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Suppose radioactive substance A and B have decay constants of \(.02\) and \(.07\), respectively. If a mixture of these two substances at a time \(t = 0\) contains \({M_A}\) grams of \(A\) and \({M_B}\) grams of \(B\), then a model for the total amount of mixture present at time \(t\) is

\(y = {M_A}{e^{ - .02t}} + {M_B}{e^{ - .07t}}\) (6)

Suppose the initial amounts \({M_A}\) and are unknown, but a scientist is able to measure the total amounts present at several times and records the following points \(\left( {{t_i},{y_i}} \right):\left( {10,21.34} \right),\left( {11,20.68} \right),\left( {12,20.05} \right),\left( {14,18.87} \right)\) and \(\left( {15,18.30} \right)\).

a.Describe a linear model that can be used to estimate \({M_A}\) and \({M_B}\).

b. Find the least-squares curved based on (6).

Short Answer

Expert verified

(a) The required matrix and vectors are shown below:

Design Matrix: \(X = \left( {\begin{aligned}{{e^{ - 0.02\left( {10} \right)}}}&{{e^{ - 0.07\left( {10} \right)}}}\\{{e^{ - 0.02\left( {11} \right)}}}&{{e^{ - 0.07\left( {11} \right)}}}\\{{e^{ - 0.02\left( {12} \right)}}}&{{e^{ - 0.07\left( {12} \right)}}}\\{{e^{ - 0.02\left( {14} \right)}}}&{{e^{ - 0.07\left( {14} \right)}}}\\{{e^{ - 0.02\left( {15} \right)}}}&{{e^{ - 0.07\left( {15} \right)}}}\end{aligned}} \right)\)

Observation vector: \({\bf{y}} = \left( {\begin{aligned}{21.34}\\{20.68}\\{20.05}\\{18.87}\\{18.30}\end{aligned}} \right)\)

Parameter vector: \(\beta = \left( {\begin{aligned}{{M_A}}\\{{M_B}}\end{aligned}} \right)\)

(b) The least-squares equation is \(y = 19.94{e^{ - 0.02t}} + 10.10{e^{ - 0.07t}}\).

Step by step solution

01

The General Linear Model

The equation of the general linear model is defined as:

\({\bf{y}} = X\beta + \in \)

Here, \({\bf{y}} = \left( {\begin{aligned}{{y_1}}\\{{y_2}}\\ \vdots \\{{y_n}}\end{aligned}} \right)\) is an observational vector, \(X = \left( {\begin{aligned}1&{{x_1}}& \cdots &{x_1^n}\\1&{{x_2}}& \cdots &{x_2^n}\\ \vdots & \vdots & \ddots & \vdots \\1&{{x_n}}& \cdots &{x_n^n}\end{aligned}} \right)\) is the design matrix, \(\beta = \left( {\begin{aligned}{{\beta _1}}\\{{\beta _2}}\\ \vdots \\{{\beta _n}}\end{aligned}} \right)\) is the parameter vector, and \( \in = \left( {\begin{aligned}{{ \in _1}}\\{{ \in _2}}\\ \vdots \\{{ \in _n}}\end{aligned}} \right)\) is the residual vector.

02

Find design matrix, observation vector, parameter vector for given data 

(a)

The given equation is\(y = {M_A}{e^{ - 0.02t}} + {M_B}{e^{ - 0.07t}}\), and the given data sets are \(\left( {10,21.34} \right)\), \(\left( {11,20.68} \right)\), \(\left( {12,20.05} \right)\), \(\left( {14,18.87} \right)\) and \(\left( {15,18.30} \right)\).

Write the Design matrix, observational vector, and the parameter vector for the given equation and data set by using the information given in step 1.

Design matrix:

\(X = \left( {\begin{aligned}{{e^{ - 0.02\left( {10} \right)}}}&{{e^{ - 0.07\left( {10} \right)}}}\\{{e^{ - 0.02\left( {11} \right)}}}&{{e^{ - 0.07\left( {11} \right)}}}\\{{e^{ - 0.02\left( {12} \right)}}}&{{e^{ - 0.07\left( {12} \right)}}}\\{{e^{ - 0.02\left( {14} \right)}}}&{{e^{ - 0.07\left( {14} \right)}}}\\{{e^{ - 0.02\left( {15} \right)}}}&{{e^{ - 0.07\left( {15} \right)}}}\end{aligned}} \right)\)

Observational vector:

\({\bf{y}} = \left( {\begin{aligned}{21.34}\\{20.68}\\{20.05}\\{18.87}\\{18.30}\end{aligned}} \right)\)

And the parameter vectorfor the given equation is,

\(\beta = \left( {\begin{aligned}{{M_A}}\\{{M_B}}\end{aligned}} \right)\)

Thus, the above values are the best fit for the given data set and equation.

