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EM561 Lecture Notes - Part 1 of 3
EM561 Lecture Notes - Part 1 of 3
EM561 Lecture Notes - Part 1 of 3
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Introductions
• My background
• My
M goals
l ffor thi
this class
l
• Want students to UNDERSTAND material
• Not just plug-and-chug
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Course Objective
This course is designed to give students an
introduction to probability theory and
statistics, and exposure to how the theory
may be applied in an engineering
environment.
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Course Information
Text:
Montgomery, D.C., and Runger, G.C., Applied Statistics and Probability
for Engineers, 4th edition, John Wiley & Sons, New York, 2007
Grading:
You should consider
HW#1 (due 7/18) 20%
keeping this book for
HW#2 (due 7/22) 20% future reference.
Test 1 (7/20) 30%
I will follow the book
Test 2 (7/23) 30%
fairly closely
Note: I try to use
Course Grades: different examples than
90-100 A the book so you’ll have
80-89 B many to study
70-79 C
60-69 D Read the book!!
<60 F
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Class Schedule
Chpt. in Course Topics
Date
4th edition
7/13 1 Introduction and Descriptive Statistics
2 Probability
7/14 2 Probability (continued)
3 Discrete Random Variables and Probability Distributions
7/15 3 Discrete Random Variables and Probability Distributions (continued)
4 Continuous Random Variables and Probability Distributions
7/16 4 Continuous Random Variables and Probability Distributions (continued)
6 Random Sampling and Data Description
7/18 6 Random Sampling and Data Description (continued)
7 Point Estimation
8 Confidence Intervals
Homework #1 review
7/20 Exam 1 (covers chpts. 1,2,3,4) open book
7/21 Exam 1 review
9 Test of Hypotheses
7/22 11 Linear Regression
Homework #2 review
7/23 Exam 2 (covers chpts. 6,7,8,9,11) open book
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Class Policies
• Homework Assignments
– Can work in groups of 3. Submit one solution set with all names.
• Test
– There will be NO communicating of any kind (talking, sharing notes
or books, sharing calculators, etc) with anyone else.
– Open book, open notes.
• Extra Credit
– None
• Blackboard
– Check Bb often - Lecture slides will be posted to Bb before they are
covered in class
– Check your UofL email account often
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Statistical Software
• Lots of different statistical software
packages available
• We’ll use:
– Excel
– Minitab
• See file ‘Minitab Download from IT.ppt’ in ‘Course
Documents’ folder on Bb
– Be sure to read last slide of instructions
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Probability Theory
• Branch of mathematics developed to deal
with uncertainty
• Scientific tool dealing with chance
• Initially developed in 17th century to analyze
gambling games then used to analyze
mortality tables in medical profession
• Probability provides the framework for the
study and application of statistics.
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Statistics
• The field of statistics deals with the collection, presentation,
analysis, and use of data to:
– Make
M k decisions
d i i
– Solve problems
– Design products and processes
• Statistical techniques are useful for describing and
understanding variability.
• Statistics gives us a framework for describing this
variability and for learning about potential sources of
variability.
– Known source of variation
– Random variation
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Random Experiments
• System
y output
p
affected by
controllable and
uncontrollable (noise)
variables
• Examples: baseball
hitting car braking
hitting,
distance, concrete
strength.
– Controllable variables?
– And random variation!
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Random Experiments
• Definition
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Variation
• Goal: Understand, quantify, and model
variation
• Why? When we incorporate variation into
our thinking and analysis, we can make
informed judgments that are not invalidated
byy the variation
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Effect of Variation
• How many call center employees to have so
customers are not put on hold?
• Collect customer
c stomer data:
data
• Avg. time between customer calls= 4 min
• Avg. time to serve customer = 3.5 mins
• Based on averages ……..
Time
0 5 10 15 20 25
• 1 employee needed
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Effect of Variation
• But what about variation?
– Less than 4 min between calls
– More
M th 3.5
than 3 5 min
i tto serve customer
t
Time
0 5 10 15 20 25
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Probability Theory
• Branch of mathematics developed to deal
with uncertainty
• Scientific tool dealing with chance
• Probability provides the framework for the
study and application of statistics.
