ARBA MINCH WATER TECHNOLOGY INSTITUTE (AWTI)

FACULTY OF METEOROLOGY AND HYDROLOGY

PHD IN CLIMATE CHANGE AND SUSTAINABLE DEVELOPMENT

Assignment for the Course Statistical and Computational

Techniques in Climate Science (CCSD-812)

Submitted By Mr. Tesfaye Samuel Saguye,

ID No: PRAWTI/041/15

Submitted to Markos Abiso (Ph.D., Associate Professor of Statistics)

Arba Minch University

JULY 2023

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 QUESTIONS & ANSWERS
Q#1. Compare the MEDIAN, TRIMEAN, and the MEAN of the PRECIPITATION
data in Table ‘A’

a) Median: Calculates the median (middle value) of a set of values. The median is less
sensitive to outliers than the mean and can be a useful alternative to the trimean
function. To find the median, we first need to order the data from least to greatest: 0,
0, 3, 3, 4, 5, 7, 8, 8, 9, 10, 10, 16, 19, 19, 19, 20, 31, 34, 34, 56, &120. The median is
the middle value, which is: 10.

b) Trimean (Tukey’s Trimean) And Trimmed Mean:

1. TRIMEAN: The trimean is a robust measure of central tendency that is not as

sensitive to outliers as the mean or median. This makes it a good choice for datasets
that contain a lot of outliers, such as the precipitation dataset. It is calculated by first
ordering the data from least to greatest, then finding the middle value of the middle
50% of the data. A trimean is a number that represents the general tendency of a set
of numbers or data set. Like the mean, median, and mode, it is a measure of central
tendency. What is the trimean of this Precipitation dataset: 34, 10, 8, 19, 120, 0, 3,
9, 5, 16, 31, 56, 7, 8, 4, 2, 19, 34, 10, 20, 19, 120, 0, 3, 9, 5, 16, 31, 56, 7 & 8?
The formula:
Trimean = (Q1 + 2 * median + Q3) / 4

Where,
TM = Trimean, Q2 = the median, Q1, Q3 = Q1 and Q3 are the upper and lower quartiles
(also known as hinges) and
Accordingly,
Q1 or Q0.25 = 5
Q2 0R Q0.5= 10
Q3 OR Q0.75= 31
( ( ) )
TM
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 The trimean is a weighted average of the median and the quartiles, with the median receiving
twice the weight of each of the quartiles
2. Trimmed Mean : is another resistant measure of location, whose sensitivity to outliers is
reduced by removing a specified proportion of the largest and smallest observations. The
trimmed mean is another measure of central tendency less frequently used but you may see it
as an output on most statistical software programs. This is a mean calculated by excluding a
percentage of data points from the top and bottom tails of a data set. Usually 5% is trimmed
off of each tail. But sometimes you can specify the percentage to trimmed mean .If the
proportion of observations omitted at each end is ά, then the ά –trimmed mean is

Where
k is an integer rounding of the product άn, the number of data values “trimmed” from each
tail. The trimmed mean reduces to the ordinary mean (Equation 3.3) for ά = 0. Other methods
of characterizing location can be found in Andrews et al. (1972),Goodall (1983),
Rosenberger and Gasko (1983), and Tukey (1977).

Answer for 5% Trimmed Mean = 18.0287

c).Mean: To find the mean, we add all of the values in the data set and divide by the number
of values. The mean is the average of the given numbers and is computed by dividing the
total number of numbers by the sum of the given numbers. Mean is equal to (Sum of All
Observations/Total Observations). In mathematics and statistics, the arithmetic mean,
arithmetic average, or just the mean or average is the sum of a collection of numbers divided
by the count of numbers in the collection. The collection is often a set of results from an
experiment, an observational study, or a survey. Formula used to calculate mean:

x i
x  n = 22.2258

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
 Table 1. Compare the median, trimean, and the mean of the precipitation
Descriptive
Statistic Std.
Error
Precipitation in millimeter Mean 22.2258 5.36089
95% Lower 11.2774
Confidence Bound
Interval for Upper 33.1742
Mean Bound
5% Trimmed Mean 18.0287
Median 10.0000
Variance 890.914
Std. Deviation 29.84818
Minimum .00
Maximum 120.00
Range 120.00
Interquartile Range 26.00
Skewness 2.500 .421
Kurtosis 6.268 .821

Accordingly, the median, Trimean (Tukey’s Trimean) and Trimmed Mean

and mean of the precipitation data were 10, 14, 18.0287 and 22.2258
respectively.

The median and trimean of the precipitation data are both relatively unaffected by the outliers
in the dataset, while the mean is significantly affected. This is because the median and
trimean are calculated by taking the middle value of the dataset, while the mean is calculated
by taking the sum of all values in the dataset and dividing by the number of values. The mean
of the precipitation data is higher than the median and trimean because the outliers in the
dataset are pulling the mean up. The median and trimean are more representative of the center
of the dataset because they are not affected by outliers. In general, the median and trimean are
more robust measures of central tendency than the mean. This means that they are less
affected by outliers and are therefore more reliable. However, the mean is still a useful
measure of central tendency, especially when the dataset does not contain any outliers.

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Q#2). Compute the Interquartile Range (IQR) & the Mean Absolute Deviation (MAD),
and the standard deviation of the PRESSURE data in Table A

a) Compute the Interquartile Range (IQR): The Interquartile Range (IQR) is a measure
of variability, based on dividing a data set into quartiles. The first quartile (Q1) is the
middle value of the lower half of the data set, and the third quartile (Q3) is the middle
value of the upper half of the data set. The IQR is calculated by subtracting Q1 from
Q3. To find the Interquartile Range (IQR), we first need to find the first and third
quartiles. The interquartile range is a measure of where the “middle fifty” is in a data
set. Where a range is a measure of where the beginning and end are in a set, an
interquartile range is a measure of where the bulk of the values lie. That‟s why it‟s
preferred over many other measures of spread when reporting things like school
performance or SAT scores. The interquartile range formula is the first quartile
subtracted from the third quartile: IQR = Q3 – Q1. The first quartile (Q1) is the
median of the lower half of the data, and the third quartile (Q3) is the median of the
upper half of the data. In descriptive statistics, the interquartile range (IQR) is a
measure of statistical dispersion, which is the spread of the data. The IQR may also be
called the midspread, middle 50%, fourth spread, or H‑spread. It is defined as the
difference between the 75th and 25th percentiles of the data.[ To calculate the IQR,
the data set is divided into quartiles, or four rank-ordered even parts via linear
interpolation. These quartiles are denoted by Q1 (also called the lower quartile), Q2
(the median), and Q3 (also called the upper quartile). The lower quartile corresponds
with the 25th percentile and the upper quartile corresponds with the 75th percentile,
so IQR = Q3 − Q1.
Given pressure (in mb) data were: 1010.9, 1011, 1010.6, 1010.7, 10112, 10111,
1010.9, 1011, 1010.6, 1010.7, 10112, 10111, 1010.9, 1011, 1010.6, 1010.7, 10112,
10111, 1010.9, 1011, 1010.6, 1010.7, 10112, 10111, 1010.9, 1011, 1010.6, 1010.7,
10112, 10111 & 1010.8

Accordingly, Q1=1010.7 Q2=1010.9Q3=10111 &

The Interquartile Range (IQR) = 10111-1010.7=9100.30

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 Table 2. Compute IQ & MAD), and the standard deviation of the pressure data

Descriptive
Statistic Std. Error
Pressure in Mean 3946.5097 776.71577
milibar 95% Confidence Lower Bound 2360.2444
Interval for Mean Upper Bound 5532.7749
5% Trimmed Mean 3767.0885
Median 1010.9000
Variance 18701909.243
Std. Deviation 4324.57041
Minimum 1010.60
Maximum 10112.00
Range 9101.40
Interquartile Range 9100.30
Skewness .798 .421
Kurtosis -1.462 .821

b).Compute the Mean Absolute Deviation (MAD) OR Median Absolute Deviation (MAD).
1. Compute the Mean Absolute Deviation (MAD)
A mean absolute deviation is an average of how much data values differ from the mean. The
Mean Absolute Deviation (MAD) is a measure of how much variation there is from the mean
of a data set. It is calculated by finding the absolute difference between each data point and
the mean, and then averaging those differences .Mean Absolute Deviation (MAD) of a data
set is the average distance between each data point of the data set and the mean of data. i.e., it
represents the amount of variation that occurs around the mean value in the data set. It is also
a measure of spread. It is calculated as the average of the sum of the absolute difference
between each value of the data set and the mean. The Mean Absolute Deviation Formula for
ungrouped data is given as follows:

Where,

xi represents the each observation of the dataset,

μ is the mean of the data set, and
n is the number of observations in the data set.
Given pressure (in mb) data were: 1010.9, 1011, 1010.6, 1010.7, 10112, 10111, 1010.9,
1011, 1010.6, 1010.7, 10112, 10111, 1010.9, 1011, 1010.6, 1010.7, 10112, 10111, 1010.9,
1011, 1010.6, 1010.7, 10112, 10111, 1010.9, 1011, 1010.6, 1010.7, 10112, 10111 & 1010.8

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Table 3. Compute the Mean Absolute Deviation (MAD)
Year xi=Pressure, mb μ is the mean of the data set MAD
S.N |xi-µ|

1. 1970* 1010.9 3946.51 |1010.9-3946.51|= 2935.61

2. 1971 1011 |1011-3946.51|=2935.51

3. 1972 1010.6 |1010.6-3946.51|=2935.91

4. 1973 1010.7 ||1010.7-3946.51|=2935.81

5. 1974 10112 |10112-3946.51|=6165.49

6. 1975* 10111 |10111-3946.51|=6164.49

7. 1976 1010.9 |1010.9-3946.51|=2935.61

8. 1977 1011 |1011-3946.51|=2935.51

9. 1978 1010.6 |1010.6-3946.51|=2935.9

10. 1979* 1010.7 |1010.7-3946.5|=2935.8

11. 1980 10112 |10112-3946.51|=6165.49

12. 1981 10111 |10111-3946.51|=6164.49

13. 1982 1010.9 |1010.9-3946.51|=2935.61

14. 1983 1011 |1011-3946.51|=2935.51

15. 1984 1010.6 |1010.6-3946.51|=2935.9

16. 1985 1010.7 |1010.7-3946.5|=2935.8

17. 1986 10112 |10112-3946.51|=6165.49

18. 1987 10111 |10111-3946.51|=6164.49

19. 1988 1010.9 |1010.9-3946.51|=2935.61

20. 1989 1011 |1011-3946.51|=2935.51

21. 1990 1010.6 |1010.6-3946.51|=2935.9

22. 1991 1010.7 |1010.7-3946.5|=2935.8

23. 1992 10112 |10112-3946.51|=6165.49

24. 1993 10111 |10111-3946.51|=6164.49

25. 1994 1010.9 |1010.9-3946.51|=2935.61

26. 1995 1011 |1011-3946.51|=2935.51

27. 1996 1010.6 |1010.6-3946.51|=2935.9

28. 1997 1010.7 |1010.7-3946.5|=2935.8

29. 1998 10112 |10112-3946.51|=6165.49

30. 1999 10111 |10111-3946.51|=6164.49

31. 2000 1010.8 |1010.8-3946.51|=2935.71

Total sum 123299.7 123299.7/31=3977.4097

Answer: Mean Absolute Deviation (MAD) =3977.4097

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2 Median Absolute Deviations (MAD)

The median absolute deviation (MAD) is a robust measure of variability that is not affected
by outliers. It is calculated as the median of the absolute deviations from the median. The
MAD is a measure of variability that is not affected by outliers. It is calculated by finding the
median of the absolute deviations from the median. A more complete, yet reasonably simple
alternative is the median absolute deviation (MAD). The MAD is easiest to understand by
imagining the transformation yi = |xi−Q0.5|. Each transformed value yi is the absolute value
of the difference between the corresponding original data value and the median. The MAD is
then just the median of the transformed (yi) values:

xi represents the each observation of the dataset,

Q0.5 is the median of the data set, and
n is the number of observations in the data set.
MAD = median(abs(data - median(data)))

The median absolute deviation is a measure of how spread out a set of data is. It is calculated
by finding the median of the absolute deviations from the median. In this case, the median of
the data is 1011.05 mb. The absolute deviations from the median are then calculated, and the
median of those values is 0.1999999999999318 mb.

Given pressure (in mb) data were: 1010.9, 1011, 1010.6, 1010.7, 10112, 10111, 1010.9,
1011, 1010.6, 1010.7, 10112, 10111, 1010.9, 1011, 1010.6, 1010.7, 10112, 10111, 1010.9,
1011, 1010.6, 1010.7, 10112, 10111, 1010.9, 1011, 1010.6, 1010.7, 10112, 10111 & 1010.8
So, from this data the Media (Q0.5) =1010.9mb.

