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ISE 390 ENGINEERING

PROBABILITY &
STATISTICS I
LECTURE 2
9 JANUARY 2019

DR. SWAIN BOOK CLUB

• HOW TO LIE WITH STATISTICS

• DARYL HUFF
• CLASSIC --- DATA AND PICTURES ARE OUT OF DATE, BUT MAKES HIS POINTS CLEARLY
AND CONCISELY

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AGENDA
• STUDY IDEAS
• SCAN THE BOOK BEFORE LECTURE
• START NOW!
• REVIEW VARIANCE (SQUARED DEVIATIONS)
• REVIEW YOUR NOTES
• EQUATION SHEET --- START NOW!
• PRESENTING DATA
• AVERAGE AND STANDARD DEVIATION
• QUARTILES
• BOX PLOTS (BOX-AND-WHISKERS)

• SETS AND PROBABILITY

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ASSIGNMENTS
• TIME IS CONSTRAINED RESOURCE
• REVIEW EARLY
• EXCEL WILL BE USEFUL THROUGHOUT SEMESTER
• HELP? EARLY IS BETTER …

• ASSIGNMENT 1 POSTED: ANY QUESTIONS?

• DON’T FORGET TO INCLUDE TEXT DESCRIPTION AND RESULTS

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CASE: P=0.125, TRIALS TO SUCCESS

1 1 1 1 1 1 1 2 2 2 2 2
2 4 4 4 4 4 6 6 6 6 6 9
9 9 11 11 14 14 14 15 17 17 18 29

• 256 Trials yield 36 values of “trials to first success”

• Sorted
• Useful ways to summarize?
• Frequency
• Stem and Leaf
• Histogram

HISTOGRAM OF DATA

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CASE 2: P = 0.250
• MORE SAMPLES (69)
• SMALLER RANGE
• HIGHER COUNTS

CASE III: P = 0.500

• SAMPLE N = 122
• SHORTER RANGE
• LARGER COUNTS

• OVERALL IMPRESSION?

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VARIANCE NUMERATOR:
SQUARED DEVIATIONS
̅ ̅ /

• Important to master

• Don’t round until the end

• If result is negative ?

PRACTICE: SAMPLE TIME TO SUCCESS

p n Sum SumSq Average Variance Std Dev
0.125 36 256 3332
0.250 68 254 1610
0.500 122 249 751

Any patterns?

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MINITAB SUMMARY

Descriptive Statistics: X125, X25, X50

Variable N Mean StDev Minimum Median Maximum

X125 36 7.11 0 6.57 1.00 5.0 29.00
X25 69 3.681 3.151 1.00 3.0 13.00
X50 122 2.041 1.417 1.00 2.0 9.00

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MEDIAN

• Use Sorted values

• Value that bisects the values into two equal sets

• n = 36

• Any value between ….

• If n is odd 12

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HALF MEDIAN: QUARTILES

• Use Sorted values • N =36

• Median (aka 2nd Quartile) • Median avg 18, 19
• First quartile: values
• Pick value with index .25(n+1) or average
• Q1: Index 9.25
nearest
• Third quartile: • Q3: Index 27.75
• Pick value with index .75(n+1) or average
nearest
• Slight variations used by various programs

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WHY QUARTILES?

• ABOUT 25% OF VALUES FALL BETWEEN QUARTILES:

• 25% AT OR BELOW Q1
• 25% BETWEEN Q1 AND Q2 (MEDIAN)
• 25% BETWEEN Q2 (MEDIAN) AND Q3
• 25% AT OR ABOVE Q3

• MIDDLE 50% ?

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OUTLIERS
• EXTREME VALUES
• MAY BE DATA ENTRY ERRORS
• MAY BE “ABERRANT” IN SAMPLE OR PROCEDURE
• MAY BE IMPORTANT SIGNAL

• ROBUST METHOD TO HIGHLIGHT POTENTIAL OUTLIERS

• LET IQR 3 – 1 (INTER QUARTILE RANGE)

• SMALL: VALUES < L = Q1 – 1.5 IQR

• LARGE: VALUES > U = Q3 + 1.5 IQR

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OUTLIER COMPUTATIONS

Q1 = Lower limit (L) =

Q2 =

Q3 = Upper limit (U) =

IQR = Outliers:
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QUARTILES: TYPICAL ERRORS

• REMEMBER THAT THE INDICES ARE NOT QUARTILES

• QUARTILES BASED ON ORDERED VALUES OF DATA

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BOX AND WHISKERS (BOX PLOT)

