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1 Introduction to Statistics and Data Visualisation |
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1 | (30) |
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1.1 Basic Descriptive Statistics |
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3 | (5) |
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1.1.1 Measures of Central Tendency |
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3 | (1) |
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1.1.2 Measures of Dispersion |
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4 | (2) |
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1.1.3 Other Statistical Measures |
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6 | (2) |
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8 | (13) |
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1.2.1 Bar Charts and Histograms |
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9 | (1) |
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10 | (1) |
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10 | (2) |
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1.2.4 Box-and-Whisker Plots |
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12 | (1) |
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13 | (1) |
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13 | (5) |
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18 | (1) |
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19 | (1) |
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1.2.9 Other Data Visualisation Methods |
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19 | (2) |
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1.3 Friction Factor Example |
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21 | (6) |
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1.3.1 Explanation of the Data Set |
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21 | (2) |
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23 | (1) |
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24 | (2) |
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1.3.4 Some Observations on the Data Set |
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26 | (1) |
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27 | (1) |
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28 | (3) |
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28 | (1) |
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29 | (1) |
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1.5.3 Computational Exercises |
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29 | (2) |
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2 Theoretical Foundation for Statistical Analysis |
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31 | (56) |
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2.1 Statistical Axioms and Definitions |
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31 | (6) |
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37 | (1) |
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2.3 Multivariate Statistics |
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38 | (5) |
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2.4 Common Statistical Distributions |
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43 | (7) |
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2.4.1 Normal Distribution |
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43 | (2) |
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2.4.2 Student's t-Distribution |
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45 | (1) |
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46 | (1) |
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47 | (1) |
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2.4.5 Binomial Distribution |
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48 | (2) |
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2.4.6 Poisson Distribution |
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50 | (1) |
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50 | (8) |
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2.5.1 Considerations for Parameter Estimation |
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51 | (1) |
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2.5.2 Methods of Parameter Estimation |
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52 | (5) |
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2.5.3 Remarks on Estimating the Mean, Variance, and Standard Deviation |
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57 | (1) |
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2.6 Central Limit Theorem |
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58 | (1) |
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2.7 Hypothesis Testing and Confidence Intervals |
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58 | (21) |
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2.7.1 Computing the Critical Value |
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61 | (1) |
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2.7.2 Converting Confidence Intervals |
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62 | (2) |
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64 | (3) |
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2.7.4 Testing the Variance |
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67 | (1) |
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2.7.5 Testing a Ratio or Proportion |
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68 | (1) |
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2.7.6 Testing Two Samples |
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69 | (10) |
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79 | (1) |
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79 | (8) |
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79 | (1) |
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80 | (3) |
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2.9.3 Computational Exercises |
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83 | (1) |
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Appendix A2 A Brief Review of Set Theory and Notation |
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84 | (3) |
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87 | (54) |
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3.1 Regression Analysis Framework |
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87 | (1) |
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88 | (5) |
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3.2.1 Linear and Nonlinear Regression Functions |
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90 | (3) |
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93 | (27) |
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3.3.1 Ordinary, Least-Squares Regression |
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93 | (6) |
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3.3.2 Analysis of Variance of the Regression Model |
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99 | (3) |
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3.3.3 Useful Formulae for Ordinary, Least-Squares Regression |
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102 | (2) |
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3.3.4 Computational Example Part I: Determining the Model Parameters |
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104 | (3) |
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107 | (7) |
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3.3.6 Computational Example Part II: Model Validation |
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114 | (2) |
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3.3.7 Weighted, Least-Squares Regression |
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116 | (4) |
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120 | (6) |
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3.4.1 Gauss-Newton Solution for Nonlinear Regression |
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121 | (1) |
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3.4.2 Useful Formulae for Nonlinear Regression |
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122 | (1) |
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3.4.3 Computational Example of Nonlinear Regression |
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123 | (3) |
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126 | (1) |
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3.6 Summative Regression Example |
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126 | (5) |
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3.6.1 Data and Problem Statement |
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127 | (1) |
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127 | (4) |
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131 | (1) |
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131 | (10) |
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131 | (1) |
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132 | (2) |
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3.8.3 Computational Exercises |
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134 | (3) |
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Appendix A3 Nonmatrix Solutions to the Linear, Least-Squares Regression Problem |
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137 | (1) |
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A.1 Nonmatrix Solution for the Ordinary, Least-Squares Case |
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137 | (2) |
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A.2 Nonmatrix Solution for the Weighted, Least-Squares Case |
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139 | (2) |
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141 | (70) |
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4.1 Fundamentals of Design of Experiments |
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141 | (4) |
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142 | (1) |
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4.1.2 Confounding and Correlation Between Parameters |
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142 | (1) |
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143 | (2) |
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145 | (1) |
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145 | (1) |