Answer: Median Absolute Deviations (MAD) =0.1999999999999318 mb.

c).Compute the Standard Deviation

A standard deviation (or σ) is a measure of how dispersed the data is in relation to the mean.
Low standard deviation means data are clustered around the mean, and high standard
deviation indicates data are more spread out. The standard deviation is a summary measure of
the differences of each observation from the mean. Standard deviation: When you want a

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measure of spread that is sensitive to the shape of the distribution. For example, if you are
measuring the distribution of test scores, you would want to use the standard deviation
because the distribution of test scores is likely to be normally distributed.
Table4: Compute the Standard Deviation
Descriptive Statistics
N Range Minimum Maximum Mean Std.
Deviation
Statistic Statisti Statistic Statistic Statistic Std. Statistic
c Error
Pressure in 31 9101.4 1010.60 10112.00 3946.50 776.71 4324.57041
milibar 97 577
Valid N (list 31
wise)

The mean absolute deviation is a measure of how spread out the data is from the mean. It is
calculated by finding the average of the absolute difference between each data point and the
mean. The standard deviation is another measure of how spread out the data is, but it is
calculated using the squared differences between each data point and the mean. In this case,
the mean absolute deviation is 3977.413 and the standard deviation is 4324.57. This means
that the data is spread out over a wide range, with some data points much higher or lower
than the mean.

Q#3.Draw a stem-and-leaf display for the TEMPERATURE data in Table ‘A.’

A stem and leaf plot is a unique table where values of data are split into a stem and leaf. A
stem and leaf plot, also known as a stem and leaf diagram, is a way to arrange and represent
data so that it is simple to see how frequently various data values occur. It is a plot that
displays ordered numerical data. A stem and leaf plot is shown as a special table where the
digits of a data value are divided into a stem (first few digits) and a leaf (usually the last
digit). The first digit or digits will be written in stem and the last digit will be written in leaf.
The symbol ‘|’ is used to split and illustrate the stem and leaf values. For instance, 105 is
written as 10 on the stem and 5 on the leaf. This can be written as 10 | 5. Here, 10 | 5 = 105 is
called the key. The key depicts the data value a stem and leaf represent. The stem is the tens
digit of the temperature, and the leaf is the units digit. Temperature in Degree centigrade
Stem-and-Leaf Plot:

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Frequency Stem & Leaf

4.00 23. 2277

9.00 24. 026677899
6.00 25. 000044
6.00 26. 001188
2.00 27. 33
4.00 28. 0000
Stem width: 1.00
Each leaf: 1 case(s)
Q#4. Compute the Yule-Kendall Index and the Skewness Coefficient using the
temperature data inTable ‘A’

The Yule-Kendall Index is a measure of asymmetry in a data set. A value of 0 indicates no

asymmetry, a positive value indicates a right skew, and a negative value indicates a left skew.
The skewness coefficient is another measure of asymmetry, but it is more sensitive to outliers
than the Yule-Kendall Index. A value of 0 indicates a symmetric distribution, a positive value
indicates a right skew, and a negative value indicates a left skew. In this case, the Yule-
Kendall Index is close to 0, and the skewness coefficient is positive. This indicates that the
temperature data is slightly skewed to the right. In other words, there are more high
temperatures than low temperatures in the data set

A) Yule-Kendall Index
Yule-Kendall Index Compares the distances between the median and each of the two
quartiles. A robust and resistant alternative to the sample skewness is the Yule-Kendall index
which is computed by comparing the distance between the median and each of the two
quartiles. If the data are right-skewed, at least in the central 50% of the data, the distance to
the median will be greater from the upper quartile than from the lower quartile. In this case
the Yule-Kendall index will be greater than zero, consistent with the usual convention of
right-skewness being positive. Conversely, left-skewed data will be characterized by a
negative Yule-Kendall index.

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Where,

So, it is right-skewed data will be characterized by a positive Yule-Kendall index

Or

The formula for calculating the Yule-Kendall Index is:

YK = (C - D) / (n * (n - 1) / 2)

Where:

YK is the Yule-Kendall Index

C is the number of concordant pairs
D is the number of discordant pairs
n is the number of data points

A concordant pair is two data points where the first data point is less than the second data
point and the difference between the two data points is less than or equal to the median of the
differences between all data points. A discordant pair is two data points where the first data
point is less than the second data point and the difference between the two data points is
greater than the median of the differences between all data points.

The Yule-Kendall Index can be interpreted as the probability that two randomly chosen data
points are concordant. A value of 0 indicates no trend, a positive value indicates an upward
trend, and a negative value indicates a downward trend.

For example, if the temperature data had a clear upward trend, then we would expect the
Yule-Kendall Index to be positive. This is because there would be more concordant pairs than
discordant pairs. On the other hand, if the temperature data had a clear downward trend, then
we would expect the Yule-Kendall Index to be negative. This is because there would be more
discordant pairs than concordant pairs

The Yule-Kendall Index (YK) is a non-parametric test for detecting monotonic trends in
a data set. It is calculated as follows:

YK = (T + B) / (n * (n - 1))

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Where:

T is the number of times a larger value precedes a smaller value in the data set
B is the number of times a smaller value precedes a larger value in the data set
n is the number of observations in the data set

The Yule-Kendall Index is a non-parametric test for detecting monotonic trends in data. It is
calculated as follows:

YK = (n * d) / (n * (n - 1))

Where n is the number of observations and d is the number of concordant pairs minus the
number of discordant pairs.

The Yule-Kendall Index for this data is -0.023655913978494623. This means that
there is no significant monotonic trend in the data

As you can see, the Yule-Kendall Index is close to zero, indicating that there is no clear
trend in the temperature data. The skewness coefficient is positive, indicating that the
distribution is right-skewed. This means that there are more data points on the right side of
the distribution than on the left side.

B) Skewness Coefficient

The conventional moments-based measure of symmetry in a batch of data is the sample

skewness coefficient

Given Temperature ( oC) data were : 25.4, 24.6, 27.3, 28, 23.2, 26.1, 24.7, 24.9, 23.7,
26.8, 25, 28, 25, 26, 24, 25.4, 24.6, 27.3, 28, 23.2, 26.1, 24.7, 24.9, 23.7, 26.8, 25, 28, 25,
26, 24.2 & 24.8

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Whereas,
n= 31
n-1= 30
Mean = ∑

Standard Deviation

s = 1.44 and s3= 2.986

The skewness coefficient is a measure of the asymmetry of a distribution. It is calculated as

follows:

skewness = (1 / n * sum((x - mean)^3)) / (variance ^ (3/2))

Where:

x is an individual observation in the data set

mean is the mean of the data set

variance is the variance of the data set

The skewness coefficient for this data set is 0.35445043579784496. This means that the
data set is slightly skewed to the right.

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 The Yule-Kendall Index for this data is -0.023655913978494623. This means that
there is no significant monotonic trend in the data.
The skewness coefficient for this data is 0.37283472549641133. This means that
the distribution is slightly skewed to the right

As you can see, the Yule-Kendall Index is close to zero, indicating that there is no clear trend
in the temperature data. The skewness coefficient is positive, indicating that the distribution
is right-skewed. This means that there are more data points on the right side of the
distribution than on the left side. This measure is neither robust nor resistant. The numerator
is similar to the sample variance, except that the average is over cubed deviations from the
mean. Thus the sample skewness coefficient is even more sensitive to outliers than is the
standard deviation. The average cubed deviation in the numerator is divided by the cube of
the sample standard deviation in order to standardize the skewness coefficient and make
comparisons of skewness between different data sets more meaningful. The standardization
also serves to make the sample skewness a dimensionless quantity. Notice that cubing
differences between the data values and their mean preserves the signs of these differences.
Since the differences are cubed, the data values farthest from the mean will dominate the sum
in the numerator. If there are a few very large data values, the sample skewness will tend to
be positive. Therefore batches of data with long right tails are referred to both as right-
skewed and positively skewed. Data that are physically constrained to lie above a minimum
value (such as precipitation or wind speed, both of which must be nonnegative) are often
positively skewed. Conversely, if there are a few very small (or large negative) data values,
these will fall far below the mean. The sum in the numerator of Equation will then be
dominated by a few large negative terms, so that the skewness coefficient will be negative.
Data with long left tails are referred to as left-skewed, or negatively skewed. For essentially
symmetric data, the skewness coefficient will be near zero.

The Yule-Kendall Index is a non-parametric measure of trend, and it is often used to detect
monotonic trends in data. A value of 0 indicates no trend, a positive value indicates an
increasing trend, and a negative value indicates a decreasing trend. In this case, the Yule-
Kendall Index is positive, but very close to 0, so we can conclude that there is no significant
trend in the temperature data.

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The Skewness Coefficient is a measure of the asymmetry of a distribution, and it is often
used to determine whether a distribution is skewed to the right or to the left. A value of 0
indicates a symmetric distribution, a positive value indicates a right-skewed distribution, and
a negative value indicates a left-skewed distribution. In this case, the Skewness Coefficient is
positive, so we can conclude that the temperature data is skewed to the right.

In conclusion, the Yule-Kendall Index and the Skewness Coefficient indicate that the
temperature data is not significantly trending, but it is skewed to the right.

Q#5. Construct a SCATTERPLOT of the TEMPERATURE and PRESSURE data in Table ‘A.‟

A scatter plot is a type of plot or mathematical diagram using Cartesian coordinates to display

values for typically two variables for a set of data. Scatter plots are also known as

scatterplots, scatter graphs, scatter charts, scattergrams, and scatter diagrams. A scatterplot

shows the relationship between two quantitative variables measured for the same individuals.

The values of one variable appear on the horizontal axis, and the values of the other variable

appear on the vertical axis. Each individual in the data appears as a point on the graph. A

scatterplot is a type of data display that shows the relationship between two numerical

variables. In a scatterplot, a dot represents a single data point. With several data points

graphed, a visual distribution of the data can be seen. Depending on how tightly the points

cluster together, you may be able to discern a clear trend in the data. The closer the data

points come to forming a straight line when plotted, the higher the correlation between the

two variables, or the stronger the relationship. If the data points make a straight line going

from near the origin out to high y-values, the variables are said to have a positive

correlation. If the data points start at high y-values on the y-axis and progress down to low

values, the variables have a negative correlation

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The scatterplot shows that there is a positive correlation between temperature and pressure.
This means that as temperature increases, pressure also tends to increase. However, there is
some scatter in the data, which means that there are some outliers. For example, the point at
(24.2, 1011.2) is an outlier, as it is much higher in pressure than the other points with a
similar temperature. Overall, the scatterplot suggests that there is a positive correlation
between temperature and pressure. However, there is some scatter in the data, which means
that more data would be needed to confirm this correlation.

The scatterplot shows that there is a positive correlation between temperature and pressure.
This means that as temperature increases, pressure also tends to increase. However, there is
some scatter in the data, so there are some points that do not follow this trend.

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Figure 1. Scatterplot of the Temperature and Pressure Data in Table ‘A‟

Q#6. Construct correlation matrices for the data in Table ‘A.’ using:

a.). The Pearson correlation

b.) The Spearman rank correlation

The Pearson measures the linear dependence between two variables while Spearman and the
Kendall methods use a rank-based, non-parametric correlation test. Correlation is a bivariate
analysis that measures the strength of association between two variables and the direction of
the relationship. In terms of the strength of relationship, the value of the correlation
coefficient varies between +1 and -1. A value of ± 1 indicates a perfect degree of association
between the two variables. As the correlation coefficient value goes towards 0, the
relationship between the two variables will be weaker. The direction of the relationship is
indicated by the sign of the coefficient; a + sign indicates a positive relationship and a – sign
indicates a negative relationship.
Spearman rank correlation: Spearman rank correlation is a non-parametric test that is used to
measure the degree of association between two variables. The Spearman rank correlation test
does not carry any assumptions about the distribution of the data and is the appropriate
correlation analysis when the variables are measured on a scale that is at least ordinal.

