Messages 
05.12.08 Solution to exam is found here. The exam itself is here (English, Norwegian).
25.11.08 Office hours for Bo L before exam:
Friday 28.11: 13.15 – 15 Tuesday 02.12: 10.00 – 12 Thursday 04.12: 10.00 – 12
Inge M is out of town in the period before the exam.
20.11.08 The grading of the obligatory exercise is now ready. You will find your grade by clicking on the link
**********************
and typing your student number.
20.11.08 No
office hours on Friday Nov. 21 (Bo Lindqvist) 17.11.08 Here is
Final Syllabus for the course. 17.11.08 Some
exam exercises in English can now be downloaded in the box “Exam”
below. 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 16.1517, 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 

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, 2^{k}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 Nonparametric 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.


Lecturer 
Professor
Bo Lindqvist, Room 1129, Sentralbygg II, NTNU
Gløshaugen 

Teaching assistant 
Stipendiat Inge Myrseth, Room 1026,
Sentralbygg II. Telephone:
73 59 04 84 Office hours: Thursdays 16:15 –
17:00 

Reference group 
To be determined 

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. 

Lectures 
Tuesdays 10.15 – 12.00
MA21
Fridays 08.15 – 10.00 R3
Preliminary
curriculum, lecturing and progress plan


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. 

Exam 
Friday
December 5, 2008 at 09:00. Written exam. Durance 4 hours. Here is Final Syllabus
for the course. Earlier exams in TMA4255 and similar
courses: Exam August Exam May 2007 is
found in Norwegian here and in English here. Solution is found here. Exam June 2005
w/solution is here (in Norwegian) Exam August 

Progress 
21.11
Finished Problem 2cd of exam 2007. Then went on with exam May 2006, Problem 2 18.11
Exam exercises: I started by exam 2007, finished Problem 1 and Problem
2ab. 14.11
Approximation of expectation and variance. Notes are here. 11.11
Some theory on Wilcoxon signed rank test, including expectation and variance.
Then 16.3, Wilcoxon RankSum Test for two independent samples. 07.11
More on sign test and Wilcoxon signed rank test, in particular two samples
with paired observations. 04.11
Start Chapter 16 (Nonparametric statistics). Use slides from 31.10. 31.10
More on contingency tables (Tests for independence and homogeneity,
Simpson’s paradox). Slides from 28.10 plus new slides (part 2, pages 5056). 28.10
Chisquare tests and Contingency tables: Chapter 10.1410.16. Slides are
found here (part 2, pages 4449). 24.10
Completed chapter 17. Note that 17.6 is not in the curriculum. Started the
part called “Chisquare tests and Contingency tables” by going
through definition of multinomial distribution. 21.10
Started chapter 17, Statistical process control – 17.117.5 (except
“Choice of sample size”). Slides from chapter 17 are found here (part 2, pages 3743). 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 13.813.10 (13.111312 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
Oneway ANOVA: Chapter 13.113.3. Slides for chapters 13 and 14 are here: (part 2, pages 136). 03.10
Concluded the section on factorial designs by looking at two earlier exam
exercises. These are found on slides (pages 141146). 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 118140) 23.09
Continue from last time: Estimation of variances. Lenth’s method. Normal
plot. Estimation by assuming effects are 0. New slides: (pages 104117) 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 87103) 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 11.111.5 Slides can be downloaded here (pages 4260) 29.08
Comparison of variances for two samples. Fisherdistribution. Ftest and
confidence interval for sigma1/sigma2. Slides as for 26.08. 26.08
Onesample and twosample ttests. Pooled variance estimator. Slides can be
downloaded here (pages 2641) 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
125) 

Notes 
Here
are some examples and notes that have been used in earlier years, most of
them in Norwegian. The relevant parts are covered in the slides and notes
that you find under “Progress” above.

Last updated: 26 January 2009 at 08:05