Review of

Probability and statistics

Sea of integration in science and

engineering

By Oladokun Sulaiman
 Slide navigator
 Statistics
 Probability
 Application ship and structure design
 Goal base system initiative for reliability and risk
assessment
 1.0 Introduction
Population

Sample

Hybrid
FSA
Goal based

probability

emperical
 Sampling a Process
Process
A sequence of operations that takes inputs (labor, raw materials,
methods, machines, and so on) and turns them into outputs
(products, services, and the like.)

Inputs Process Outputs

A process is in statistical control if it displays constant level

and constant variation.
2.0 Descriptive Statistics
 Descriptive shapes
Stem and Leaf Display
Frequency Histogram
1 29 8
5 30 1344
12 30 5666889
21 31 001233444
(11) 31 55566777889
17 32 0001122344
7 32 556788
1 33 3
 The Normal Curve

Skewness
Left Skewed Symmetric Right Skewed
 The Mean
Population X1, X2, …, XN Sample x1, x2, …, xn

µ x

Population Mean Sample Mean

N

∑ Xi n

∑x i
µ= i=1
N x = i=1
n
 The Sample Mean
The sample mean x is defined as

∑x i
x1 + x2 + ... + xn
x= i =1
=
n n

and is a point estimate of the population mean .

 The Median
Example 2.6: Internist’s Salaries (x$1000)
127 132 138 141 144 146 152 154 165 171 177 192 241
Since n = 13 (odd,) then the median is the middlemost or 7th
measurement, Md=152 1 10 0
2 11 0
4 12 00
7 13 000
11 14 0000
Example 2.2: The Accounts 18
27
15 0000000
16 000000000
Receivable Case (8)
30
17 00000000
18 000000
24 19 00000
19 20 000
16 21 000
The value 16 occurs 9 times 13
10
22 000
23 00

therefore: 8
5
24 000
25 00
3 26 0
2 27 0
1 28
Mo = 16 1 29 0
 The Range
Range = largest measurement - smallest measurement
Example:
Internist’s Salaries (in thousands of dollars)
127 132 138 141 144 146 152 154 165 171 177 192 241
Range = 241 - 127 = 114 ($114,000)

The Standard Deviation

Population Standard Deviation, σ: σ= σ 2

Sample Standard Deviation, s: s = s2

 The Variance
Population X1, X2, …, XN Sample x1, x2, …, xn

σ 2 s2

Population Variance Sample Variance

N n

∑ i
(X - µ) 2
∑ i
(x - x) 2

σ2 = i=1
s2 = i=1
N n -1
The Empirical Rule for Normal
Populations
If a population has mean µ and standard deviation σ and
is described by a normal curve, then

68.26% of the population measurements lie within one

standard deviation of the mean: [µ−σ, µ+σ]

95.44% of the population measurements lie within two

standard deviations of the mean: [µ−2σ, µ+2σ]

99.73% of the population measurements lie within three

standard deviations of the mean: [µ−3σ, µ+3σ]
 Chebyshev’s Theorem
Let µ and σ be a population’s mean and standard
deviation, then for any value k>1,
At least 100(1 - 1/k2 )% of the population measurements
lie in the interval:

[µ−kσ, µ+kσ]
 2.4 Percentiles and Quartiles
For a set of measurements arranged in increasing order, the
pth percentile is a value such that p percent of the
measurements fall at or below the value and (100-p) percent
of the measurements fall at or above the value.

The first quartile Q1 is the 25th percentile

The second quartile (or median) Md is the 50th percentile
The third quartile Q3 is the 75th percentile.

The interquartile range IQR is Q3 - Q1

 Example: Quartiles
20 customer satisfaction ratings:
1 3 5 5 7 8 8 8 8 8 8 9 9 9 9 9 10 10 10 10

Md = (8+8)/2 = 8

Q1 = (7+8)/2 = 7.5 Q3 = (9+9)/2 = 9

IRQ = Q3 - Q1 = 9 - 7.5 = 1.5

Describing Qualitative Data
Population and Sample Proportions
Population X1, X2, …, XN Sample x1, x2, …, xn

p p̂

Sample Proportion
Population Proportion n

∑x i
pˆ = i=1
n
xi = 1 if characteristic present, 0 if not
 Pareto Chart
Scatter Plots Pareto Chart of Labeling Defects
 2.0 Probability
If E is an experimental outcome, then
P(E) denotes the probability that E
will occur and
The Sample Space
Conditions
0 ≤ P( E ) ≤ 1
If E can never occur, then
P(E) = 0
If E is certain to occur, then
P(E) = 1
The probabilities of all the
experimental outcomes must sum to 1.
Interpretation: long-run relative
frequency or subjective
Computing Probabilities of Events
An event is a set (or collection) of experimental outcomes.