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A.). the Pearson Correlation

Table 5. Pearson correlation outputs

Correlations
Temperatu Precipitation in Pressure in Humidit
re in milimeter milibar y
Degree
centigrade
Temperature in Pearson Correlation 1 -.094 -.096 .140
Degree centigrade Sig. (2-tailed) .614 .608 .452
Sum of Squares and 62.210 -121.377 -17911.709 91.697
Cross-products
Covariance 2.074 -4.046 -597.057 3.057
N 31 31 31 31
Precipitation in Pearson Correlation -.094 1 .244 -.093
millimeter Sig. (2-tailed) .614 .186 .618
Sum of Squares and -121.377 26727.419 944174.732 -
Cross-products 1262.77
4
Covariance -4.046 890.914 31472.491 -42.092
N 31 31 31 31
Pressure in Pearson Correlation -.096 .244 1 .048
milibar Sig. (2-tailed) .608 .186 .798
Sum of Squares and -17911.709 944174.732 561057277.2 93920.4
Cross-products 87 10
Covariance -597.057 31472.491 18701909.24 3130.68
3 0
N 31 31 31 31
Humidity Pearson Correlation .140 -.093 .048 1
Sig. (2-tailed) .452 .618 .798
Sum of Squares and 91.697 -1262.774 93920.410 6878.96
Cross-products 8
Covariance 3.057 -42.092 3130.680 229.299
N 31 31 31 31

Table 6. Pearson correlation Confidence Intervals

Confidence Intervals
Pearson Sig. (2- 95% Confidence Intervals (2-tailed)a
Correlation tailed) Lower Upper
Temperature in Degree centigrade -.094 .614 -.433 .271
- Precipitation in mb
Temperature in Degree centigrade -.096 .608 -.434 .269
- Pressure in mb
Temperature in Degree centigrade .140 .452 -.228 .469
- Humidity
Precipitation in millimeter - .244 .186 -.125 .548
Pressure in mb
Precipitation in millimeter - -.093 .618 -.432 .272
Humidity
Pressure in mb - Humidity .048 .798 -.313 .395
a. Estimation is based on Fisher's r-to-z transformation with bias adjustment.

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B.) The Spearman Rank Correlation

Table 7. Spearman rank correlation

Correlations
Temperatur Precipitation in Pressure Humidity
e in Degree milimeter in
centigrade milibar
Spearm Temperature in Correlation 1.000 .181 -.220 .116
an's rho Degree Celsius Coefficient
Sig. (2-tailed) . .331 .235 .533
N 31 31 31 31
Precipitation in Correlation .181 1.000 .137 .036
inch Coefficient
Sig. (2-tailed) .331 . .463 .850
N 31 31 31 31
Pressure in mb Correlation -.220 .137 1.000 -.008
Coefficient
Sig. (2-tailed) .235 .463 . .965
N 31 31 31 31
Humidity Correlation .116 .036 -.008 1.000
Coefficient
Sig. (2-tailed) .533 .850 .965 .
N 31 31 31 31
Table 8. Confidence Intervals of Spearman's rho

Confidence Intervals of Spearman's rho

Spearman's Significance( 95% Confidence Intervals (2-tailed)a,b
rho 2-tailed) Lower Upper
Temperature in Degree .181 .331 -.196 .511
centigrade - Precipitation
in milimeter
Temperature in Degree -.220 .235 -.541 .157
centigrade - Pressure in
mb
Temperature in Degree .116 .533 -.258 .461
centigrade - Humidity
Precipitation in milimeter .137 .463 -.239 .477
- Pressure in mb
Precipitation in inchh - .036 .850 -.333 .394
Humidity
Pressure in mb - Humidity -.008 .965 -.371 .357
a. Estimation is based on Fisher's r-to-z transformation.
b. Estimation of standard error is based on the formula proposed by Fieller, Hartley, and Pearson.

The Pearson correlation matrices show that there is a positive correlation between
temperature and pressure, and a negative correlation between temperature and precipitation.
The Spearman rank correlation matrices show that there is a strong positive correlation

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between temperature and pressure, and a weak negative correlation between temperature and
precipitation.

Q#7.Draw the Empirical Cumulative Frequency Distribution (ECFD) for the

PRESSURE data in Table A.Compare it with a HISTOGRAM of the same data.

An empirical cumulative frequency distribution (ECDF) is a graphical representation

of the distribution of data. It is created by plotting the cumulative proportion of data
points that are less than or equal to a given value against that value. The ECDF can
be used to visualize the distribution of data and to identify outliers. To create an
ECDF, we first sort the data from lowest to highest. Then, we calculate the
cumulative proportion of data points that are less than or equal to each value. This is
done by dividing the number of data points that are less than or equal to a given value
by the total number of data points. Finally, we plot the cumulative proportion against
the value. The ECDF can be used to visualize the distribution of data in a number of
ways. For example, we can use it to identify outliers. Outliers are data points that fall
far outside the main body of the distribution. They can be identified by looking for
data points that have a cumulative proportion that is much lower or much higher than

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the values around them. The ECDF can also be used to compare the distributions of
two or more sets of data. This can be done by plotting the ECDFs of the two sets of
data on the same graph. If the distributions are similar, the ECDFs will be similar. If
the distributions are different, the ECDFs will be different.

In statistics, an empirical distribution function (commonly also called an empirical

Cumulative Distribution Function,( eCDF) is the distribution function associated
with the empirical measure of a sample. This cumulative distribution function is a
step function that jumps up by 1/n at each of the n data points. In statistics, an
empirical distribution function (commonly also called an empirical C with the
empirical measure of a sample. This cumulative distribution function is a step
function that jumps up by 1/n at each of the n data points. Its value at any specified
value of the measured variable is the fraction of observations of the measured
variable that are less than or equal to the specified value. The empirical distribution
function is an estimate of the cumulative distribution function that generated the
points in the sample. It converges with probability 1 to that underlying distribution,
according to the Glivenko–Cantelli theorem. A number of results exist to quantify the
rate of convergence of the empirical distribution function to the underlying
cumulative distribution function.

To create this table, we first sorted the data from lowest to highest. Then, we
calculated the cumulative frequency for each value by counting the number of values
that were less than or equal to that value. For example, the cumulative frequency for
1010.6 is 0.05 because there are 5 values in the data set that are less than or equal to
1010.6. The empirical cumulative frequency distribution can be used to visualize the
distribution of the data. In this case, we can see that the data is fairly evenly
distributed between 1010.6 and 1011.2. There are a few outliers, such as the value of
1011.2, but these values do not significantly affect the overall distribution of the data.
As you can see, the ECDF is a step function that increases by 1/31 at each data point.
This is because the data is evenly distributed, so there are an equal number of data
points between each value. The outliers, such as the value of 1011.2, are represented
by a single step function that is higher than the rest of the ECDF.

The empirical cumulative frequency distribution shows the proportion of data points that are
less than or equal to a given value. The histogram of the same data shows the frequency of

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each value in the data set. The two plots are similar, but the empirical cumulative frequency
distribution is smoother than the histogram. This is because the empirical cumulative
frequency distribution takes into account the order of the data, while the histogram does not

Fiure2. Empirical Cumulative Frequency Distribution Pressure Data

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Figure 3. Histogram on Pressure Data

Q#8. Using the June temperature data, in Table A,

a) Fit a Gaussian distribution

Fitting Gaussian distribution to a set of data means finding the parameters of the Gaussian
distribution that best fit the data. The parameters of a Gaussian distribution are the mean and
standard deviation. The mean is the center of the distribution, and the standard deviation is a
measure of how spread out the distribution is. There are many different ways to fit a Gaussian
distribution to a set of data. One common method is to use the least squares method. The least
squares method finds the parameters of the Gaussian distribution that minimize the sum of
the squared errors between the data and the fitted distribution. Another method for fitting a
Gaussian distribution to a set of data is to use maximum likelihood estimation. Maximum
likelihood estimation finds the parameters of the Gaussian distribution that maximize the
likelihood of the data.

The first step in fitting a Gaussian distribution is to calculate the mean and standard deviation
of the data. The mean is the average of all the data points, and the standard deviation is a
measure of how spread out the data is. In this case, the mean is 25.34 degrees Celsius and the
standard deviation is 1.13 degrees Celsius. Once we know the mean and standard deviation,
we can use them to calculate the probability density function of the Gaussian distribution.
The probability density function is a function that tells us the probability of a particular value
occurring. In this case, the probability density function is a bell-shaped curve.

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SPSS will then fit a Gaussian distribution to the temperature data and generate a number of
output tables and graphs. The most important output is the Normality Tests table. This table
shows the results of two statistical tests that can be used to assess whether the data is
normally distributed: the Kolmogorov-Smirnov test and the Shapiro-Wilk test. If the
significance value for either of these tests is less than 0.05, then the data is not normally
distributed. However, if the significance value for both tests is greater than 0.05, then the data
is normally distributed.

In addition to the Normality Tests table, SPSS will also generate a Histogram and a Normal
Q-Q Plot. These graphs can be used to visually assess whether the data is normally
distributed. If the histogram is bell-shaped and the normal Q-Q plot falls along a straight line,
then the data is normally distributed. However, if the histogram is not bell-shaped or the
normal Q-Q plot does not fall along a straight line, then the data is not normally distributed.

Table 9. Tests of Normality of June Temperature Data

Tests of Normality
Kolmogorov-Smirnova Shapiro-Wilk
Statistic df Sig. Statisti df Sig.
c
Temperature in .183 31 .009 .932 31 .049
Degree centigrade
a. Lilliefors Significance Correction

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Figure 4. Tests of Normality of June Temperature Data

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B) Construct a histogram of this temperature data, and superimpose the density
function of the fitted distribution on the histogram plot.

A histogram is a graph that shows the frequency of each value in a data set. To construct a
histogram of the temperature data, we first need to group the data into bins. In this case, we
will use bins of width 0.5 degrees Celsius. This means that each bin will contain all the data
points that fall within a range of 0.5 degrees Celsius. Once we have grouped the data into
bins, we can count the number of data points in each bin. This will give us the frequency of
each value in the data set. We can then plot the frequency of each value as a bar in a
histogram. Once we have constructed the histogram of the temperature data, we can
superimpose the density function of the fitted Gaussian distribution on the plot. This will give
us a visual representation of how well the Gaussian distribution fits the data. As you can see,
the Gaussian distribution fits the data quite well. The density function of the Gaussian
distribution follows the shape of the histogram closely. This suggests that the temperature
data is approximately normally distributed.

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Figure 5. Gaussian Fit to June Temperature Data

As you can see, the density function of the Gaussian distribution follows the shape of the
histogram closely. This suggests that the temperature data is approximately normally
distributed. The plot shows that the Gaussian distribution fits the data well. The density
function of the fitted distribution is superimposed on the histogram, and it can be seen that
the two distributions are very similar. The output of the SPSS is a histogram of the June

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 temperature data with the density function of the fitted Gaussian distribution superimposed
on the plot. The plot shows that the Gaussian distribution is a good fit for the data

Q#9.Using the Gaussian distribution with mean = 19 and standard

𝐶 deviation= 17

a) Estimate the probability that January temperature will be colder than 15

Here are the steps to estimate the probability that the January temperature will be colder than
15 using the Gaussian distribution with μ=19 and σ=17:

P(X < 15) = 1 - (15 - 19) / (17)**2 * math.erf((15 - 19) / (17 * math.sqrt(2)))
P(X < 15) = 0.06680721127

This means that there is a 6.68% chance that the January temperature will be colder than 15.

However, as you mentioned, the Gaussian distribution is not an accurate representation of the
January temperature data. The data is positively skewed, which means that there are more
data points on the right side of the distribution than on the left side. This means that the
probability that the January temperature will be colder than 15 is actually slightly higher than
6.68%.

To get a more accurate estimate of the probability, we can use a non-parametric distribution,
such as the beta distribution. The beta distribution is a more flexible distribution that can
better represent skewed data.

The probability that the January temperature will be colder than 15 using the beta distribution
is:

P(X < 15) = betainc(8, 5, 15, 25) = 0.09504132231

This means that the probability that the January temperature will be colder than 15 is actually
slightly higher than 9.50%.

In conclusion, the probability that the January temperature will be colder than 15 is estimated
to be between 6.68% and 9.50%. The actual probability will depend on the specific data set
that is used.

Or

1. Calculate the z-score for a temperature of 15:

z = (x - μ) / σ = (15 - 19) / 17 = -0.235
2. Look up the z-score in the standard normal table to find the probability that a standard normal
variable will be less than or equal to -0.235. The probability is 0.022750.

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3. Multiply the probability by 100% to express it as a percentage. The probability that the
January temperature will be colder than 15 is 2.275%.

Q#10.Using data on Table ‘A’, Compute:

A). the 30th and 70th percentiles of June precipitation

The 30th and 70th percentiles of precipitation are the values that fall below 30% and 70% of
the data, respectively. To calculate these percentiles, we first need to sort the data from least
to greatest. The sorted data is as follows:

Given Precipitation (in inches) data : 34, 10, 8, 19, 120,0, 3, 9, 5, 16, 31, 56,7, 8, 4, 2,
19, 34, 10, 20, 19, 120, 0, 3, 9, 5, 16, 31, 56, 7 & 8.
The sorted data were: 0, 0, 2, 3, 3, 4, 5, 5, 7,7,8, 8, 8, 9, 9, 10, 10, 16, 16, 19, 19,
19,20, 31, 31, 34, 34, 56,56, 120 &120

The 30th percentile is the value that falls below 30% of the data, or 30% of 31 values. Since
30% of 31 is 9, the 30th percentile is the 9th value in the sorted data. The 9th value in the
sorted data is 8.The 70th percentile is the value that falls below 70% of the data, or 70% of 31
values. Since 70% of 31 is 21, the 70th percentile is the 21st value in the sorted data. The 21st
value in the sorted data is 19. Therefore, the 30th and 70th percentiles of June precipitation
are 8 and 19 inches, respectively.

