Probability and Statistics in Engineering

Probability: Basic Ideas

Terminology: Trial: each time you repeat an experiment Outcome: result of an experiment Random experiment: one with random outcomes cannot be predicted exactly! Relati"e fre#uency: how many times a specific outcome occurs within the entire experiment$

Statistics: Basic Ideas

Statistics is the area of science that deals with collection% organi&ation% analysis% and interpretation of data$ It also deals with methods and techni#ues that can be used to draw conclusions about the characteristics of a large number of data points''commonly called a population'' By using a smaller subset of the entire data$

(or Example)
*ou wor+ in a cell phone factory and are as+ed to remo"e cell phones at random off of the assembly line and turn it on and off$ Each time you remo"e a cell phone and turn it on and off% you are conducting a random experiment$ Each time you pic+ up a phone is a trial and the result is called an outcome$ If you chec+ ,-- phones% and you find . bad phones% then relati"e fre#uency of failure / .0,-- / -$-,.

Statistics in Engineering
Engineers apply physical and chemical laws and mathematics to design% de"elop% test% and super"ise "arious products and ser"ices$ Engineers perform tests to learn how things beha"e under stress% and at what point they might fail$

Statistics in Engineering
1s engineers perform experiments% they collect data that can be used to explain relationships better and to re"eal information about the #uality of products and ser"ices they pro"ide$

(re#uency 2istribution:
Scores for an engineering class are as follows: .3% 4.% 3-% 5.% 63% 45% 6-% 3.% 5.% 33% 4-% 53% 6,% 37% 57% 5-% 5-% 3.% 6.% 5.% .7% 6,% .6% 5,% 54 To better assess the success of the class% we ma+e a fre#uency chart:

8ow the information can be better analy&ed$ (or example% 7 students did poorly% and 7 did exceptionally well$ 9e +now that 4 students were in the a"erage range of 5-' 54$ 9e can also show this data in a fre#$ histogram P2(!$
Divide each no. by 26

:umulati"e (re#uency
The data can be further organi&ed by calculating the cumulati"e fre#uency :2(!$ The cumulati"e fre#uency shows the cumulati"e number of students with scores up to and including those in the gi"en range$ ;sually we normali&e the data ' di"ide ,6$

<easures of :entral Tendency = >ariation

Systematic errors% also called fixed errors% are errors associated with using an inaccurate instrument$
These errors can be detected and a"oided by properly calibrating instruments

Random errors are generated by a number of unpredictable "ariations in a gi"en measurement situation$
<echanical "ibrations of instruments or "ariations in line "oltage friction or humidity could lead to random fluctuations in obser"ations$

 9hen analy&ing data% the mean alone cannot signal possible mista+es$ There are a number of ways to define the dispersion or spread of data$ *ou can compute how much each number de"iates from the mean% add up all the de"iations% and then ta+e their a"erage as shown in the table below$

 1s exemplified in Table ?4$@% the sum of de"iations from the mean for any gi"en sample is always &ero$ This can be "erified by considering the following:

1 x = xi n i =1

d i = ( xi x )

9here xi represents data points% x is the a"erage% n is the number of data points% and d, represents the de"iation from the a"erage$

d = x x
i =1 i i =1 i i =1

d
i =1

= nx nx = 0

Therefore the a"erage of the de"iations from the mean of the data set cannot be used to measure the spread of a gi"en data set$ Instead we calculate the a"erage of the absolute "alues of de"iations$ (or group 1 the mean de"iation is ,4-% and Aroup B is 3,-$ 9e can conclude that Aroup B is more scattered than 1$

>ariance
1nother way of measuring the data is by calculating the "ariance$ Instead of ta+ing the absolute "alues of each de"iation% you can Bust s#uare the de"iation and find the means$ n'?! ma+es estimate unbiased
v=
2 ( x x ) i i =1 n

n 1

 Ta+ing the s#uare root of the "ariance which results in the standard de"iation$

s=

(x x)
i =1 i

n 1

The standard de"iation can also pro"ide information about the relati"e spread of a data set$

 The mean for a grouped distribution is calculated from:

( xf ) x= n

9here x / midpoints of a gi"en range f / fre#uency of occurrence of data in the range n / f / total number of data points

The standard de"iation for a grouped distribution is calculated from: 2

s=

(x x)
n 1

8ormal 2istribution
9e could use the probability distribution from the figures below to predict what might happen in the future$ i$e$ next yearCs studentsC performance!

8ormal 2istribution
1ny probability distribution with a bell' shaped cur"e is called a normal distribution$ The detailed shape of a normal distribution cur"e is determined by its mean and standard de"iation "alues$

TDE 8OR<1E :;R>E

zi = (xi - x) / s

;sing Table ?4$??% approx$ 63F of the data will fall in the inter"al of -s to s% one std de"iation G 4.F of the data falls between ',s to ,s% and approx all of the data points lie between '7s to 7s (or a standard normal distribution% 63F of the data fall in the inter"al of z / '? to z / ?$

1RE1S ;82ER TDE 8OR<1E :;R>E

z / ', and z / , two standard de"iations below and abo"e the mean! each represent -$@55, of the total area under the cur"e$ 44$5F or almost all of the data points lie between '7s and 7s$

Analysis of Two Histograms

Araph 1 is class distribution of numbers ?'?Araph B is class distribution of semester credits
2ata for 1 / .$6@ H0' ,$6 much greater spread than B! 2ata for B / ?.$5 H0' ?$46 smaller spread! S+ew of 1 / '-$?6 and S+ew B / -$?@6 :> of 1 / -$@6? and :> of B / -$?,. :> / S20<ean!

Frequency A 7 6 5 4 3 2 1 0 2 3 4 5 6 7 8 9 10
9 8 7 6 5 4 3 2 1 0 12 13 14

Frequency B

15

16

17

18

19

20