The probability of an event is the sum of the probabilities

of the experimental outcomes that belong to the event.
If the sample space outcomes (or experimental outcomes)
are all equally likely, then the probability that an event
will occur is equal to the ratio

the number of sample space outcomes that correspond to the event

The total number of sample space outcomes
 Event Relations
The complement A of an event A is the set of all
sample space outcomes not in A.
Further, P(A) = 1 - P(A)

Union of A and B, A B
Elementary events that belong
to either A or B (or both.)
Intersection of A and B, A B
Elementary events that belong
to both A and B.
The Addition Rule for Unions
The probability that A or B (the union of A and B) will
occur is
P(A B) = P(A) + P(B) - P(A B)

A and B are mutually exclusive if they have no sample

space outcomes in common, or equivalently if
P(A B) = 0
 Conditional Probability
The probability of an event A, given that the event B has
occurred is called the “conditional probability of A
given B” and is denoted as . Further,
P(A | B)

P(A B)
P(A|B) =
P(B)

Independence of Events
Two events A and B are said to be independent if and
only if:
P(A|B) = P(A) or, equivalently,
P(B|A) = P(B)
The Multiplication Rule for Intersections

The probability that A and B (the intersection of A and B)

will occur is
P(A ∩ B) = P(A) P(B | A)

= P(B) P(A | B)

If A and B are independent, then the probability that A

and B (the intersection of A and B) will occur is
P(A ∩ B) = P(A) P(B) = P(B) P(A)
 Contingency Tables
P(R 1 )
P(R1 C1 )

C1 C2 Total
R1 .4 .2 .6
R2 .1 .3 .4
Total .5 .5 1.00

P(C 2 )
P(R2 C2 )
 Application to ship wave loading
LINIEAR WAVE THEORY

VN

z l n
c z (x,t)
H
x

still water level

N
VN = ∂ f / ∂N = 0
 IREGULAR WAVES

For an irregular seaway, the amplitude and period is

constantly changing from time to time and place to
place. This can be illustrated as follows:
Tc Tc
Tz

Hw
ζ (t) t (time)

zero line

(Lw)c (Lw)z

x
ζ (x)
(space)
 IRREGULARITY OF THE
SEAWAY AND THE
HISTOGRAM
Histogram is basically derived from the record of wave
elevations as shown:
mean elevation

ζa mean ζa mean Percent occurence

Ts/s

Ts -6 -4 -2 0 2 4 6 8 ζ (m)
a
 IRREGULARITY OF THE
SEAWAY AND THE
HISTOGRAM
Also, another way of plotting the Histogram is to plot
the cumulative distribution as by diagram below:

100

% The significant value or the average

value of 1/10 or 1/100 highest value
50 can be obtained using the cumulative
distribution diagram.

2 4 6 8 10 ζa (m)
It has been found by
experience that the
theoretical Rayleigh
Percentage of waves below ζa = 2m curve
fits the histograms for the wave
height (double amplitude)
very well.
 WAVE SPECTRUM
As proposed by Longuet–Higgins, the seaway can
be described by a superposition of many
sinusoidal waves, each having a particular
frequency, amplitude, direction and phase. The
wave surface is then expressed as the sum of a
large number N
(N) of sinusoidal waves,
  ∑ A n. sin(kn x - ωnt +∈n )
ζ(t) = n=1

The energy of each component wave per unit area

of water surface is ½ pgA2n
 WAVE SPECTRUM
The total energy per unit surface area of the wave
w+dw
in the
∑
frequency range w to w + δw is ½ wρg
A 2n
S (ω)
 
w+dw Energy
Let us write,
∑
S(w) δω = ½ w
2
An ρg

ω
δω

Where S(w) is the wave spectrum or wave energy

spectrum.
 WAVE SPECTRUM
Now,
[ ] 1 N 2
N
E [ ζ (t) ]=
2
∑ E {
A n sin(kn x - wnt+∈n )}2
= ∑
2 n=1
An
n=1