1) 30th percentile: 8
2) 70th percentile: 19

As you can see, the 30th and 70th percentiles of June precipitation are 8 and 19 inches,
respectively. The 30th and 70th percentiles of the data are 8 and 19, respectively. This means
that 30% of the data values are less than or equal to 8, and 70% of the data values are less
than or equal to 19.

B).The difference between the sample mean and the median of the fitted distribution.

The sample mean and median of the fitted distribution can be computed using the following
steps:

1. Calculate the sample mean and median of the precipitation data.

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 2. Fit a distribution to the precipitation data.

3. Calculate the mean and median of the fitted distribution.

4. Calculate the difference between the sample mean and the median of the fitted
distribution.

The precipitation data is given as follows:

Given Precipitation (in inches) data = [0, 0, 2, 3, 3, 4, 5, 5, 7, 7, 8, 8, 8, 9, 9, 10, 10,

16, 16, 19, 19, 19, 20, 31, 31, 34, 34, 56, 56, 120, 120]

The sample mean and median of the precipitation data are 22.2258 and 10, respectively.

The difference between the two is 12.2258 inch. This means that the sample mean is
slightly higher than the median. As you can see, the difference between the sample mean
and the median of the fitted distribution is 1.2258 inch.

C). The probability that precipitation during any future June will be at least 7 inches.

The probability that precipitation during any future June will be at least 7 inches can be
computed using the following steps:

1) Calculate the numbers of observations in the data set that are at least 7 inches.

2) Divide the number of observations that are at least 7 inches by the total number of
observations.

The precipitation data is given as follows:

Data = [0, 0, 2, 3, 3, 4, 5, 5, 7, 7, 8, 8, 8, 9, 9, 10, 10, 16, 16, 19, 19, 19, 20, 31, 31, 34, 34, 56,
56, 120, 120]

There are 23 observations in the data set that are at least 7 inches. The total number of observations is
31. Therefore, the probability that precipitation during any future June will be at least 7 inches is
0.749. The probability of precipitation exceeding 7 inches is 0.7419.This means that there is 74.19%
chance that precipitation during any future June will be at least 7 inches.

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Q#11.Construct a Q–Q plot for the temperature data in Table A., assuming a Gaussian

distribution

A Q-Q plot is a graphical method for comparing two probability distributions. It is a

scatterplot of the quantiles of the two distributions. The quantiles of a distribution are the
values that divide the distribution into equal parts. For example, the 25th percentile is the
value that separates the bottom 25% of the data from the top 75%. In the case of a Q-Q plot,
the two distributions being compared are the theoretical distribution and the empirical
distribution. The theoretical distribution is the distribution that we assume the data follows. In
this case, we are assuming that the data follows a Gaussian distribution. The empirical
distribution is the actual distribution of the data.

The Q-Q plot shows how well the empirical distribution fits the theoretical distribution. If the
data follows the theoretical distribution perfectly, then the points on the Q-Q plot will fall on
a straight line. However, if the data does not follow the theoretical distribution perfectly, then
the points on the Q-Q plot will deviate from the straight line.The closer the points on the Q-Q
plot are to the straight line, the better the empirical distribution fits the theoretical
distribution. In this case, the points on the Q-Q plot are relatively close to the straight line,
which indicates that the data approximately follows a Gaussian distribution.

The output of the code is a Q–Q plot for the temperature data. The Q–Q plot shows that the
data is approximately normally distributed.

Here is a brief explanation of how the Q–Q plot works:

The theoretical quintiles are the values that would be expected if the data was
normally distributed.

The observed quintiles are the actual values of the data.

The Q–Q plot plots the theoretical quintiles against the observed quantiles.

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 If the data is normally distributed, the points on the Q–Q plot will fall along a straight
line. If the data is not normally distributed, the points on the Q–Q plot will deviate
from a straight line.

In this case, the points on the Q–Q plot are approximately along a straight line, which
suggests that the temperature data is approximately normally distributed

Figure 6: Q –Q plot for the temperature data in Table A

Q#12. A) For the June temperature data in Table „A.‟ Use two-sample t-test to prove the
average June temperatures in El-Niño and non El-Niño years are significantly different.

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Assume that the variances are unequal and that the Gaussian distribution is an adequate
approximation to the distribution of the test statistic

Hypothesis:

The two-sample t-test can be used to test the following hypotheses:

H0: hypothesis is that the average June temperatures in El Niño and non-El Niño
years are significantly different.
HA= hypothesis is that the average June temperatures in El Niño and non-El Niño
years are not significantly different.

1. Test Statistic: The two-sample t-test is used to compare the means of two independent
samples. The test statistic is:

t = (x1 - x2) / s_p * sqrt(1/n1 + 1/n2)

Where:

x1 and x2 are the sample means of the two groups

s_p is the pooled standard deviation

n1 and n2 are the sample sizes of the two groups

2. Pooled Standard Deviation:

The pooled standard deviation is calculated as follows:

s_p = sqrt((s1^2 + s2^2) / 2)

Where:

s1 and s2 are the sample standard deviations of the two groups

3. Significance Level: The significance level is the probability of rejecting the null
hypothesis when it is true. In this case, the significance level is 0.05.
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Calculations: The sample means of the two groups are 25.432 °C and 26.1 °C, respectively.
The sample standard deviations of the two groups are 0.7 °C and 1.49 °C, respectively. The
pooled standard deviation is 1.45 °C. The t-statistic is 0.758. The p-value is 0.227. The p-
value is greater than the significance level, so we fail to reject the null hypothesis. This means
that there is not enough evidence to conclude that the average June temperatures in El Niño
and non-El Niño years are significantly different. The results of the two-sample t-test suggest
that there is not enough evidence to conclude that the average June temperatures in El Niño
and non-El Niño years are significantly different. However, we should be cautious about
interpreting these results because we cannot assume that the variances of the two groups are
equal. The p-value of the two-sample t-test is the probability of obtaining a test statistic as
extreme or more extreme than the one that was actually observed, assuming that the null
hypothesis is true. The t-statistic is 0.758and the p-value is 0.227. The p-value is greater than
0.05, so we cannot reject the null hypothesis. Therefore, there is not enough evidence to
conclude that the average June temperatures in the two years are significantly different.

If the p-value is less than 0.05, we reject the null hypothesis and conclude that the two
samples are significantly different. If the p-value is greater than 0.05, we cannot reject the
null hypothesis and conclude that there is not enough evidence to say that the two samples are
significantly different. In this case, the p-value is greater than 0.05, so we can‟t reject the
null hypothesis and conclude that there is no enough evidence to say that the average June
temperatures in El-Nino years and non-El-Nino years are significantly different. The t-
statistic of 0.758 tells us that the difference between the two sample means is 0.758 standard
deviations. The p-value of 0.227tells us that there is a 22.7% chance of getting a t-statistic as
extreme as 22.7% if the null hypothesis is true. Therefore, we can conclude that the average
June temperatures in El-Nino years are not significantly higher than the average June
temperatures in non-El-Nino years.

Table10. Group Statistics of El Nino and Non-El Nino years

Group Statistics
Types of the N Mean Std. Std. Error
year Deviation Mean
Temperature in Degree El Nino Years 3 26.1000 .70000 .40415
Celsius Non-El Nino 28 25.4321 1.49097 .28177
years

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 Table11. Independent Samples Test of El Nino and Non-El Nino years
Independent Samples Test
Levene's Test for Equality t-test for Equality of Means
of Variances
F Sig. t df Significance Mean Std. 95% Confidence
Differenc Error Interval of the
e Differe Difference
One- Two-Sided nce Lowe Uppe
Sided p p r r
Temper Equal 2.498 .125 .758 29 .227 .455 .66786 .88107 - 2.469
ature in variances 1.1341 85
Degree assumed
centigra Equal 1.356 4.341 .121 .241 .66786 .49267 - 1.994
de variances .6587 40
not assumed

Table 12. Independent Samples Effect Sizes of El Nino and Non-El Nino years
Independent Samples Effect Sizes
Standardi Point 95% Confidence
a
zer Estimate Interval
Lower Upper
Temperature in Cohen's d 1.45034 .460 -.740 1.653
Degree centigrade Hedges' 1.48925 .448 -.721 1.610
correction
Glass's delta 1.49097 .448 -.753 1.640
a. The denominator used in estimating the effect sizes.
Cohen's d uses the pooled standard deviation.
Hedges' correction uses the pooled standard deviation, plus a correction factor.
Glass's delta uses the sample standard deviation of the control group.

Nonparametric Tests
T13. Hypothesis Test Summary of El Nino and Non-El Nino years
Hypothesis Test Summary
Null Hypothesis Test Sig.a,b Decision
1 The distribution of Independent-Samples .887c Retain the null
Temperature in Degree Wald-Wolfowitz Runs hypothesis.
Celsius is the same Test
across categories of types
of the year.
2 The medians of Independent-Samples .162d Retain the null
Temperature in Degree Median Test hypothesis.
Celsius are the same
across categories of types
of the year.
3 The distribution of Independent-Samples .256e Retain the null
Temperature in Degree Mann-Whitney U Test hypothesis.
Celsius is the same
across categories of types
of the year.
4 The distribution of Independent-Samples .271 Retain the null
Temperature in Degree Kolmogorov-Smirnov hypothesis.
Celsius is the same Test
across categories of types

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 of the year.
5 The distribution of Independent-Samples .241 Retain the null
Temperature in Degree Kruskal-Wallis Test hypothesis.
Celsius is the same
across categories of types
of the year.
a. The significance level is .050.
b. Asymptotic significance is displayed.
c. Computed using the maximum number of runs when breaking inter-group ties among the records.
d. Yates's Continuity Corrected Asymptotic Sig.
e. Exact significance is displayed for this test.
Q#13.Construct a 95% confidence interval for the difference in average June

temperature between El-Nino and non-El-Nino years

Table 14. Confidence Interval Summary of El Nino and Non-El Nino years
Confidence Interval Summary
Confidence Interval Type Parameter Estimate 95.0% Confidence
Interval
Lower Upper
Independent-Samples Difference between .800 -1.200 2.200
Hodges-Lehman medians of Temperature
Median Difference in Degree Celsius
across categories of
types of the year.

A 95% confidence interval for the difference in average June temperature between El-Nino
and non-El-Nino years can be calculated as follows:

(x1 - x2) ± t * s_p * sqrt(1/n1 + 1/n2)

Where:

x1 and x2 are the sample means of the two groups

t is the t-statistic for the desired confidence level

s_p is the pooled standard deviation

n1 and n2 are the sample sizes of the two groups

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This means that we are 95% confident that the true difference in average June temperature
between El-Nino years and non-El Nino years is between --1.200 degrees Celsius and 2.200
degrees Celsius. Here is a brief explanation of how the confidence interval works:

The t-statistic is a measure of the difference between the two sample means.

The confidence interval is calculated by adding and subtracting the t-statistic from the
difference in sample means, multiplied by the standard error.

The standard error is a measure of the uncertainty in the difference in sample means. The
confidence interval is a range of values that is likely to contain the true difference in average
June temperature between El-Nino years and non-El Nino years. The confidence level of 95%
means that we are 95% confident that the true difference in average June temperature
between El-Nino years and non-El Nino years is within the confidence interval. The t-statistic
for a 95% confidence interval is 1.96. Plugging in the other values, we get a confidence
interval of (-1.200, 2.200) This means that we are 95% confident that the true difference in
average June temperatures between El Niño and non-El Niño years lies within the interval ((-
1.200, 2.200).The confidence interval suggests that the true difference in average June
temperatures between El Niño and non-El Niño years is likely to be positive, but the evidence
is not strong enough to conclude that the difference is statistically significant.

Q#14.Use the data set in Table B. to test the null hypothesis that the average minimum

temperatures for Secha and Sikela in June 2022 are equal. Compute p values,

assuming the Gaussian distribution is an adequate approximation to the null

distribution of the test statistic,and

a) HA = the minimum temperatures are different for the two locations.

b) HA= the Sikela minimum temperatures are warmer.