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Experiments
• In general, an experiment is any process for
which more than one outcome is possible
• Probability theory provides mathematical
structure for understanding/explaining the
chances or likelihoods of the various
outcomes actuallyy occurringg
• First step is to list all possible outcomes
– Called Sample Space
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Sample Space
• Sample Space is either discrete or continuous
• Discrete – finite or countable set of outcomes
• Continuous – interval (finite or infinite) of real numbers
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8 Outcomes
OOO OOL
OLO OLL
LOO LOL
LLO LLL
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2-1.3 Events
• Definition
• An event is a subset of the sample space of a random
experiment
• An event is a collection of related outcomes from a
random experiment
• Example: Deck of 52 cards. Draw 1 card.
• Sample space?
• A is the event I draw a heart
• A={ }
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2-1.3 Events
Combinations of Events (a.k.a. Joint Events)
• Union of 2 events consists of all outcomes contained in
either of the 2 events
– Union denoted E1 U E2
– Read “event 1 OR event 2”
• Intersection of 2 events consists of all outcomes
contained in both of the 2 events
– Intersection denoted E1 ∩ E2
– Read “e
“event
ent 1 AND event
e ent 2”
• Complement of an event is the set of all outcomes not in
the event
– Complement denoted E1’
– Read “NOT event 1”
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2-1.3 Events
• Example: Deck of 52 cards. Draw 1 card.
• A is the event I draw a heart
• B is the event I draw a 4
• How to denote?
• Event I draw the 4 of hearts?
• Event I draw any suit other than hearts?
• Event I draw a 4 or a heart?
• Event I draw a 4 of any suit other than hearts?
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2-1.3 Events
• 3 car manufacturers were asked to submitted 1 car of each
model they produce for emissions testing.
• Each car either conforms or does not conform to current
emissions standards. Conforms
Yes No
Ford 40 15
• Let A denote the event a car is a Ford GM 50 20
• Let B denote the event a car conformed Toyota 20 5
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2-1.3 Events
• Definition
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Venn Diagrams
Mutually exclusive
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2-2 Probability
• Probability - Likelihood of an experimental
outcome or event occurring
• Probability of Outcome 1 denoted P(O1) or p1
• All probability values are between 0 and 1
(inclusive)
• 0 ≤ P(O1) ≤ 1
• P(O1) = 0 indicates outcome O1 will NOT occur.
Outcome O1 is impossible
• P(O1) = 1 indicates outcome O1 WILL occur. Outcome
O1 is guaranteed to occur
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2-2 Probability
• Remember an event is a subset of the sample
space of a random experiment
• Probability
P b bili off E
Event d
denoted
d P(E)
• All probability values are between 0 and 1
(inclusive)
• 0 ≤ P(E) ≤ 1
• P(E) = 0 indicates event will NOT occur
occur. Event is
impossible
• P(E) = 1 indicates event WILL occur. Event is
guaranteed to occur
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2-2 Probability
• The sum of all the probability values over all
outcomes in the sample space is 1.
• P(O1) + P(O2) + P(O3) + • • • + P(On) = 1
• Some outcome in S will occur (definition of S)
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2-2 Probability
• The sum of all the probability values over all
outcomes in the sample space is 1.
• P(O1) + P(O2) + P(O3) + • • • + P(On) = 1
• Read “Prob of outcome O1 OR outcome O2 OR
outcome O3 • • • OR outcome On occurring is 1”
• Some outcome in sample space WILL occur (definition
of S)
• Note OR indicated by + Later we’ll see AND
indicated by *
• Look at this logically and mathematically…….
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2-2 Probability
• OR (Union) indicated by + AND (intersection) indicated by *
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2-2 Probability
• Used to quantify likelihood or chance of
experimental outcome or event occurring
• The larger the probability, the more likely it is to
happen
• Interpreted as the long-term, relative frequency of
experimental outcome or event occurring
– Repeat experiment many, many times
– Count the number of times each outcome occurs
• Probability of an outcome is the # times outcome occurred
relative to the # of experimental trials
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2-2 Probability
• Roll 1 die. Probability I roll a 3?
– Total # outcomes in sample space?
– # outcomes that meet above criteria?
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2-2 Probability
• 500 computer chips are collected from 2 production lines
for quality inspection. 220 chips are from line 1 and 280
chips are from line 2. A quality inspector chooses a chip at
random. Probability the chip was produced on line 2?