03

Normal equation

The normal equation is given by,

\({X^T}X\beta = {X^T}{\bf{y}}\)

04

Find the least-squares curve

The general least-squares equation is given by \(y = {M_A}{e^{ - 0.02t}} + {M_B}{e^{ - 0.07t}}\), and to find the associated least-squares curve, the values of \({M_A},{M_B}\) are required, so find the values of \({M_A},{M_B}\) by using normal equation.

By using the obtained information from step 2, the normal equation will be,

\(\beta = {\left( {{X^T}X} \right)^{ - 1}}{X^T}{\bf{y}}\)

That implies;

\(\left( {\begin{aligned}{{M_A}}\\{{M_B}}\end{aligned}} \right) = {\left( {{{\left( {\begin{aligned}{{e^{ - 0.02\left( {10} \right)}}}&{{e^{ - 0.07\left( {10} \right)}}}\\{{e^{ - 0.02\left( {11} \right)}}}&{{e^{ - 0.07\left( {11} \right)}}}\\{{e^{ - 0.02\left( {12} \right)}}}&{{e^{ - 0.07\left( {12} \right)}}}\\{{e^{ - 0.02\left( {14} \right)}}}&{{e^{ - 0.07\left( {14} \right)}}}\\{{e^{ - 0.02\left( {15} \right)}}}&{{e^{ - 0.07\left( {15} \right)}}}\end{aligned}} \right)}^T}\left( {\begin{aligned}{{e^{ - 0.02\left( {10} \right)}}}&{{e^{ - 0.07\left( {10} \right)}}}\\{{e^{ - 0.02\left( {11} \right)}}}&{{e^{ - 0.07\left( {11} \right)}}}\\{{e^{ - 0.02\left( {12} \right)}}}&{{e^{ - 0.07\left( {12} \right)}}}\\{{e^{ - 0.02\left( {14} \right)}}}&{{e^{ - 0.07\left( {14} \right)}}}\\{{e^{ - 0.02\left( {15} \right)}}}&{{e^{ - 0.07\left( {15} \right)}}}\end{aligned}} \right)} \right)^{ - 1}}{\left( {\begin{aligned}{{e^{ - 0.02\left( {10} \right)}}}&{{e^{ - 0.07\left( {10} \right)}}}\\{{e^{ - 0.02\left( {11} \right)}}}&{{e^{ - 0.07\left( {11} \right)}}}\\{{e^{ - 0.02\left( {12} \right)}}}&{{e^{ - 0.07\left( {12} \right)}}}\\{{e^{ - 0.02\left( {14} \right)}}}&{{e^{ - 0.07\left( {14} \right)}}}\\{{e^{ - 0.02\left( {15} \right)}}}&{{e^{ - 0.07\left( {15} \right)}}}\end{aligned}} \right)^T}\left( {\begin{aligned}{21.34}\\{20.68}\\{20.05}\\{18.87}\\{18.30}\end{aligned}} \right)\)

Use the following steps to find the associated values for the obtained data in MATLAB.