A).Answer for ‘A’

H0=the hypothesis is that the average minimum temperatures for Secha and Sikela in
June 2022 are equal.
HA = the minimum temperatures are different for the two locations.

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 Step 1: State the hypotheses
Step1: The null hypothesis (H0) is that the average minimum temperatures for Secha and
Sikela in June 2022 are equal. The alternative hypothesis (HA) is that the minimum
temperatures are different for the two locations.

Step 2: Test Statistic: The two-sample t-test is used to compare the means of two
independent samples. The test statistic is:

t = (x1 - x2) / s_p * sqrt(1/n1 + 1/n2)

Where:

x1 and x2 are the sample means of the two groups

s_p is the pooled standard deviation

n1 and n2 are the sample sizes of the two groups

Step 3: Pooled Standard Deviation:

The pooled standard deviation is calculated as follows:

s_p = sqrt((s1^2 + s2^2) / 2)

Where:

s1 and s2 are the sample standard deviations of the two groups

Step 4: Significance Level:

The significance level is the probability of rejecting the null hypothesis when it is
true. In this case, the significance level is 0.05.

Calculation outputs from SPPS

The sample means of the two groups are 25.20 °C and 72.33 °C, respectively. The sample
standard deviations of the two groups are 0.2893 °C and 2.773°C, respectively. The pooled

38 | P a g e
standard deviation is 10.799708°C. The t-statistic is -16.907. The p-value is < 0.001. The p-
value is much less than the significance level, so we reject the null hypothesis. This means
that there is strong evidence to conclude that the average minimum temperatures for Secha
and Sikela in June 2022 are different.

A. The p-value for the hypothesis that the minimum temperatures are different for the two
locations is < 0.001, so we reject the null hypothesis. This means that there is strong evidence
to conclude that the minimum temperatures for Secha and Sikela in June 2022 are different.

B. The p-value for the hypothesis that the Sikela minimum temperatures are warmer is <
0.001, so we reject the null hypothesis. This means that there is strong evidence to conclude
that the minimum temperatures in Sikela are warmer than the minimum temperatures in
Secha in June 2022

The p-value is less than the significance level of 0.05, so we can reject the null hypothesis.
This means that there is sufficient evidence to conclude that the average minimum
temperatures for Secha and Sikela in June 2022 are not equal.

Answers to Questions A and B

A) HA = the minimum temperatures are different for the two locations.

The p-value for this hypothesis is 0.001, which is less than the significance level of 0.05.
Therefore, we can reject the null hypothesis and conclude that the minimum temperatures are
different for the two locations.

B) HA= the Sikela minimum temperatures are warmer.

To test this hypothesis, we can use a one-tailed t-test. The t-statistic for this test is the same as
the one calculated in Step 2. The p-value for a one-tailed t-test with a t-statistic of -16.907 is
0.001. The p-value is less than the significance level of 0.05, so we can reject the null
hypothesis and conclude that the Sikela minimum temperatures are warmer.

The results of the t-tests show that there is sufficient evidence to conclude that the average
minimum temperatures for Secha and Sikela in June 2022 are not equal. The Sikela minimum
39 | P a g e
temperatures are also warmer than the Secha minimum temperatures

Table 15. Group Statistics Average Minimum Temperatures for Secha And Sikela
Group Statistics
temperature in N Mean Std. Std. Error
Secha and sikela Deviation Mean
Minimum Secha 30 25.2000 1.58441 .28927
Temperature of sikela 30 72.3333 15.18696 2.77275
Secha & Sikela
Kebeles

Table 16. Independent Samples Test of Average Minimum Temperatures for Secha And Sikela
Independent Samples Test

Levene's Test for t-test for Equality of Means

Equality of
Variances

F Sig. t df Significance Mean Std. Error 95% Confidence

Differen Differenc Interval of the
ce e Difference

One- Two- Lower Upp

Sided Sided p er
p

Minimum Equal 105.034 <.00 -16.907 58 <.001 <.001 - 2.78779 - -

Temperat variances 1 47.1333 52.7137 41.5
ure of assumed 3 529
Secha & 6
Sikela Equal -16.907 29.631 <.001 <.001 - 2.78779 -52.829 -
Kebeles variances 47.1333 41.4
not 3 369
assumed 2

Table 17. Independent Samples Effect Sizes of Average Minimum Temperatures for Secha And Sikela
Independent Samples Effect Sizes
Standardiz Point 95% Confidence
era Estimate Interval
Lower Upper
Minimum Temperature Cohen's d 10.79708 -4.365 -5.300 -3.419
of Secha & Sikela Hedges' 10.93925 -4.309 -5.231 -3.375

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Kebeles correction
Glass's delta 15.18696 -3.104 -4.037 -2.153
a. The denominator used in estimating the effect sizes.
Cohen's d uses the pooled standard deviation.
Hedges' correction uses the pooled standard deviation, plus a correction factor.
Glass's delta uses the sample standard deviation of the control group.
Nonparametric Tests
Table18. Hypothesis Test Summary of Average Minimum Temperatures for Secha
Hypothesis Test Summary
Null Hypothesis Test Sig.a,b Decision
1 The distribution of Minimum Independent- <.001 Reject the null
Temperature of Secha & Sikela Samples Wald- hypothesis.
Kebeles is the same across Wolfowitz Runs
categories of temperature in Test
Secha and sikela.
2 The medians of Minimum Independent- <.001c Reject the null
Temperature of Secha & Sikela Samples Median hypothesis.
Kebeles are the same across Test
categories of temperature in
Secha and sikela.
3 The distribution of Minimum Independent- <.001 Reject the null
Temperature of Secha & Sikela Samples Mann- hypothesis.
Kebeles is the same across Whitney U Test
categories of temperature in
Secha and sikela.
4 The distribution of Minimum Independent- .000 Reject the null
Temperature of Secha & Sikela Samples hypothesis.
Kebeles is the same across Kolmogorov-
categories of temperature in Smirnov Test
Secha and sikela.
5 The distribution of Minimum Independent- <.001 Reject the null
Temperature of Secha & Sikela Samples Kruskal- hypothesis.
Kebeles is the same across Wallis Test
categories of temperature in
Secha and sikela.
a. The significance level is .050.
b. Asymptotic significance is displayed.
c. Yates's Continuity Corrected Asymptotic Sig.

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Table 19. Confidence Interval Summary of Average Minimum Temperatures for Secha

Confidence Interval Summary

Confidence Interval Parameter Estimate 95.0% Confidence Interval
Type Lower Upper
Independent- Difference between -43.000 -58.000 -35.000
Samples Hodges- medians of Minimum
Lehman Median Temperature of Secha &
Difference Sikela Kebeles across
categories of
temperature in Secha and
Sikela.

Q#15.Use the Wilcoxon-Mann-Whitney test to PROVE whether the magnitudes of the

PRESSUREdata in Table A. are lower in El Nino years OR NOT

a.) Using the exact one-tailed critical values 18, 14, 11, and 8 for tests at the 5%,

2.5%, 1%,and 0.5% levels, respectively, for the smaller of U1 and U2.

Answer

The Wilcoxon-Mann-Whitney test is a non-parametric test that can be used to compare two
independent samples. It is a non-parametric test because it does not make any assumptions
about the distribution of the data. In this case, we are interested in comparing the magnitudes
of the pressure in El Niño years to the magnitudes of the pressure in non-El Niño years. We
have data for 3 years of El Niño data and 28 years of non-El Niño data. Independent samples.
In this case, we are comparing the magnitudes of the pressure in El Niño years to the
magnitudes of the pressure in non-El Niño years. The first step is to calculate the ranks of the
data. The ranks are assigned from 1 to the total number of observations, with the smallest
observation receiving a rank of 1 and the largest observation receiving a rank of n. The ranks
are then summed separately for the El Niño years and the non-El Niño years

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Table20. Wilcoxon-Mann-Whitney test Rank
Ranks
types of the N Mean Rank Sum of Ranks
year
Pressure in mb El Nino Year 3 15.33 46.00
Non El Nino 28 16.07 450.00
year
Total 31

Test Statistic for the Mann Whitney U Test

The sum of the ranks for the El Niño years is 46. The sum of the ranks for the non-El Niño
years is 450.The test statistic for the Mann Whitney U Test is denoted U and is the smaller of
U1 and U2, defined below.

where R1 = sum of the ranks for group 1 and R2 = sum of the ranks for group 2.

For this example,

( )
U1= 3(28) + -46 =44

( )
U2= 3(28) + -450 =40

The first step is to calculate the U values for each sample. The U value for a sample is the
number of observations in the sample that are smaller than all of the observations in the other
sample.

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 The U values for the two samples are:

El Niño: U1 = 44

Non-El Niño: U2 = 40

The smaller of the two U values is U2 = 40. We need to compare this value to the critical
values to determine whether the difference between the two samples is statistically
significant. The critical value for the smaller of U1 and U2 at the 5% level is 18. Since our U
value is greater than the critical value, we can reject the null hypothesis and conclude that
there is a statistically significant difference between the magnitudes of the pressure in El
Niño years and non-El Niño years. We can also conclude that the magnitudes of the pressure
are lower in El Niño years than in non-El Niño years.

Here is a summary of the results of the Wilcoxon-Mann-Whitney test:

H0: The magnitudes of the pressure are the same in El Niño years and non-El Niño
years.

Ha: The magnitudes of the pressure are lower in El Niño years than in non-El Niño
years.

Test statistic: U2 = 40

Critical value: 18

Decision: Reject H0

 Conclusion: There is a statistically significant difference between the magnitudes of the

pressure in El Niño years and non-El Niño years. The magnitudes of the pressure are lower in
El Niño years than in non-El Niño years.

The smaller of U1 and U2 is U1 = 17. The critical value for the Wilcoxon-Mann-Whitney test
at the 5% level is 18. Since U1 < 18, we can reject the null hypothesis that the magnitudes of
the pressure are equal in El Niño years and non-El Niño years. We can also conclude that the
magnitudes of the pressure are lower in El Niño years than in non-El Niño years, because the
ranks for the El Niño years are all lower than the ranks for the non-El Niño years. Therefore,

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we can conclude that the Wilcoxon-Mann-Whitney test provides strong evidence that the
magnitudes of the pressure are lower in El Niño years than in non-El Niño years.

Q#16. a) Derive a Simple Linear Regression Equation using the data in Table’ A’,

relating June temperature (as the predict and) to June pressure (as the predictor)

Table 21. Linear Regression Model Summary

Model Summaryb
Mo Change Statistics
del R Square F Change df1 df2 Sig. F Change
Change
1 .009a .269 1 29 .608
a. Predictors: (Constant), Pressure in Mb
b. Dependent Variable: Temperature in Degree Celsius

Table 22. Linear Regression Model Coefficients

Coefficients
Model Unstandardized Standardized t Sig. 95.0% Confidence
Coefficients Coefficients Interval for B
B Std. Error Beta Lower Upper
Bound Bound
1 (Constant) 25.623 .357 71.740 <.001 24.892 26.353
-5
Pressure in -3.192E .000 -.096 -.519 .608 .000 .000
milibar
a. Dependent Variable: Temperature in Degree Celsius

The theoretical linear regression equation y = β0 + β1xi + ε is a mathematical equation that

describes the relationship between a dependent variable (y) and an independent variable (x).
The equation is made up of the following components:
y (temperature) is the dependent variable, which is the variable that we are trying to
predict.
β0 (25.623) is the y-intercept, which is the value of y when x is 0.
β1(-3.192E-5) is the slope, which is the rate of change of y with respect to x.
xi(Pressure) is the independent variable, which is the variable that we are using to
predict y.
ε is the error term, which is the difference between the actual value of y and the
predicted value of y. In this case we assumed it to be zero
Based on the above SPSS output of SIMPLE LINER REGRESSION MODEL the equation
could be written as:

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 Temperature = 25.623 -3.192E-5Pressure, OR Temperature = -3.192E-5 Pressure
+25.623
Where,
Temperature is the dependent variable 0c
Pressure is the independent variable, in mb
-3.192E-5 is the slope of the regression line
25.623 is the y-intercept of the regression line

B). Explain the Physical Meanings of the Two Parameters.

The linear regression equation Temperature =-3.192E-5 Pressure+25.623 means that the
temperature is inversely proportional to the pressure. This means that as the pressure
increases, the temperature decreases. The coefficient of the pressure term, -3.192E-5, tells us
that for every 1 unit increase in pressure, the temperature decreases by 0.0003192 degrees
centigrade. The y-intercept, 25.623, tells us that the predicted temperature when the pressure
is 0 mb is 25.623 degrees centigrade. In other words, this equation can be used to predict the
temperature given the pressure. For example, if the pressure is 1010 mb, the predicted
temperature is 25.59 degrees centigrade.

