Department of Industrial Engineering and Management University of Sharjah

0405322: Engineering Statistics

Lecture 1: Introduction and Course Overview

0405322: Engineering Statistics

Lecture 1-1

Instructors Information Instructor: Office: Phone: Email: Dr. Salaheddine Bendak W9-207 (06) 5053918 sbendak@sharjah.ac.ae

Office Hours are posted on my door

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Course Information
Course material Check blackboard Syllabus Handouts Assignments & solutions Project information Check the course information folder for announcements

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Textbook/References
Applied Statistics and Probability for Engineers by D.C. Montgomery and C. Runger, 5th Edition, Wiley, 2011. Lecture notes Any book on statistics and design of experiments

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Grading Criteria

Homework (team-based) Project (Team-based) Two Midterms Final Exam

15% 10% 30% 45%

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Grading Scale
Letter Percentage of Grade Total Points 90% or above A B+ 85 - 89% 80 - 84% B 75 - 79% C+ 70 - 74% C 65 - 69% D+ 60 - 64% D < 60% F

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Exams & Homework

Exams Based on homeworks and lecture material If you somehow miss any exam, please apply with supporting document to the department within 3 days from the exam date. Department will decide whether your makeup exam will be considered. No application will be accepted after three days from the date of the exam.

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Plagiarism
Plagiarism the act of stealing someone elses property and claiming it as ones own. This property might be a paper, a book, an idea, a computer program, an experiment, an exam paper, an answer, etc (University Bylaws). Penalty for plagiarism Penalty for minor plagiarism (up to 25% copy)- The student is issued a warning and 50% of the marks for the specific assessment item are deducted (as a minimum). The instructor, in consultation with the department chairman, has the right to raise the deduction up to 100% of the marks for the specific assessment item. Penalty for significant plagiarism (more than 50% copy)If a significant amount of plagiarism is demonstrated, the student is issued with a warning and the student is assigned zero marks for the specific assignment.
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Term Project
Team work is encouraged Provides an opportunity to conduct independent research and promotes life-long learning Demonstrate the ability to communicate and document technical information in a professional, structured, timely, and effective manner

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Lecture Format Lecture material will be delivered on Blackboard Material will be added to blackboard on time There will be periodic in-class problem solving sessions Minor changes to the slides may be made later. All added (hand written) material is your responsibility Hand written material added by instructor will NOT be available on the blackboard

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Classroom Rules
Turn off cell phones or use silent mode and after having any call go outside of the classroom No web surfing (do not turn on your laptop during lecture) No newspapers No completing homework or other assignments No sleeping! Use common sense and be considerate of others Notify instructor when absent from class as soon as possible Before or after the fact Justifiable reason If your absence exceeds 25% of the total number of hours without any excuse acceptable to the course instructor and approved by the Dean, you will be barred from the final exam and shall be given a grade of F (University By-Laws, Section-six, Article(27))

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Course Outline
Syllabus: Pre-requisite: 0405221. Statistical test of hypotheses, linear regression and correlation: simple and multiple, analysis of variance, planning and design of experiments, design and analysis of single factor experiment, design and analysis of experiments with several factors. Case studies. Note. Details is in the tentative schedule.
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Questions?

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Review: Engineering probability and statistics

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Population and sample

Population- samples are collected from populations that are collections of all individuals or individual

items of a particular type.

Sample- Information is gathered in the form of samples, or collections of observations

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Analysis: How can we measure data?

measures fall into two categories average value dispersion (or spread) measures used for the average value are the mean, median and mode measures used for the dispersion are the range, variance and standard deviation

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Population parameters and sample statistics

Population X1, X2, , XN Sample x1, x2, , xn

Population Mean
N

Sample Mean
n

X
=
i =1

x
x=
i =1

This sample mean is also referred as arithmetic mean, simple mean, or simply sample average.
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Measures of dispersion: the Variance

Population X1, X2, , XN Sample x1, x2, , xn

s2

Population Variance
N

Sample Variance
n

(X
2 =
i=1

- )

(x
s2 =
i =1

- x)2

n -1

Note in the sample variance formula the sum of deviation is divided by (n-1) instead of n in order to yield an unbiased estimator of the population variance.

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The Role of Probability: Statistical inference

Statistical inference draws conclusions about the population. Elements of probability allows to quantify the strength or confidence in the conclusion.

