experiments (DOE). You can download Notat om faktorielle forsøk og blokkdeling (Norwegian) or Book chapter on factorial experiments (English). You may also download MINITAB Chapter on DOE. Foils are found here: 6. February. 8. February. Week 5 (30. January and 1. February) Multiple
linear regression. Used foils from last week, plus these new ones: 30. januar og 1. februar. Week 4 (25. og 26.
January) Simple linear regression. Understanding the MINITAB output. Start
multiple linear regression. Download foils for 25. og
26 januar. Week 3 (16. and 19. January) Normal
distribution with two samples. F-distribution for comparison of variances.
Start simple linear regression. Download foils for 16. January, 19. January. Week 2 (9. and 12. January) Introduction and
repetition connected to Chapter 8. Some keywords: Descriptive measures and
graphs used by MINITAB. Normal probability plot. Sampling distributions.
Confidence intervals and tests for one-sample normal distributions. Download foils for
9. January,
12. January. |
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Notes |
Below some examples used in the teaching of
the course are given. First you will find two notes. One about" faktorielle forsøk og blokkdeling" as a
substitute for chapter 15 in WMMY, or chapter 10 in Box, Hunter &
Hunter (1978). The second is taken from chapter 12 in Box, Hunter &
Hunter. |
Last updated: 06 June 2007, 11:26