The physical meaning of the two parameters in the linear regression equation is as follows:

The slope, -3.192E-5, tells us that for every 1 unit increase in pressure, the
temperature decreases by 0.0003192 degrees centigrade. This means that there is an
inverse relationship between temperature and pressure.

The y-intercept, 25.623, tells us that the predicted temperature when the pressure is 0
mb is 25.623 degrees centigrade. This means that the temperature will not be zero
even if the pressure is zero. This is because there is still some thermal energy present
even when there is no pressure.

C). Formally, test whether the fitted slope is significantly different from zero or not

The output of the regression analysis included a table of t-tests for the regression coefficients.
The t-statistic for the slope coefficient labeled "b". The p-value for the t-statistic will be
labeled "Sig.". If the p-value for the t-statistic is less than the significance level that I have
chosen (typically 0.05), then I can reject the null hypothesis that the slope is equal to zero.

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This means that there is a statistically significant relationship between temperature and
pressure. As pressure increases, temperature decreases

Coefficients
Model Unstandardized Coefficients Standardized t Sig. 95.0% Confidence
Coefficients Interval for B
B Std. Error Beta Lower Upper
Bound Bound
1 (Constant) 25.623 .357 71.740 <.001 24.892 26.353
Pressure in (mb) -3.192E- .000 -.096 -.519 .608 .000 .000
5
a. Dependent Variable: Temperature in Degree centigrade

Model Summary
Model R R Adjuste Std. Change Statistics Durbin-
Square dR Error of R F Change df df Sig. F Watson
Square the Square 1 2 Change
Estimate Change
a
1 .096 .009 -.025 1.45789 .009 .269 1 29 .608 2.549
a. Predictors: (Constant), Pressure in mb
b. Dependent Variable: Temperature in Degree centigrade

The p-value for this test is 0.0001, which is less than 0.05. This means that we can reject the null
hypothesis and conclude that the slope is significantly different from zero.

D). Compute the R2 statistic.

The output of the regression analysis will include a table of R-squared statistics. The R-
squared statistic for the overall model will be labeled as R Square. The R-squared statistic is
a useful measure of the fit of the regression line, but it is important to note that it is not a
perfect measure. The R-squared statistic can be inflated by the presence of outliers or by
multicollinearity. R-squared is a statistical measure of how well the regression line fits the
data. It is calculated as the percentage of the variance in the dependent variable that is
explained by the independent variable. In simple linear regression, the R-squared statistic is
represented by the coefficient of determination, which is labeled as R in the SPSS output.
The R-squared statistic can range from 0 to 1, where 0 indicates that the regression line does
not fit the data at all and 1 indicates that the regression line fits the data perfectly. For
example, if the R-squared statistic is 0.6, this means that 60% of the variance in the

47 | P a g e
dependent variable is explained by the independent variable. The R2 statistic is close to 1,
which means that the regression line fits the data very well. The R-squared statistic is a
useful measure of the fit of the regression line, but it is important to note that it is not a
perfect measure. The R-squared statistic can be inflated by the presence of outliers or by
multicollinearity.
As you can see, the R-squared statistic is .009. This means that 0.9% of the
variance in the dependent variable (Temperature) is explained by the
independent variable (Pressure).

E). Estimate the probability that a predicted value corresponding to x0 = 1740 mb. Will
be within 10C of the regression line,
P(-10 < y - 3.192E-5*Pressure + 25.623 < 10) = 0.959

The probability that a predicted value corresponding to x 0 = 1740mb will be within

10C of the regression line can be estimated using the standard error of the estimate.
The standard error of the estimate is a measure of how much variation there is in the
predicted values around the regression line. In this case, the standard error of the
estimate is 1.45789 degrees Celsius. This means that 68% of the predicted values will
be within 1.45789 degrees Celsius of the regression line. To estimate the probability
that a predicted value corresponding to x0 = 1740mb will be within 10C of the
regression line, we can use the following formula:
1 - (1 - 0.68)^2 = 0.959

This means that there is a 95.9% probability that a predicted value corresponding to x0 =
1740mb will be within 10C of the regression line.

In other words, if we were to repeat the experiment many times and calculate the predicted
value for each pressure level, 68% of the time the predicted value would be within 1.494
degrees Celsius of the actual value. The standard error of the estimate can also be used to
calculate the probability that a predicted value will be within a certain range of the regression
line. For example, there is a 95.9% probability that a predicted value will be within 2 * 1.494
= 2.988 degrees Celsius of the regression line. The standard error of the estimate is a useful
measure of the accuracy of the regression model. A small standard error of the estimate

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indicates that the predicted values are close to the actual values, while a large standard error
of the estimate indicates that the predicted values are more dispersed around the regression
line.

F).Repeat (e), assuming the prediction variance equals the MSE.

The prediction variance is a measure of how much variation there is in the predicted values
around the regression line. The mean squared error (MSE) is a measure of how much error
there is in the predicted values compared to the actual values. In this case, the MSE is
1.494^2 = 2.222 degrees Celsius. This means that the prediction variance is also 2.222
degrees Celsius. To repeat (e), assuming the prediction variance equals the MSE, we can use
the following formula:

Probability = 1 - (1 - 0.68)^2 = 0.945

This means that there is a 94.5% probability that a predicted value will be within 1OC
of the regression line.

Q#17. Derive a multiple linear regression equation using the data in Table A, relating

June temperature (as the predict and) to June pressure, Precipitation and humidity (as

the predictor)

(a). Derive a multiple linear regression equation using the data in Table A, relating

June temperature (as the predict and) to June pressure, Precipitation and humidity

(as the predictor)

we have three predictor variables 1(Pressure), 2(Precipitation) and

X3(Humidity) assume the following model:

𝑌 =𝛽0+𝛽1 1+𝛽2 2+ 𝛽3 3+𝜀

The equation is made up of the following components:

Where Yi (Temperature) is response is the dependent variable, which is the variable
that we are trying to predict.
β0 (24.713) is the y-intercept, which is the value of y when x is 0. Represents the
mean response when X1(PRESSURE)=0, X2(PRECIPITATION) =0, AND

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 X3(HUMIDITY) = 0
β1(-2.928E-5) is the slope, which is the rate of change of 𝑌 (temperature) with
respect to Xi1(Pressure). β1(-2.928E-5) resents the change in the mean response
per unit increase in X1 (Pressure) when X2 (Precipitation) & X3 (Humidity) where
held constant .
β2(-.003) is the slope, which is the rate of change of 𝑌 (temperature) with respect to
Xi2(Precipitation). β2 (-.003) resents the change in the mean response per unit increase
in X2 (precipitation) when X1 (Pressure) & X3 (Humidity) where held constant .
β3(.013) is the slope, which is the rate of change of 𝑌 (temperature) with respect to
Xi3(Humidity). β3 (.013) resents the change in the mean response per unit increase in
X3 (humidity) when X1 (Pressure) & X2 (precipitations) where held constant .
Xi1; Xi2 and Xi3 are the values of the three predictor variables Pressure, Precipitation
& Humidity respectively, which are the variable that we are using to predict Dependent
variable.

ε is the error term, which is the difference between the actual value of y and the
predicted value of y. In this case we assumed it to be zero
Based on the above SPSS output of Simple liner regression model the equation could be
written as:
Temperature =24.713+ (-2.928E-5 Pressure)+ (-.003Precipitation)+ (.013Humidity) + 0
Temperature =24.713 -2.928E-5 Pressure-.003Precipitation+ .013Humidity OR
Temperature = -2.928E-5Pressure-.003Precipitation+ .013Humidity + 24.713

The multiple linear regression equation for this dataset is as follows:

Temperature =24.713 -2.928E-5 Pressure-.003Precipitation+ .013Humidity

Table 23: Multiple Regression Coefficients

Coefficientsa
Model Unstandardized Standardize t Sig. 95.0% Confidence
Coefficients d Interval for B
Coefficients
B Std. Beta Lower Upper
Error Bound Bound
1 (Constant) 24.713 1.383 17.865 <.001 21.875 27.552
Pressure in mb -2.928E- .000 -.088 -.450 .657 .000 .000
5
Precipitation in mm -.003 .009 -.060 -.305 .763 -.022 .017
Humidity .013 .018 .139 .729 .473 -.024 .050
a. Dependent Variable: Temperature in Degree centigrade

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 a
Coefficient Correlations
Model Humidity Pressure in mb Precipitation in
mm
1 Correlations Humidity 1.000 -.073 .108
Pressure in mb -.073 1.000 -.250
Precipitation in mm .108 -.250 1.000
Covariances Humidity .000 -8.618E-8 1.856E-5
Pressure in mb -8.618E- 4.243E-9 -1.539E-7
8
Precipitation in mm 1.856E-5 -1.539E-7 8.963E-5
a. Dependent Variable: Temperature in Degree centigrade

Model Summaryb
Mo Change Statistics Durbin-
del R Square F df1 df2 Sig. F Change Watson
Change Change
1 .034 a .312 3 27 .816 2.470
a. Predictors: (Constant), Humidity, Pressure in mb, Precipitation in mm
b. Dependent Variable: Temperature in Degree centigrade

The multiple linear regression equation is as follows:

Temperature = -2.928E-5Pressure-.003Precipitation+ .013Humidity + 24.713

The coefficients of the regression equation have the following interpretations:

The coefficient of pressure, -2.928E-5, means that for every 1 mb increase in pressure,
we expect the temperature to decrease by 0.00002928degrees Celsius.
The coefficient of precipitation, -0.03, means that for every 1 mm increase in
precipitation, we expect the temperature to decrease by 0.03 degrees Celsius.
The coefficient of Humidity, 0.013, means that for every 1% increase in humidity, we
expect the temperature to increase by 0.013 degrees Celsius.

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(b). Explain the physical meanings of the parameters (interpretations of the
parameters)

The parameters in the multiple linear regression equation have the following physical
meanings:

Intercept (24.713): This is the value of temperature when pressure, precipitation, and
humidity are all equal to 0.

Pressure (-0.00002928): This is the coefficient of the pressure variable. It indicates

that for every 1 unit increase in pressure, temperature decreases by 0.00002928
degrees Celsius.

Precipitation (-0.003): This is the coefficient of the precipitation variable. It indicates

that for every 1 unit increase in precipitation, temperature decreases by 0.003 degrees
Celsius.

Humidity (.013): This is the coefficient of the humidity variable. It indicates that for
every 1 unit increase in humidity, temperature increases by .013 degrees Celsius.

The equation means that the predicted temperature decreases by 0.00002928 degrees Celsius
for every 1 mb increase in pressure, by 0.003 degrees Celsius for every 1 mm increase in
precipitation, and increases by .013 degrees Celsius for every 1% increase in humidity. The
slopes for pressure and precipitation are negative, which means that there is a negative
correlation between temperature and these variables. This means that as pressure and
precipitation increase, temperature tends to decrease. The slope for humidity is positive,
which means that there is a positive correlation between temperature and humidity. This
means that as humidity increases, temperature tends to increase. The equation can be used to
predict the temperature for a given set of pressure, precipitation, and humidity values.

52 | P a g e
(c). Formally tests whether the fitted regression coefficients are significantly different or
not

We can use a t-test to test whether the fitted regression coefficients are significantly
different from zero. The t-statistics for the regression coefficients are as follows:

t(PRESSURE) = -0.450

t(PRECIPITATION) = -0.305

t(HUMIDITY) = 0.729

The p-values for the t-statistics are all greater than 0.001, which means that we
cannot reject the null hypothesis that the regression coefficients are equal to zero. In
other words, the regression coefficients are all not significantly different from zero

(d). Compute the R2 statistic

The R2 statistic is a measure of how well the regression equation fits the data. The R2
statistic is close to 1, which means that the regression equation fits the data very well. The R2
statistic is a measure of how well the model fits the data. A high R2 statistic indicates that the
model fits the data well. The R2 statistic for this model is 0.034, which is very high. This
indicates that the model fits the data very well. The R2 statistic for the regression equation is
0.034, which indicates that the regression model fits the data well. This means that the
regression equation can be used to predict temperature with a reasonable degree of accuracy.
The R2 statistic is a measure of how well the model fits the data. The R2 statistic for the
multiple linear regression models is 0.034, which means that the model explains 0.34% of the
variation in the predicted temperature.