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145 | (1) |
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4.3 Framework for the Analysis of Experiments |
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146 | (1) |
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147 | (10) |
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4.4.1 Factorial Design Models |
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147 | (3) |
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150 | (2) |
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4.4.3 Selecting Influential Parameters (Effects) |
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152 | (1) |
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152 | (5) |
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4.5 Fractional Factorial Design |
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157 | (19) |
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4.5.1 Notation for Fractional Factorial Experiments |
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158 | (1) |
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4.5.2 Resolution of Fractional Factorial Experiments |
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158 | (1) |
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4.5.3 Confounding in Fractional Factorial Experiments |
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158 | (8) |
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4.5.4 Design Procedure for Fractional Factorial Experiments |
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166 | (2) |
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4.5.5 Analysis of Fractional Factorial Experiments |
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168 | (1) |
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4.5.6 Framework for the Analysis of Factorial Designs |
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169 | (7) |
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4.6 Blocking and Factorial Design |
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176 | (2) |
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4.7 Generalised Factorial Design |
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178 | (14) |
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4.7.1 Obtaining an Orthogonal Basis |
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179 | (1) |
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4.7.2 Orthogonal Bases for Different Levels |
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180 | (6) |
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4.7.3 Sum of Squares in Generalised Factorial Designs |
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186 | (1) |
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4.7.4 Detailed Mixed-Level Example |
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187 | (5) |
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4.8 2k Factorial Designs with Centre Point Replicates |
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192 | (6) |
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4.8.1 Orthogonal Basis for 2k Factorial Designs with Centre Point Replicates |
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193 | (2) |
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4.8.2 Factorial Design with Centre Point Example |
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195 | (3) |
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4.9 Response Surface Design |
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198 | (4) |
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4.9.1 Central Composite Design |
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199 | (2) |
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201 | (1) |
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4.9.3 Response Surface Procedure |
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201 | (1) |
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202 | (1) |
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202 | (9) |
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202 | (1) |
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203 | (2) |
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4.11.3 Computational Exercises |
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205 | (3) |
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Appendix A4 Nonmatrix Approach to the Analysis of 2k-Factorial Design Experiments |
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208 | (3) |
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5 Modelling Stochastic Processes with Time Series Analysis |
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211 | (72) |
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5.1 Fundamentals of Time Series Analysis |
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212 | (7) |
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5.1.1 Estimating the Autocovariance and Cross-Co variance and Correlation Functions |
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215 | (1) |
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5.1.2 Obtaining a Stationary Time Series |
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216 | (1) |
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5.1.3 Edmonton Weather Data Series Example |
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216 | (3) |
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5.2 Common Time Series Models |
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219 | (3) |
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5.3 Theoretical Examination of Time Series Models |
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222 | (18) |
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5.3.1 Properties of a White Noise Process |
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223 | (1) |
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5.3.2 Properties of a Moving-Average Process |
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223 | (5) |
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5.3.3 Properties of an Autoregressive Process |
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228 | (5) |
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5.3.4 Properties of an Integrating Process |
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233 | (2) |
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5.3.5 Properties of ARMA and ARIMA Processes |
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235 | (2) |
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5.3.6 Properties of the Seasonal Component of a Time Series Model |
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237 | (2) |
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5.3.7 Summary of the Theoretical Properties for Different Time Series Models |
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239 | (1) |
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5.4 Time Series Modelling |
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240 | (19) |
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5.4.1 Estimating the Time Series Model Parameters |
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241 | (4) |
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5.4.2 Maximum-Likelihood Parameter Estimates for ARMA Models |
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245 | (5) |
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5.4.3 Model Validation for Time Series Models |
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250 | (3) |
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5.4.4 Model Prediction and Forecasting Using Time Series Models |
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253 | (6) |
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5.5 Frequency-Domain Analysis of Time Series |
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259 | (7) |
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259 | (3) |
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5.5.2 Periodogram and Its Use in Frequency-Domain Analysis of Time Series |
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262 | (4) |
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5.6 State-Space Modelling of Time Series |
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266 | (5) |
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5.6.1 State-Space Model for Time Series |
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266 | (1) |
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5.6.2 The Kalman Equation |
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267 | (3) |
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5.6.3 Maximum-Likelihood State-Space Estimates |
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270 | (1) |
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5.7 Comprehensive Example of Time Series Modelling |
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271 | (2) |
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5.7.1 Summary of Available Information |
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271 | (1) |
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5.7.2 Obtaining the Final Univariate Model |
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272 | (1) |
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273 | (1) |
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274 | (9) |
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275 | (1) |
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276 | (1) |
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5.9.3 Computational Exercises |
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276 | (1) |
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Appendix A5 Data Sets for This Chapter |
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277 | (1) |
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A5.1 Edmonton Weather Data Series (1882--2002) |
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277 | (4) |
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281 | (1) |
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282 | (1) |
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6 Modelling Dynamic Processes Using System Identification Methods |
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283 | (54) |
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6.1 Control and Process System Identification |
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284 | (7) |