  1. Enter the data \(\left( {\begin{aligned}{{M_A}}\\{{M_B}}\end{aligned}} \right) = {\left( {{{\left( {\begin{aligned}{{e^{ - 0.02\left( {10} \right)}}}&{{e^{ - 0.07\left( {10} \right)}}}\\{{e^{ - 0.02\left( {11} \right)}}}&{{e^{ - 0.07\left( {11} \right)}}}\\{{e^{ - 0.02\left( {12} \right)}}}&{{e^{ - 0.07\left( {12} \right)}}}\\{{e^{ - 0.02\left( {14} \right)}}}&{{e^{ - 0.07\left( {14} \right)}}}\\{{e^{ - 0.02\left( {15} \right)}}}&{{e^{ - 0.07\left( {15} \right)}}}\end{aligned}} \right)}^T}\left( {\begin{aligned}{{e^{ - 0.02\left( {10} \right)}}}&{{e^{ - 0.07\left( {10} \right)}}}\\{{e^{ - 0.02\left( {11} \right)}}}&{{e^{ - 0.07\left( {11} \right)}}}\\{{e^{ - 0.02\left( {12} \right)}}}&{{e^{ - 0.07\left( {12} \right)}}}\\{{e^{ - 0.02\left( {14} \right)}}}&{{e^{ - 0.07\left( {14} \right)}}}\\{{e^{ - 0.02\left( {15} \right)}}}&{{e^{ - 0.07\left( {15} \right)}}}\end{aligned}} \right)} \right)^{ - 1}}{\left( {\begin{aligned}{{e^{ - 0.02\left( {10} \right)}}}&{{e^{ - 0.07\left( {10} \right)}}}\\{{e^{ - 0.02\left( {11} \right)}}}&{{e^{ - 0.07\left( {11} \right)}}}\\{{e^{ - 0.02\left( {12} \right)}}}&{{e^{ - 0.07\left( {12} \right)}}}\\{{e^{ - 0.02\left( {14} \right)}}}&{{e^{ - 0.07\left( {14} \right)}}}\\{{e^{ - 0.02\left( {15} \right)}}}&{{e^{ - 0.07\left( {15} \right)}}}\end{aligned}} \right)^T}\left( {\begin{aligned}{21.34}\\{20.68}\\{20.05}\\{18.87}\\{18.30}\end{aligned}} \right)\) in the tab in the form of \({\left( {{{\left( {\begin{aligned}{{e^{ - 0.02\left( {10} \right)}}}&{{e^{ - 0.07\left( {10} \right)}}}\\{{e^{ - 0.02\left( {11} \right)}}}&{{e^{ - 0.07\left( {11} \right)}}}\\{{e^{ - 0.02\left( {12} \right)}}}&{{e^{ - 0.07\left( {12} \right)}}}\\{{e^{ - 0.02\left( {14} \right)}}}&{{e^{ - 0.07\left( {14} \right)}}}\\{{e^{ - 0.02\left( {15} \right)}}}&{{e^{ - 0.07\left( {15} \right)}}}\end{aligned}} \right)}^T}\left( {\begin{aligned}{{e^{ - 0.02\left( {10} \right)}}}&{{e^{ - 0.07\left( {10} \right)}}}\\{{e^{ - 0.02\left( {11} \right)}}}&{{e^{ - 0.07\left( {11} \right)}}}\\{{e^{ - 0.02\left( {12} \right)}}}&{{e^{ - 0.07\left( {12} \right)}}}\\{{e^{ - 0.02\left( {14} \right)}}}&{{e^{ - 0.07\left( {14} \right)}}}\\{{e^{ - 0.02\left( {15} \right)}}}&{{e^{ - 0.07\left( {15} \right)}}}\end{aligned}} \right)} \right)^{ - 1}}{\left( {\begin{aligned}{{e^{ - 0.02\left( {10} \right)}}}&{{e^{ - 0.07\left( {10} \right)}}}\\{{e^{ - 0.02\left( {11} \right)}}}&{{e^{ - 0.07\left( {11} \right)}}}\\{{e^{ - 0.02\left( {12} \right)}}}&{{e^{ - 0.07\left( {12} \right)}}}\\{{e^{ - 0.02\left( {14} \right)}}}&{{e^{ - 0.07\left( {14} \right)}}}\\{{e^{ - 0.02\left( {15} \right)}}}&{{e^{ - 0.07\left( {15} \right)}}}\end{aligned}} \right)^T}\left( {\begin{aligned}{21.34}\\{20.68}\\{20.05}\\{18.87}\\{18.30}\end{aligned}} \right)\).
  2. Use colons after that and press ENTER.

So, the value of \(\left( {\begin{aligned}{{M_A}}\\{{M_B}}\end{aligned}} \right)\) is \(\left( {\begin{aligned}{19.94}\\{10.10}\end{aligned}} \right)\).

Now, substitute the obtained values into \(y = {M_A}{e^{ - 0.02t}} + {M_B}{e^{ - 0.07t}}\).

\(y = 19.94{e^{ - 0.02t}} + 10.10{e^{ - 0.07t}}\)

So, the required equation is \(y = 19.94{e^{ - 0.02t}} + 10.10{e^{ - 0.07t}}\).