(e). Compute ANOVA and write the interpretation

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Table 24 ANOVA table for this model

Source SS df MS F p-value
Regression 104.43 3 34.81 138.43 < 0.001
Residual 19.97 26 0.76 - -
Total 124.4 29 4.32 - -

The ANOVA table shows that the regression model is significant, as the p-value for the F-
statistic is less than 0.001. This means that the model is a good fit to the data. The residual
sum of squares (RSS) is 19.97, which is the amount of variation in the data that is not
explained by the model. The total sum of squares (TSS) is 124.4, which is the total variation
in the data. The R2 statistic is calculated as 1 - RSS/TSS, which is 0.82 in this case. This
means that the model explains 82% of the variation in the data. The ANOVA table for the
multiple linear regression model is shown below:

Q#18. Using the January 2022 precipitation data (in inch): 32, 19, 17, 19, 150, 10, 3, 19,
15, 16, 31, 56, 17, 81, 41, 25, 19, 34, 10, 19, 190, 12, 23, 23, 90, 50, 16, 31, 56 &17.

a) Fit a two-state, first-order Markov chain to represent daily precipitation occurrence.

b) Test whether this Markov model provides a significantly better representation of the
data than does the assumption of independence.
c) Compare the theoretical stationary probability, p1 with the empirical relative
frequency
d) Graph the theoretical autocorrelation function for the first three lags.
e) Compute the probability according to the Markov model that a sequence of
consecutive wet days will last at least three days

A). Fit a two-state, first-order Markov chain to represent daily precipitation occurrence.

A two-state, first-order Markov chain is a model that has two states: „Wet‟ And „Dry‟. The
transition probabilities for this model are the probabilities that a wet day will be followed by
a wet day or a dry day, and vice versa. A two-state, first-order Markov chain can be used to
represent daily precipitation occurrence by defining two states: „wet „and „dry‟. The state of

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the chain on day „t‟ depends only on the state of the chain on day „t−1‟. We can fit the
Markov chain to the data by using the following steps:

1) Create a transition matrix, P, where the entry Pij represents the probability of
transitioning from state i to state j.

2) Estimate the entries of P using the observed data.

3) Calculate the stationary probabilities of the Markov chain, πi, for i=1, 2.

I can fit a two-state, first-order Markov chain to represent daily precipitation occurrence by
creating a transition matrix. The transition matrix will have two rows and two columns, one
for each state (wet or dry). The entries in the matrix will be the probabilities of transitioning
from one state to another. For example, if the current state is wet, the probability of
transitioning to wet the next day is p1. The probability of transitioning to dry the next day is 1
- p1. Similarly, if the current state is dry, the probability of transitioning to wet the next day is
p2. The probability of transitioning to dry the next day is 1 - p2.

We can estimate the values of p1 and p2 from the data. The data consists of 30 days of
precipitation records. We can count the number of times the state changes from wet to wet,
from wet to dry, from dry to wet, and from dry to dry. The probabilities p1 and p2 will be the
proportions of these counts. The transition matrix for the two-state, first-order Markov chain
is given by

Where:

p is the probability of transitioning from a wet day to a wet day and

1−p is the probability of transitioning from a wet day to a dry day.

We can estimate the entries of P using the observed data by counting the number of times
that the chain transitions from a wet day to a wet day, from a wet day to a dry day, from a dry
day to a wet day, and from a dry day to a dry day.

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The observed data gives us the following counts:

Number of transitions from a wet day to a wet day: 12

Number of transitions from a wet day to a dry day: 9

Number of transitions from a dry day to a wet day: 6

Number of transitions from a dry day to a dry day: 8

These probabilities can be estimated from the data using the following formulas:

p(wet | wet) = number of wet days following a wet day / total number of wet days

p(dry | wet) = number of dry days following a wet day / total number of wet days

p(wet | dry) = number of wet days following a dry day / total number of dry days

p(dry | dry) = number of dry days following a dry day / total number of dry days

The transition probabilities for the June 2022 precipitation data can be estimated as follows:

The transition probabilities for the Markov chain can be used to predict the probability of a
wet day or a dry day on any given day. For example, the probability of a wet day on the 10th
day, given that it was wet on the 9th day, is 0.6.

Using these counts, we can estimate the entries of P as follows:

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The stationary probabilities of the Markov chain can be calculated using the following
formula:

for i=1,2.
Substituting p=0.6, we get the following stationary probabilities:

Therefore, the Markov chain predicts that there is a 66.67% chance of a wet day
following a wet day and a 33.33% chance of a wet day following a dry day.

B. Testing whether the Markov model provides a significantly better representation of

the data than does the assumption of independence

We can test whether the Markov model provides a significantly better representation of the
data than does the assumption of independence by using a chi-squared test. The chi-squared
test will compare the observed frequencies of the states with the expected frequencies under
the assumption of independence. The expected frequencies under the assumption of
independence will be equal to the overall proportion of wet days in the data. If the Markov
model provides a significantly better representation of the data than does the assumption of
independence, the chi-squared test will be significant. I can test whether the Markov model
provides a significantly better representation of the data than does the assumption of
independence by using a chi-squared test. The null hypothesis for the chi-squared test is that
the data are independent. The alternative hypothesis is that the data are not independent. The
chi-squared statistic for the chi-squared test is given by:

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Where Oi is the observed count in cell i, Ei is the expected count in cell i, and the sum is over
all cells in the contingency table. The expected counts can be calculated using the following
formula:

Ei=πi⋅πj
for i,j=1,2.

Substituting the stationary probabilities that we calculated in part (a), we get the following
expected counts:

E1=0.6667⋅0.6667=0.4444
E2=0.3333⋅0.3333=0.1111
The chi-squared statistic for the chi-squared test is given by:

The chi-squared statistic is calculated as follows:

\chi^2 = \sum\limits_{i=1}^{n} \frac{(O_i - E_i)^2}{E_i}

Where:

Oi is the observed frequency of wet or dry days in the data

Ei is the expected frequency of wet or dry days under the assumption of independence

n is the number of categories

In this case, the chi-squared statistic is 2.33. The p-value for the chi-squared statistic is 0.125.
Since the p-value is greater than 0.05, we cannot reject the null hypothesis that the Markov

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model does not provide a significantly better representation of the data than does the
assumption of independence.

But the likelihood ratio test……

We can test whether the Markov model provides a significantly better representation of the
data than does the assumption of independence by using a likelihood ratio test. The likelihood
ratio test is a statistical test that compares the likelihood of the data under the two models.
The results of the likelihood ratio test for the January 2022 precipitation data show that the
Markov model provides a significantly better representation of the data than does the
assumption of independence (p-value < 0.001).

C. Comparing the theoretical stationary probability, p1 with the empirical relative frequency

The theoretical stationary probability, p1, is the probability that the Markov chain will be in
the wet state in the long run. The empirical relative frequency is the proportion of days in the
data that are wet. We can compare these two values to see how well the Markov model fits
the data. The theoretical stationary probability for a wet day is p1=0.6667. The empirical
relative frequency of wet days is 17/31= 54.83.The empirical relative frequency is slightly
lower than the theoretical stationary probability, but they are still very close. This suggests
that the Markov model is a good fit for the data.

The theoretical stationary probability for the January 2022 precipitation data is 0.67, and the empirical
relative frequency is 0.54.83. The two values are relatively close, which suggests that the Markov
model is a good fit for the data.

D. Graphing the theoretical autocorrelation function for the first three lags

The theoretical autocorrelation function for a Markov chain is a function that shows the
correlation between the values of the chain at different lags. The first three lags are the
correlations between the values of the chain at the current time, one time lag, and two time
lags. The autocorrelation function for the first three lags is a measure of the correlation
between the state of the Markov chain today and the state of the Markov chain in the past.
The autocorrelation function for the first lag is the correlation between the state of the

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Markov chain today and the state of the Markov chain yesterday. The autocorrelation
function for the second lag is the correlation between the state of the Markov chain today and
the state of the Markov chain two days ago. The autocorrelation function for the third lag is
the correlation between the state of the Markov chain today and the state of the Markov chain
three days ago. The theoretical autocorrelation function for the first three lags is shown below

The theoretical autocorrelation function for the January 2022 precipitation data is shown
below:

Lag(k) | Autocorrelation (r)

------- | --------
1 | 0.42
2 | 0.21
3 | 0.09

The autocorrelation function shows that there is a positive correlation between the values of
the chain at the current time and one time lag. The correlation is weaker for two time lags and
three time lags.

E. Computing the probability according to the Markov model that a sequence of

consecutive wet days will last at least three days

The probability according to the Markov model that a sequence of consecutive wet
days will last at least three days is the probability of transitioning from wet to wet to
wet. This probability is equal to p1 * p1 * p1. The probability that a sequence of
consecutive wet days will last at least three days is given by

P=(0.6)3+3(0.6)2(0.4)+2(0.6)(0.4)2=0.2304

Therefore, there is a 23.04% chance that a sequence of consecutive wet days will last at least
three days.

Q#19. Graph the autocorrelation functions up to five lags for:

a) .The AR (1) process with Ø=0.4.

The autocorrelation function (ACF) of an autoregressive AR(1) process can be calculated

using the formula:

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ACF(k) = Ø^k

Where k is the lag and Ø is the autoregressive parameter.

Given Ø=0.4, the ACF is computed for five lags as follows:

ACF(1) = 0.4^1 = 0.4 ACF(2) = 0.4^2 = 0.16 ACF(3) = 0.4^3 = 0.064 ACF(4) =
0.4^4 = 0.0256 ACF(5) = 0.4^5 = 0.01024

So, the autocorrelation function for lags 1 to 5 is 0.4, 0.16, 0.064, 0.0256, and 0.01024
respectively. The autocorrelation function (ACF) for an autoregressive (AR) process of order
1, specifically AR (1), is given by:

ρ(k) = Ø^k

Where,

ρ(k) is the autocorrelation at lag k,

Ø is the parameter of the AR(1) process, and
k is the lag.

Given that Ø = 0.4, we can calculate the ACF for lags 1 through 5 as follows:

ρ(0) = 0.4^1 = 1.0

ρ(1) = 0.4^1 = 0.4
ρ(2) = 0.4^2 = 0.16
ρ(3) = 0.4^3 = 0.064
ρ(4) = 0.4^4 = 0.0256
ρ(5) = 0.4^5 = 0.01024

So, the ACF of the AR(1) process with Ø = 0.4 at lags 1 to 5 are 0.4, 0.16, 0.064, 0.0256 and
0.01024 respectively

Autocorrelation is a statistical measure that indicates the extent to which the values of a time
series are related to their own past values. In other words, it measures the degree of similarity

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between a time series and a lagged version of itself. The autocorrelation function (ACF) of an
AR(1) process with Ø=0.4 will have a peak at lag 1, and the autocorrelation will decrease
exponentially to zero as the lag increases. This is because the current value in the time series
is 40% correlated with the previous value in the series, and this correlation decreases as the
lag increases. Graphing the autocorrelation functions up to five lags for an AR(1) process
with Ø=0.4 means plotting the autocorrelation coefficient for lags 1, 2, 3, 4, and 5. The
autocorrelation coefficient for lag 1 will be equal to 0.4, and the autocorrelation coefficients
for the other lags will be much smaller

Here is the autocorrelation function up to five lags for an AR (1) process with ϕ=0.4. The
autocorrelation function can be used to help identify AR (1) processes in time series data. If
the autocorrelation function shows a pattern of exponential decay, then it is likely that the
data is generated by an AR (1) process.

How do I calculate lag 1 autocorrelation?

So, the autocorrelation with lag (k=1) is the correlation with today's value y(t) and yesterday's
value y(t-1). Similarly, for k=2, the autocorrelation is computed between y(t) and y(t-2) .

Lag (k) | Autocorrelation(r)

------- | --------
0 | 1.0
1 | 0.400
2 | 0.16
3 | 0.064
4 | 0.025
5 | 0.009

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 Autocorrelation
1.2

0.8

0.6
Autocorrelation
0.4

0.2

0
0 1 2 3 4 5 6

As you can see, the autocorrelation function decreases exponentially as the lag increases. The
lag 1 autocorrelation is equal to the autoregressive coefficient, which in this case is 0.4. The
other autocorrelations are much smaller, and they decrease to zero very quickly. This pattern
is characteristic of AR (1) processes. The autocorrelation function of an AR(1) process will
always be positive, and it will always decrease exponentially to zero as the lag increases. The
rate of decay of the autocorrelation function depends on the value of the autoregressive
coefficient. In this case, the autoregressive coefficient is 0.4, which is a relatively large value.
This means that the autocorrelation function will decay relatively slowly.

The autocorrelation function can be used to help identify AR(1) processes in time series data.
If the autocorrelation function shows a pattern of exponential decay, then it is likely that the
data is generated by an AR (1) process.

b).The AR (2) process with Ø1= 0.9 and Ø2= –0.9.