• One way to describe sample:
• Average
• Standard Deviation
• Not robust
• Doesn’t track shape

• Better summary
• Q1, Q2, Q3 (Box)
• Whiskers
• Lower: smallest value > L
• Upper: largest < U
• Potential Outliers
• Smaller than L
• Larger than U

• Good summary
• Good for comparisons

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COMPARISON USING BOX PLOT

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FULL MINITAB DESCRIPTIVE STATS

Descriptive Statistics: X125, X25, X50

Variable Count Mean StDev Minimum Q1 Median Q3 Maximum

X125 36 7.11 6.57 1.00 2.00 5.00 11.00 29.00
X25 69 3.681 3.151 1.00 1.00 3.00 5.00 13.00
X50 122 2.041 1.417 1.00 1.00 2.00 2.25 9.00

Descriptive, but plot easier to grasp!

Lesson: use graphics whenever possible

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HISTOGRAM OF TRIALS

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MORE ON TRIALS TO FIRST SUCCESS

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TRIALS TO FIRST SUCCESS: STATS

Descriptive Statistics: TS10, TS20, TS33, TS50

Variable Mean StDev Min Q1 Median Q3 Max

TS10 10.540 9.785 1.000 3.000 8.000 14.500 50.000
TS20 4.470 3.855 1.000 1.000 3.000 6.000 19.000
TS33 3.320 2.871 1.000 1.000 2.000 4.750 16.000
TS50 2.090 1.326 1.000 1.000 2.000 3.000 7.000

Note that if p = 1/k then the average is close to

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A SPECIAL PROPERTY

How do averages and variances relate to a, b?

(by convention: a, b are constants)

Y=a+bX

Comment: With Excel, it is easy to validate these

results at anytime

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DEMONSTRATION: AVERAGE Y

Y = -25+10*X

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DICE
• SIX SIDED CUBE: 1—6 EQUALLY LIKELY
• EXCEL: =TRUNC(6*RAND()+1, 0)

• EXPERIMENT
• N = 2, 4, OR 16 (REPEATED USING COMPUTER)
• STATISTICS
• FREQUENCY
• SUM
• AVERAGE

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SUMS

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SUMS
Descriptive Statistics: S1, S2, S3, S4, S5, S6

Variable Mean StDev Minimum Q1 Median Q3 Maximum

S1 10.750 3.385 5.000 8.250 10.500 13.750 16.000
S2 10.900 2.882 6.000 8.000 11.500 13.000 15.000
S3 10.750 3.385 5.000 8.250 10.500 13.750 16.000
S4 11.450 3.000 5.000 9.250 11.500 13.750 17.000
S5 10.700 2.557 6.000 9.000 10.500 12.000 16.000
S6 10.200 2.858 1.000 8.250 11.000 12.000 13.000

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SUMS OF 2, 4, OR 16 DIE

Noting that N increases as square --- how does center of sample change?

Does range seem to change with N?

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AVERAGES OF 2, 4, OR 16 DIE

Does sample location seem to change with N?

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Does sample range seem to change with N?

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HISTOGRAM OF SUM OF 16 DIE

Does Histogram look symmetric?

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SUMS (ALL SAMPLES)

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BASIC AXIOMS OF PROBABILITY

• FOR ANY SAMPLE SPACE S, P(S) = 1
• FOR ANY EVENT A, 0 1
• FOR MUTUALLY EXCLUSIVE A, B: ∪
• CAN BE EXTENDED TO ANY NUMBER OF SUCH EVENTS

• PROBABILITY NOTIONS
• FREQUENCY
• ODDS
• SUBJECTIVE

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INTUITIVE NOTIONS PROBABILITY

Chip Classification: Thickness
Production Lot Conforming Nonconforming Lot Total
A 85 15
B 165 35
C 260 40
Classification
600
Total
Use A, B, C denote LOT classification
How many A?

How many ∪ ? (Union)

Are there any ∩ ? (Intersection)

A, B, C form a partition of ∪ ∪

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INTUITIVE NOTIONS PROBABILITY

Chip Classification: Thickness
Production Lot Conforming Nonconforming Lot Total
A 85 15
B 165 35
C 260 40
Total 600
Some simple probabilities (A, B, C mutually exclusive)

P(A) =

P ∪ P ∩ ∅

P ∪ =

Note that ∪

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QUESTIONS?

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