Since mean value of sin2 is ½,

 
σ2 = E[ζ2(t)] - {E [ ζ(t) ] }2
 

= E∞[ζ2(t)]

σ 2
∫
= o
S(ω).dω

= mo
 WAVE SPECTRUM
Some commonly quoted spectra.
 
i) Energy Spectrum ∞

 
Ordinate = A2 ∴S ½A
2
∫m
=
o
S(oω=
).dω

ii) Amplitude Spectrum

  Ordinate = A2 ∴SA2 = 2 mo
 

iii) Height Spectrum

  Ordinate = H2 ∴SH2 = 8 mo
 

iv) Double-Height Spectrum

Ordinate = (2H)2 ∴S(2H)2 = 32 mo
 
Commonly used energy spectra, S(w) = S ½
A2
STANDARD WAVE SPECTRUM
Darbyshire Wave Spectrum (1963)
 
1/ 2
S(w) =  2
(ω - ωo ) 
A. exp( -   )
 0.054 (ω- ωo +0. 265)
ω - ωo +0.265>o
0, otherwise

A = 0.186 X 10 –3.V4 (units are m2)

V = wind speed (m/s)
ωo = 6.284 (1.94 V ½ + 2.5 x 10 –7.V4)-1 rad/s
STANDARD WAVE SPECTRUM
British Towing Tank Wave Spectrum
 
1/ 2
S(w) =  (ω - ωo )2 
A. exp( -   )
 0.065 (ω- ωo +0. 265)
ω - ωo +0.265>o
0, otherwise
 
A = 21.5 (0.0625 V – 0.442)2 m2
V = wind speed (m/s)
ωo = 6.142 (0.1545 V + 7.389) –1 (rad/s)
STANDARD WAVE SPECTRUM
Pierson – Moskowitz Wave Spectrum. 1963 (North
Atlantic)
8.1x10 -3 
  g  
4
  g2
exp . - 0. 74  
 V.ω  
6
S(w) = ω 
 
V = wind speed (m/s) at height of 19.5m
 

In general form, S(ω) =

When ω = ωmax = (0.8B) ¼

∴S (ωmax) = A (0.8 B) –5/4 .

exp(-5/4)
 

Note: A = 0.0081 g2 & B = 0.74

STANDARD WAVE SPECTRUM
International Towing Tank Conf. (I.T.T.C) Wave
Spectrum
  - 
 H1/ 3 
Assumes only significant wave ht.  is known
A 4
s
. exp( - B / ω ).
Then use S(ω) =ω
 - 2
 H1/ 3 
A = 8.1 x 10 –3 g2, B = 3.11/   -1 /2
 
( )
-
( )
0.25 H1/ 3
5/2
. exp - 5
4
 H1/ 3 
 
S(ωmax) = at ωmax =1.26
STANDARD WAVE SPECTRUM
International Ship Structure Congress (I.S.S.C.)
Wave Spectrum
- -
H1/ 3 T1/ 3
AssumesA and 4 are known.
  s
. exp( - B / ω ).
ω 2
S(ω) =  -  691  mo 

 H 1/ 3 
 , B = , T =2π 
 
  T 4 1/ 3
 m1 
1/ 3
Where, A = 173
 
S(ωmax) = 0.065 (H1/3)2 .T1/3.exp (-5/4) at ωmax =
4.85/T1/3
 
Note: I.T.T.C. and I.S.S.C. have maxima at
STANDARD WAVE SPECTRUM
If no wave data is available but wind speed is
known, use the following table:

Wind Speed Sig. Wave Ht. (m)

(knots)
P.M I.T.T.C Scott (1968)
20 2.2 3.1 3.5
30 5.0 5.1 5.2
40 8.8 8.1 7.5
50 13.8 11.0 9.6
STANDARD WAVE SPECTRUM
Joint North Sea Wave Project (JONSWAP) Wave
Spectrum
 
− ( ω

− ω m ax )2 
For Limited fetch and shallow water condition.
4 exp 
A 2  − 5  ω max    