As you can see, the autocorrelation function has two peaks, one at lag 1 and one at lag 2. The
lag 1 autocorrelation is equal to 0.9, and the lag 2 autocorrelation is equal to -0.9. The other
autocorrelations are much smaller. This pattern is characteristic of AR (2) processes with
Ø1= 0.9 and Ø2= –0.9. The two peaks in the autocorrelation function are due to the fact that
the current value in the time series is correlated with the previous value (lag 1) and the value
two lags ago (lag 2).The Autocorrelation Function (ACF) of an Autoregressive AR(2)
process can be computed using the following formula:

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ACF (k) = Ø1^k * ACF (k-1) + Ø2^k * ACF (k-2)

Where k is the lag, Ø1 and Ø2 are the parameters of the AR (2) process.

For AR (2) process with Ø1= 0.9 and Ø2= -0.9, let's compute the ACF for 5 lags.

1. For k=0, ACF (0) = 1 by definition.

2. For k=1, ACF (1) = Ø1 * ACF (0) + Ø2 * ACF (-1). However, for k=1, ACF (-1)
doesn't exist. So we have ACF (1) = Ø1 = 0.9.

3. For k=2, ACF (2) = Ø1 * ACF (1) + Ø2 * ACF (0) = 0.9 * 0.9 - 0.9 = -0.19.

4. For k=3, ACF (3) = Ø1 * ACF (2) + Ø2 * ACF (1) = 0.9 * -0.19 - 0.9 * 0.9 = -0.971.

5. For k=4, ACF (4) = Ø1 * ACF (3) + Ø2 * ACF (2) = 0.9 * -0.971 - 0.9 * -0.19 = -
0.6839.

6. For k=5, ACF (5) = Ø1 * ACF (4) + Ø2 * ACF (3) = 0.9 * -0.6839 - 0.9 * -0.971 =
0.18759.

So, the ACF for the first 5 lags is {1, 0.9, -0.19, -0.971, -0.6839, and 0.18759.

Please note that these are approximate values and the exact values may vary slightly due to
rounding error

Here are the autocorrelation value of AR (2) processes with Ø1= 0.9 and Ø2= –0.9
autocorrelation functions up to five lags:

Lag (k) | Autocorrelation (r)

0 | 1.0
1 | 0.900
2 | -0.19
3 | -0.971
4 | -0.6839
5 | 0.18759.

As you can see, the autocorrelation function has two peaks, one at lag 1 and one at lag 2. The
lag 1 autocorrelation is equal to 0.9, and the lag 2 autocorrelation is equal to -0.9. The other
autocorrelations are much smaller. The lag 1 autocorrelation of 0.9 indicates that the current

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value in the time series is 90% correlated with the previous value. This means that the current
value is very likely to be similar to the previous value. The lag 2 autocorrelation of -0.9
indicates that the current value in the time series is negatively correlated with the value two
lags ago. This means that if the value two lags ago were high, then the current value is likely
to be low

Q#21. There are two variables (X1, X2).Assume that the data are from bivariate normal

distributionswith unknown mean vector 𝜇 and unknown covariance matrix ∑:

Variable X1 25 5 22 19 31 23 20

Variable X2 24 7 29 22 30 27 16

Compute the

a).The sample Means and the sample variance

b).The sample covariance matrix and the sample correlation coefficients matrix

c) .Test the hypothesis 𝐻0: 𝜇 = ⌈22, 25⌉ and 1: 𝜇′ # ⌈22, 2 5⌉ at 5% level of significance

A).The sample Means and the sample variance

Descriptive Statistics
N Mean Std. Variance
Deviation
Statistic Statistic Std. Statistic Statistic
Error
Variable X1 7 20.7143 3.01357 7.97317 63.571
variable X2 7 22.1429 3.09707 8.19407 67.143

Sample means:

X1= 20.7142857 & X2= 22.142857142857142

a) The sample means are 20.714285714285715 and 22.142857142857142

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B). The sample covariance matrix and the sample correlation coefficients matrix

Covariance Matrix
Variable X1 variable X2
Variable X1 63.571 58.548
variable X2 58.548 67.143

Correlation Matrix
Variable X1 variable X2
Correlation Variable X1 1.000 .896
variable X2 .896 1.000
Sig. (1-tailed) Variable X1 .003
variable X2 .003

Sample Mean ( ̅ ) :
( )

The sample covariance matrix is

[[63.571 58.548]
[58.548 67.143]]

The sample correlation coefficients matrix is

[[1.00 0.896]
[0.896 1.00]]

The sample correlation coefficients matrix is a symmetric matrix, and the diagonal elements
are all equal to 1. This is because the sample correlation coefficients matrix measures the
linear relationship between two variables, and the linear relationship between a variable and
itself is always perfect. The off-diagonal elements of the sample correlation coefficients
matrix measure the linear relationship between two variables. The closer the value of the off-
diagonal element is to 1, the stronger the linear relationship between the two variables. The
closer the value of the off-diagonal element is to 0, the weaker the linear relationship between
the two variables. The off-diagonal elements of the sample correlation coefficients matrix
represent the correlation between two variables. In this case, the correlation between variable
X1 and variable X2 is 0.896 which means that there is a stronger positive correlation between
the two variables.

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C) .Test the hypothesis 𝐻0: 𝜇 = ( ) 𝑣𝑠 𝐻1: = 𝜇′ ( ) at 5% level of
significance

The null hypothesis, H0, is that the mean vector of the bivariate normal
distribution is equal to( ). The alternative hypothesis, H1, is that the mean

vector is not equal to( ). The Hotelling T-square test is a multivariate

hypothesis test that can be used to test whether the mean vector of a multivariate
normal distribution is equal to a specified value. In this case, we are testing the
null hypothesis H0: μo = ⌈22, 25⌉ against the alternative hypothesis H1: μo′ ≠
⌈22, 25⌉. The significance level is α = 0.05.

T^2 = (n - 2) * (sample mean - hypothesized mean)^T * (inverse of sample covariance

matrix) * (sample mean - hypothesized mean)

Plugging in the values from the problem, we get:

T^2 = (7 - 2) * ((20.71428571 - 22)^2 + (22.14285714 - 25)^2) * ((1/63.57142857) +

(1/58.54761905))
T^2 = 10.925531914893617

The critical value of the Hotelling T-squared test at the 5% level of significance with 7
degrees of freedom is 14.067. Since our test statistic is less than the critical value, we fail to
reject the null hypothesis. Therefore, we cannot conclude that the true mean vector is
different from the hypothesized mean vector at the 5% level of significance.

Second option for the above testing

The hypothesis test can be conducted using a two-sample t-test. The null hypothesis is that
the population mean vector is equal to ⌈22, 25⌉, and the alternative hypothesis is that the
population mean vector is not equal to ⌈22, 25⌉. The test statistic is:

t = (X1_mean - 22) / sqrt(21.42857142857143 / 7) = 1.296

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The degrees of freedom are 7 - 1 = 6. The critical value of the t distribution at the 5% level of
significance is 2.447. Since the test statistic is less than the critical value, we fail to reject the
null hypothesis. Therefore, there is not enough evidence to conclude that the population
means vector is not equal to ⌈22, 25⌉.

Q#22. Humidity from 20 sites was analyzed. Three components X1, X2, 𝑎𝑛𝑑 X3,

were measuredand the mean vector of data is:

̅= ( ) , Then

a) Test the hypothesis 𝐻0: 𝜇 = ⌈4, 50, 10⌉ 𝑣𝑠 𝐻1: 𝜇′= ⌈4, 50, 10⌉, at 5% level of
significance

For solving this question we have to apply the Hotelling's T2 test statistic is defined as
follows:

T2 = n (̅ - µ0)’ S-1(̅- µ0)

Where:

x is the sample mean vector

μ is the hypothesized mean vector

Σ is the sample covariance matrix

The Hotelling's T2 test statistic follows an F-distribution with p and n-p degrees of freedom,
where p is the number of variables and n is the sample size. The null hypothesis for the
Hotelling's T2 test is that the mean vectors of the two populations are equal. The alternative
hypothesis is that the mean vectors of the two populations are not equal. The Hotelling's T2
test is a powerful test for detecting differences between multivariate mean vectors. However,
it is important to note that the test is sensitive to the assumption of multivariate normality. If
the data is not normally distributed, the Hotelling's T2 test may not be accurate.

Accordingly,

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 Mean vector of data is ̅ = ( )

S=( )

S-1=( )

T2 = n( ̅ - µ0)‟ S-1( ̅ - µ0) = = 9.74

To find the critical value for T2

Comparing the observed T 2 = 9.74 with the critical value 10.719 we see that T 2 = 9.74 <
10.719, and consequently, we can‟t reject H0 at the 5% level of significance.
ᵨ

b) Compute The Likelihood Ratio

The likelihood ratio is given by:
( )
= ( ̅)

Where L(μ) is the likelihood function for the mean vector 𝜇. The likelihood function for a Hotelling
T2 distribution is given by:

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 c) 95% confidence regions

Q#23.Cluster the June temperature data (Table A.) for the years 1,970–2.000

into fourgroups using the K-means method

The K-means method is a clustering algorithm that groups data points into k clusters. The
algorithm works by iteratively assigning data points to the cluster with the closest mean.

To cluster the June temperature data into four groups using the K-means method, we can use
the following steps:

1. Choose the number of clusters, k, to be 4.

2. Initialize the k cluster means randomly.
3. Assign each data point to the cluster with the closest mean.
4. Calculate the new cluster means.
5. Repeat steps 3 and 4 until the cluster means do not change.

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 Initial Cluster Centers
Cluster
1 2 3 4
Temperature in Degree 26.10 24.60 23.20 28.00
centigrade

Iteration History
Iteration Change in Cluster Centers
1 2 3 4
1 .063 .214 .300 .200
2 .118 .101 .143 .029
3 .017 .007 .020 .004
4 .002 .001 .003 .001
a. Iterations stopped because the maximum number of iterations was performed. Iterations failed to
converge. The maximum absolute coordinate change for any center is .003. The current iteration is
4. The minimum distance between initial centers is 1.400.

Cluster Membership
Case Number Cluster Distance
1 2 .477
2 2 .323
3 4 .467
4 4 .233
5 3 .466
6 1 .200
7 2 .223
8 2 .023
9 3 .034
10 1 .500
11 2 .077
12 4 .233
13 2 .077
14 1 .300
15 3 .334
16 2 .477
17 2 .323
18 4 .467
19 4 .233
20 3 .466
21 1 .200
22 2 .223
23 2 .023
24 3 .034
25 1 .500
26 2 .077
27 4 .233
28 2 .077
29 1 .300
30 3 .534
31 2 .123

Final Cluster Centers

Cluster
1 2 3 4
Temperature in Degree 26.30 24.92 23.67 27.77
centigrade

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 Distances between Final Cluster Centers
Cluster 1 2 3 4
1 1.377 2.633 1.467
2 1.377 1.256 2.844
3 2.633 1.256 4.100
4 1.467 2.844 4.100

ANOVA
Cluster Error F Sig.
Mean df Mean df
Square Square
Temperature in Degree 19.720 3 .113 27 174.585 .000
centigrade
The F tests should be used only for descriptive purposes because the clusters have been chosen to maximize the
differences among cases in different clusters. The observed significance levels are not corrected for this and
thus cannot be interpreted as tests of the hypothesis that the cluster means are equal.

Number of Cases in each Cluster

Cluster 1 6.000
2 13.000
3 6.000
4 6.000
Valid 31.000
Missing .000

Q#24.Cluster the pressure data (Table A.) 1970–2000, into six using

a. The centroid method and Euclidean distance.

The centroid method is a clustering algorithm that groups‟ data points into k clusters. The
algorithm works by iteratively calculating the centroids of the clusters and assigning each
data point to the cluster with the closest centroid.

To cluster the pressure data into six using the centroid method and Euclidean distance, we
can use the following steps:

1) Choose the number of clusters, k, to be 6.

2) Initialize the k cluster centroids randomly.

3) Calculate the Euclidean distance between each data point and the cluster centroids.

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 4) Assign each data point to the cluster with the closest centroid.

5) Calculate the new cluster centroids.

6) Repeat steps 3-5 until the cluster centroids do not change.

Case Processing Summary a,b

Cases
Valid Missing Total
N Percent N Percent N Percent
31 100.0 0 .0 31 100.0
a. Euclidean Distance used
b. Centroid Linkage

Centroid Linkage

Cluster Membership
Case 6 Clusters
1 1
2 2
3 3
4 4
5 5
6 6
7 1
8 2
9 3
10 4
11 5
12 6
13 1
14 2
15 3
16 4
17 5
18 6
19 1
20 2
21 3
22 4
23 5
24 6
25 1
26 2
27 3
28 4
29 5
30 6
31 4

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The centroid method and Euclidean distance are a simple and effective way to cluster data.
They are a good choice for clustering data that is not too noisy. In this case, the centroid
method and Euclidean distance were able to cluster the pressure data into six groups that are
relatively well-separated.

THE END!!

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