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6.1.1 Predictability of Process Models |
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287 | (4) |
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6.2 Framework for System Identification |
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291 | (1) |
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6.3 Open-Loop Process Identification |
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292 | (11) |
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6.3.1 Parameter Estimation in Process Identification |
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292 | (4) |
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6.3.2 Model Validation in Process Identification |
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296 | (2) |
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6.3.3 Design of Experiments in Process Identification |
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298 | (2) |
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6.3.4 Final Considerations in Open-Loop Process Identification |
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300 | (3) |
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6.4 Closed-Loop Process Identification |
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303 | (6) |
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6.4.1 Indirect Identification of a Closed-Loop Process |
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305 | (1) |
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6.4.2 Direct Identification of a Closed-Loop Process |
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306 | (2) |
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6.4.3 Joint Input-Output Identification of a Closed-Loop Process |
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308 | (1) |
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6.5 Nonlinear Process Identification |
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309 | (1) |
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6.5.1 Transformation of Nonlinear Models: Wiener-Hammerstein Models |
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310 | (1) |
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6.6 Modelling the Water Level in a Tank |
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310 | (11) |
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6.6.1 Design of Experiment |
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311 | (2) |
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313 | (1) |
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6.6.3 Linear Model Creation and Validation |
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314 | (4) |
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6.6.4 Nonlinear Model Creation and Validation |
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318 | (2) |
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320 | (1) |
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321 | (1) |
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321 | (16) |
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322 | (1) |
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322 | (2) |
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6.8.3 Computational Exercises |
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324 | (1) |
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Appendix A6 Data Sets for This Chapter |
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324 | (1) |
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A6.1 Water Level in Tanks 1 and 2 Data |
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324 | (13) |
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7 Using MATLAB® for Statistical Analysis |
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337 | (26) |
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7.1 Basic Statistical Functions |
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337 | (1) |
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7.2 Basic Functions for Creating Graphs |
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337 | (4) |
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7.3 The Statistics and Machine Learning Toolbox |
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341 | (3) |
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7.3.1 Probability Distributions |
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341 | (1) |
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7.3.2 Advanced Statistical Functions |
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341 | (1) |
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7.3.3 Useful Probability Functions |
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342 | (1) |
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7.3.4 Linear Regression Analysis |
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342 | (1) |
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7.3.5 Design of Experiments |
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342 | (2) |
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7.4 The System Identification Toolbox |
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344 | (2) |
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7.5 The Econometrics Toolbox |
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346 | (1) |
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7.6 The Signal Processing Toolbox |
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346 | (1) |
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347 | (7) |
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350 | (1) |
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7.7.2 Autocorrelation Plot |
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351 | (1) |
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352 | (1) |
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7.7.4 Cross-Correlation Plot |
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352 | (2) |
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354 | (8) |
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7.8.1 Linear Regression Example in MATLAB |
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354 | (4) |
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7.8.2 Nonlinear Regression Example in MATLAB |
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358 | (3) |
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7.8.3 System Identification Example in MATLAB |
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361 | (1) |
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362 | (1) |
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8 Using Excel® to Do Statistical Analysis |
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363 | (36) |
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8.1 Ranges and Arrays in Excel |
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363 | (2) |
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8.2 Useful Excel Functions |
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365 | (1) |
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8.2.1 Array Functions in Excel |
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365 | (1) |
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8.2.2 Statistical Functions in Excel |
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365 | (1) |
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8.3 Excel Macros and Security |
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366 | (2) |
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367 | (1) |
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8.4 The Excel Solver Add-In |
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368 | (6) |
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8.4.1 Installing the Solver Add-In |
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368 | (1) |
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8.4.2 Using the Solver Add-In |
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369 | (5) |
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8.5 The Excel Data Analysis Add-In |
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374 | (2) |
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376 | (12) |
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8.6.1 Normal Probability Plot Template |
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377 | (1) |
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8.6.2 Box-and-Whisker Plot Template |
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378 | (5) |
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8.6.3 Periodogram Template |
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383 | (2) |
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8.6.4 Linear Regression Template |
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385 | (1) |
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8.6.5 Nonlinear Regression Template |
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386 | (1) |
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8.6.6 Factorial Design Analysis Template |
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386 | (2) |
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388 | (7) |
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8.7.1 Linear Regression Example in Excel |
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389 | (2) |
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8.7.2 Nonlinear Regression Example in Excel |
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391 | (4) |
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8.7.3 Factorial Design Examples Using Excel |
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395 | (1) |
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395 | (4) |
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399 | (4) |
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399 | (1) |
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399 | (1) |
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400 | (1) |
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401 | (1) |
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401 | (1) |
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401 | (2) |
References |
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403 | (4) |
Subject Index |
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407 | (6) |
Index of Excel and MATLAB Topics |
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413 | |