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Probability: Definition If an experiment can result in any one of N different equally likely outcomes, and if exactly n of these outcomes corresponds to event A, then the probability of event A is

P ( A) =

n N

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Random Variables and probability distribution

A random variable is a numerical value determined by the outcome of an experiment. A random variable is often denoted by a capital letter, e.g., X or Y. A random variable is called a discrete random variable if its set of possible outcomes is countable When a random variable can take on values on a continuous scale, it is called a continuous random variable. A probability distribution is the listing of all possible outcomes of an experiment and the corresponding probability.
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Probability Distribution
Consider a random experiment in which a coin is tossed three times. Let x be the number of heads. Let H represent the outcome of a head and T the outcome of a tail. The possible outcomes for such an experiment will be: TTT, TTH, THT, HTT, HHH, HHT, HTH, THH. Thus the possible values of x (number of heads) are
x=0: x=1: x=2: x=3:
TTT TTH, THT, HTT THH, HTH, HHT HHH

P(x=0) =1/8 P(x=1) =3/8 P(x=2) =3/8 P(x=3) =1/8

P(x) 3/8 1/8

0 1

2 3 x
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Probability mass functions versus probability density functions Probability distributions are typically defined in terms of the probability density function: Discrete probability functions are referred to as probability mass functions (pmf) and is denoted by P(x) Continuous probability functions are referred to as probability density functions (pdf) and is denoted by f(x)

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Theoretical discrete probability distribution

Uniform distribution Binomial distribution Geometric distribution Poisson distribution

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Theoretical continuous probability distribution

normal exponential gamma weibull t-distribution Chi-square F-distribution

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The normal probability distribution-- N(, 2)

The random variable X ~ N(, 2), i.e., has a normal distribution if for all x on the real line (-, +)

f (x) =

1 2

(x)2 22

and are the mean and standard deviation, = 3.14159 and e = 2.71828 is the base of natural logarithms.

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Standard normal probability distribution-- N(0,1)

Any normal random variable can be transformed to a standard normal random variable The standard normal distribution is a normal distribution with a mean of 0 and a standard deviation of 1. It is also called the z -distribution. A z-value is the distance between a selected value, designated X, and the population mean , divided by the population standard deviation, . The formula is:

z=

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0405322: Engineering Statistics

Standard normal probability table?

Find the Z-value: X = 1.0 Suppose, z = Standardized Normal Probability Table (Portion)
Z

.00

.01 .0003 .0005 .4960 .8438 .9997

.09 .0002 .0003 .4641 .8621 .9998

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-3.4 .0003 -3.3 .0005 0.00 .5000

From table, P(z = 1.0) = 0.8413

1.0 .8413
3.4 .9997
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Students t-distribution or t-distribution

The t-distribution is a family of distributions that is bell-shaped and symmetric like the standard normal distribution but with greater area in the tails. Each distribution in the t-family is defined by its degrees of freedom. As the degrees of freedom increase, the tdistribution approaches the normal distribution. Student is a pen name for a statistician named William S. Gosset who was not allowed to publish under his real name. Gosset assumed the pseudonym Student for this purpose. Students t distribution is not meant to reference anything regarding college students.
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Students t-Distribution Standard Normal Bell-Shaped Symmetric Fatter Tails t ( = 5) t ( = 13)

0
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t
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t-Values

t=

x s n

where: = Sample mean = Population mean s = Sample standard deviation n = Sample size

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Students t - table Assume: n=3 =n-1=2 = .10 /2 =.05

Upper Tail Area .25 .10

/2

.05

1 1.000 3.078 6.314

2 0.817 1.886 2.920

3 0.765 1.638 2.353

.05

t Values
0405322: Engineering Statistics

2.920

t
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Chi-square (2) distribution

If s2 is the variance of a random sample of size n taken from a normal population having the variance 2, then

(n 1)s 2 = 2
2

is a value of a random variable having the chi-square distribution with the parameter = n 1

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2-distribution table Assume: n=3 =n-1=2 = 0.975

20.995

20.990

20.975

1 0.000 0.000 0.001

f( 2 )

2 0.010 0.020 0.051

3 0.072 0.115 0.216

2 values
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2 ,

0.051
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F- distribution

There is a family of F Distributions. Each member of the family is determined by two parameters: the numerator degrees of freedom and the denominator degrees of freedom. F cannot be negative, and it is a continuous distribution. The F distribution is positively skewed. Its values range from 0 to . As F the curve approaches the X-axis.

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F-distributions
f(x)
1, 2 1 , 2

If U and V be the independent chi-square random variables with 1 and 2 degrees of freedom, respectively. Then the ratio U

F=

V 2

has the F distribution with 1 degrees of freedom in the numerator and 2 degrees of freedom in the denominator and is abbreviated as F(1, 2).
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F-distribution table
Assume: 1= n1 -1 = 3 2 = n2 - 1 = 2 = 0.05
3

F0.05 ( 1, 2) 1 2

1 161.4 199.5 215.7

2 18.51 19.00 19.16

3 10.13 9.55

9.28

F ( 1, 2)

F values
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- Continued in Lecture 2 -

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