  .g . exp   . γ 2 


σ2
*
ω 2
m ax



 4  ω  
5
S(ω) = ω
 
A S J=
max0.477 X -0.22
, Xx = g.x/V10
p
( ≅ 3.3) x

S max
 

γ = σ* = σa (≅ 0.07), ω ≤ ωmax
σb (≅ 0.09), ω > ωmax
x = fetch, V10 = wind speed at height of 10m
Typical wmax = 22 X -0.33
STANDARD WAVE SPECTRUM
Bretschneider Wave Spectrum
-
48 .7(H1/ 3 )2  -1050 
S(ω) = exp  4 4
T14/ 3.ω5  T1/ 3.ω 

5
Fully developed sea

4
Partially developed sea
3

2
1
SPECTRAL MOMENT AND
SPECTRAL BANDWITCH
e --> 0 e --> 1

S (w) S (w)

w w
Narrow Bandwidth Broad Bandwidth

z (t) z (t)
t t

T = 2p
w
 PROBABILITY DENSITY
FUNCTION
P (x)
Gaussian Rayleigh
2 2
x x
−1/ 2   −1 / 2  
1 σ x σ
P (x) = e P ( x) = e
σ 2π σ
(∈→ 1) (∈→ 0 )
x2
−1 / 2
x m0
P ( x) = e
m0

x
−3σ −2σ −σ σ 2σ 2σ
 PROBABILITY DENSITY
FUNCTION
If denotes the mean of the highest 1/n waves in a
sea state, then we can show that:

Mean wave height, H1= 2.50 mo ½

 
Significant wave height, H1/3 = 4.00 mo ½

 
1/10 th
highest wave, H1/10 = 5.10 mo 1/2
 PROBABILITY DENSITY
FUNCTION
Example Calculation – 4.1

Using ITTC formulation, plot a wave spectrum for a

wing speed of 31 knot (H1/3 = 5.6 m) !
A 4
S(ω) = s
. exp( - B / ω ).
 
ω
A = 8.1 x 10 –3 g2 = 8.1 x 10 –3
x (9.81)2
= 0.779512
 

B = 3.11/(H1/3)2 = 3.11/(5.6)2
= 0.099171
 MOTION IN IRREGULAR
SEAWAY
The basic steps in predicting the vessel motions
are:

1. Choose a suitable wave spectrum S(ω)

2. Calculate the encounter frequency ωE, as a

function of the wave frequency w, vessel speed
V, wave speed c, and heading µ
ωE = ω(1 – V.c-1 cos µ)
[µ = o0 for following seas, 90o for beam seas,
180o for head seas]
 MOTION IN IRREGULAR
SEAWAY
3. Calculate the encounter spectrum S(ωE) = S(ω) x d
ω/dωE
Vessel response
Wave input parameter *
4. Evaluate R.A.O =

Where it is assumed that;

 

a. The response to each component wave is

independent of the response to the other waves.
 

b. The response is a linear function of the

component wave amplitudes.
 

[ * a commonly used wave input parameter is the wave amplitude

for translational motions or wave slope for rotational motions ]
 MOTION IN IRREGULAR
SEAWAY
5. Plot the response spectrum SR(ωE) = S(ωE) x
(R.A.O)2
S (ω) (RAO)2 SR (ω)

mR

ω ω ω

INPUT VESSEL OUTPUT

FORCE (RAO)2 RESPONSE

2 mR
Probability of extreme limit
Reliability
Risk assessment
Design life approach
 Conclusion and discussion
 We use statistics everyday. Perhaps it is because they are so
common that there is so much confusion, cynicism and uncertainty
in their use. We make measurements and record data with the intent
of learning something useful about the system or factors that
generate those data.

 Statistics helps us in that learning process. In this day of

information explosion we are confronted more and more frequently
with questions; "What do all those data mean?", "What are the data
trying to tell me?” Statistics is the key to unlocking the answers to
many of those questions.

 Not only does it assist in extracting information from data, but it

also tells us how to plan experiments that will provide informative
data in the first place. Rather than a "smoke screen" for ignorance,
statistics is a vehicle for clarity in discovering the value in good
data and for weeding out numbers with little information content.
Offshore standard