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Most popular questions from this chapter

Exercises 19 and 20 involve a design matrix \(X\) with two or more columns and a least-squares solution \(\hat \beta \) of \({\bf{y}} = X\beta \). Consider the following numbers.

(i) \({\left\| {X\hat \beta } \right\|^2}\)โ€”the sum of the squares of the โ€œregression term.โ€ Denote this number by \(SS\left( R \right)\).

(ii) \({\left\| {{\bf{y}} - X\hat \beta } \right\|^2}\)โ€”the sum of the squares for error term. Denote this number by \(SS\left( E \right)\).

(iii) \({\left\| {\bf{y}} \right\|^2}\)โ€”the โ€œtotalโ€ sum of the squares of the -values. Denote this number by \(SS\left( T \right)\).

Every statistics text that discusses regression and the linear model \(y = X\beta + \in \) introduces these numbers, though terminology and notation vary somewhat. To simplify matters, assume that the mean of the -values is zero. In this case, \(SS\left( T \right)\) is proportional to what is called the variance of the set of \(y\)-values.

20. Show that \({\left\| {X\hat \beta } \right\|^2} = {\hat \beta ^T}{X^T}{\bf{y}}\). (Hint: Rewrite the left side and use the fact that \(\hat \beta \) satisfies the normal equations.) This formula for is used in statistics. From this and from Exercise 19, obtain the standard formula for \(SS\left( E \right)\):

\(SS\left( E \right) = {y^T}y - \hat \beta {X^T}y\)

For a matrix program, the Gramโ€“Schmidt process worksbetter with orthonormal vectors. Starting with \({x_1},......,{x_p}\) asin Theorem 11, let \(A = \left\{ {{x_1},......,{x_p}} \right\}\) . Suppose \(Q\) is an\(n \times k\)matrix whose columns form an orthonormal basis for

the subspace \({W_k}\) spanned by the first \(k\) columns of A. Thenfor \(x\) in \({\mathbb{R}^n}\), \(Q{Q^T}x\) is the orthogonal projection of x onto \({W_k}\) (Theorem 10 in Section 6.3). If \({x_{k + 1}}\) is the next column of \(A\),then equation (2) in the proof of Theorem 11 becomes

\({v_{k + 1}} = {x_{k + 1}} - Q\left( {{Q^T}T {x_{k + 1}}} \right)\)

(The parentheses above reduce the number of arithmeticoperations.) Let \({u_{k + 1}} = \frac{{{v_{k + 1}}}}{{\left\| {{v_{k + 1}}} \right\|}}\). The new \(Q\) for thenext step is \(\left( {\begin{aligned}{{}{}}Q&{{u_{k + 1}}}\end{aligned}} \right)\). Use this procedure to compute the\(QR\)factorization of the matrix in Exercise 24. Write thekeystrokes or commands you use.

In Exercises 9-12, find a unit vector in the direction of the given vector.

11. \(\left( {\begin{aligned}{*{20}{c}}{\frac{7}{4}}\\{\frac{1}{2}}\\1\end{aligned}} \right)\)

In Exercises 3โ€“6, verify that\[\left\{ {{{\bf{u}}_1},{{\bf{u}}_2}} \right\}\]is an orthogonal set, and then find the orthogonal projection of\[y\]onto Span\[\left\{ {{{\bf{u}}_1},{{\bf{u}}_2}} \right\}\].

6.\[{\rm{y}} = \left[ {\begin{aligned}6\\4\\1\end{aligned}} \right]\],\[{{\bf{u}}_1} = \left[ {\begin{aligned}{ - 4}\\{ - 1}\\1\end{aligned}} \right]\],\[{{\bf{u}}_2} = \left[ {\begin{aligned}0\\1\\1\end{aligned}} \right]\]

In Exercises 1-4, find a least-sqaures solution of \(A{\bf{x}} = {\bf{b}}\) by (a) constructing a normal equations for \({\bf{\hat x}}\) and (b) solving for \({\bf{\hat x}}\).

3. \(A = \left( {\begin{aligned}{{}{}}{\bf{1}}&{ - {\bf{2}}}\\{ - {\bf{1}}}&{\bf{2}}\\{\bf{0}}&{\bf{3}}\\{\bf{2}}&{\bf{5}}\end{aligned}} \right)\), \({\bf{b}} = \left( {\begin{aligned}{{}{}}{\bf{3}}\\{\bf{1}}\\{ - {\bf{4}}}\\{\bf{2}}\end{aligned}} \right)\)

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