2. February 2007wi2144st1 Statistics of Experimental Design wi2144st Ludolf E. Meester, Statistics Dept. Peter J.T. Verheijen, Biotechnology Dept.

3. February 2007wi2144st2

4. February 2007wi2144st3 Aim Introduction probability and statistics Familiarise engineering students with the jargon of the statisticiansstatisticians Model-based analysis of experimental data Design of experiments

5. February 2007wi2144st4 Contents Example 1: Probability of success in test Example 2: Probability of success in test 2 given that test 1<5.5? Answer: 0.55 and 0.15 Descriptive Statistics Probability Distributions Estimation theory Linear Model Non-linear regression Design of experiment Model selection/discrimination Hypothesis testing

6. February 2007wi2144st5 Contents Descriptive Statistics Probability Distributions Estimation theory Linear Model Non-linear regression Design of experiment Model selection/discrimination Hypothesis testing

7. February 2007wi2144st6 Contents Descriptive Statistics Probability Distributions Estimation theory Linear Model Non-linear regression Design of experiment Model selection/discrimination Hypothesis testing

8. February 2007wi2144st7 Contents Estimation theory Example: What is mu and sigma? Bias Robustness Confidence Interval Bootstrap methods Descriptive Statistics Probability Distributions Estimation theory Linear Model Non-linear regression Design of experiment Model selection/discrimination Hypothesis testing

9. February 2007wi2144st8 Contents Estimation theory Descriptive Statistics Probability Distributions Linear Model Non-linear regression Design of experiment Model selection/discrimination Hypothesis testing Example 1: When you have less than 4. 5 on test 1, you will not pass Example 2: Average Test1=Average Test 2 Answer: No and no

10. February 2007wi2144st9 Contents Descriptive Statistics Probability Distributions Estimation theory Linear Model Non-linear regression Design of experiment Model selection/discrimination Hypothesis testing

11. February 2007wi2144st10 Contents Descriptive Statistics Probability Distributions Estimation theory Linear Model Non-linear regression Design of experiment Model selection/discrimination Hypothesis testing

12. February 2007wi2144st11 Contents Descriptive Statistics Probability Distributions Estimation theory Linear Model Non-linear regression Design of experiment Model selection/discrimination Hypothesis testing … To improve estimate... To improve prediction of model

13. February 2007wi2144st12 Contents Descriptive Statistics Probability Distributions Estimation theory Linear Model Non-linear regression Design of experiment Model selection/discrimination Hypothesis testing Given Data: Choose between models Given Different Models: Choose between experiments

14. February 2007wi2144st13 1.Introduction, probability 2.Probability distributions 3.Simulation, expectation and variance 4.Joint distributions 5.Central limit theorem, data exploration 6.Estimation 7.Hypothesis testing 8.Stochastic vectors: linear model and estimation 9.Linear model, confidence interval and hypothesis testing 10.Linear model, Non-linear regression 11.Non-linear regression 12.Experimental design 13.Model selection 14.Review The Lectures

15. February 2007wi2144st14 Overview Data = Model + Experimental Error Characterisation Experimentation Estimation Hypothesis testing Actions Entities … to be continued

16. February 2007wi2144st15 Course Material and Information Part I: A Modern Introduction to Probability and Statistics by Dekking et al, ISBN 1-85233-896-2; ( Autumn 2004 and later versions of Kanstat lecture notes still usable.) Part II: Lecture Notes, plus exercises Exercises and Examination Set Edition 7 available as PDF Data for exercises and past examinations Software: SSORstat PastiFit PastiMos Excel …. any other, eg Splus, SAS, SPSS, Matlab

17. February 2007wi2144st16 Where, what Computer rooms Data for exercises and past examinations Software: SSORstat, PastiFit, PastiMos and Excel Web page: http://dutiosc.twi.tudelft.nl/~a90 (also via BB page)http://dutiosc.twi.tudelft.nl/~a90 Data for exercises and past examinations (zip-file) Exercises and Examination Set (1994-2006) as pdf Lecture notes Statistiek van Proefopzetten as pdf Download software: SSORstat, PastiFit, PastiMos And of course e-mail to the lecturers: L.E.Meester@tudelft.nl, P.J.T.Verheijen@tudelft.nl VSSD A Modern Introduction to Probability and Statistics by Dekking et al, ISBN 1-85233-896-2

18. February 2007wi2144st17 Course Material and Information Lecture notes: Statistiek van proefopzetten ONLY available as pdf on website. Exercises and Examination Set: minor updates and inclusion of exams 2004/2005; ONLY available as pdf on website. Changes with respect to 2005/2006

19. February 2007wi2144st18 Timetable Course schedule 3rd period Room B –Thursday: hour 1+2 Lectures (/Exercises) –Friday: hour 5+6+7 Lectures/(Computer) Exercises Course schedule 4th period Room B –Wednesday: hour 2+3+4 Lectures/(Computer) Exercises –Thursday: hour 3+4 Lectures/Exercises Examination schedule –Full course examination: Thu., June 14, 14-17 –Full course examination: Tue., August 28, 14-17

20. February 2007wi2144st19 Examination Material present: Computer with –SSORstat –PastiFit –PastiMos –Excel Formulas (from appendices Lecture Notes) Allowed: normal calculator

21. February 2007wi2144st20 Examination

22. February 2007wi2144st21 … and what else Dans le domaine de la science, le hasard ne favorise que les esprits qui ont été préparés. Louis Pasteur, 1822-1895 …. or “Het toeval begunstigt de voorbereide geest’’ …. or ‘’Chance favors the prepared mind!’’