• Customers can order small, medium, or large drink. Of
1000 observed customers, 300 ordered small, 200 ordered
medium, and 500 ordered large. Probability a customer
will order a large drink?
• R
Rollll 2 di
dice. P
Probability
b bilit the
th sum is
i 5? P
Probability
b bilit the
th sum
is 7?
• Lottery ticket consists of 6 numbers (1-40) with no
repeated numbers. Probability I win if I buy 1 ticket?
• # outcomes in sample space? See next discussion……
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Tree Diagram
Soup (3) Sandwich (2) Drink (4)
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2.1-4 Permutations
• A permutation of outcomes is an ordered
sequence of the outcomes
– Suppose S={1,2,3} sequences 123, 132, 213, 231, 312,
321 all different (order matters)
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2.1-4 Permutations
Permutations of subsets
• The number of permutations of subsets of r
outcomes selected from a set of n different
outcomes is
n!
P =
n
(n − r ))!
r
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2.1-4 Permutations
• How many sets of three medal winners (gold,
silver, bronze) can there be in a 100m dash with
8 runners ?
• Answer:
• P83 = 8!/(8-3)! = 8!/5! = (8)(7)(6) = 336
• We have 8 choices for the gold-medal winner, 7
choices for the silver
silver-medal
medal winner and 6 choices for
the bronze-medal winner.
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2.1-4 Permutations
Permutations of Similar Objects
• The number of n = n1 + n2 + ••• + nr objects of which n1 are
off one type,
t n2 are off a second
d type,
t …, and
d nr are off an rth
type is: n!
n1! n2 ! n3! ⋅ ⋅ ⋅ nr !
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2.1-4 Combinations
• A combination of outcomes is an unordered
sequence of the outcomes
– Suppose S={1,2,3} sequences 123, 132, 213, 231, 312,
321 all the same (order does not matter)
⎝ r ⎠ r!( n − r )!
r
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2.1-4 Combinations
• Determine the number of ways in which a
manufacturer can choose 2 of 7 locations for new
warehouses.
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Permutations vs Combinations
• More permutations (ordered) or combinations
(unordered) for n objects taken r at a time?
n! ⎛n⎞ n!
Prn = Crn = ⎜⎜ ⎟⎟ =
(n − r )! ⎝ r ⎠ r!(n − r )!
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Alternative Interpretations of
Probability
• Probability (0.0000 – 1.0000)
– Probability
P b bilit outcome
t 1 occurs
– What is the probability a randomly selected car is a Ford?
• Proportion (0.0000 – 1.0000) 55/150 = 0.36667
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• P(B)=P(A∩B) U P(A’∩B)
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2-6 Independence
• Events are independent if knowledge of one event
occurring (or not occurring) does not effect the
probability of another event occurring
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2-6 Independence
• Batch of 600 manufactured parts. 40 parts are
defective.
• Two parts randomly selected
• Let A = event first part defective
• Let B = event second part defective
• Are the events A and B independent?
• Without replacement
• With replacement
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2-6 Independence
• We often like to assume independence to simplify analysis
• If independent,
p , P(A∩B)
( ) = P(A)P(B)
( ) ( )
• If not independent, P(A∩B) = P(B|A)P(A) or P(A|B)P(B)
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2-6 Independence
• This circuit operates only if there is a path of functional
devices from left to right. The probability each devices fails
is shown. Assume that devices fail independently. What is
the probability the circuit operates?
0.09
0.07
0.08
0 11
0.11
0.13
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2-6 Independence
• Toss a fair coin. The trials are independent (i.e.
knowing what I got on the last toss of the coin (or
ALL previous
i tosses)
t ) does
d NOT affect
ff t probability
b bilit
of next toss)
• Probability on any toss I get a tails? P(T) = ?
• Suppose I have tossed the coin 99 times and got
Tails every time. Probability the 100th time I toss
the coin it will be a Tail (or Head) = 0.5
• Probability of getting the sequence HHHHH?
TTTTT? HTHTH? THTHT? HTTTH? THHHT?
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Chapter 2 Probability
• End of new concepts in chapter 2
• So far, not too difficult to know which formula to
use for examples
• HOWEVER in real world (and on test) you will
have to decide which formula(s) to use
• Let’s do some ‘random access’ practice problems
– Write down what you know (given info)
– Write down what you are looking for
– Then maybe easier to see how to get from what you
know to what you are looking for
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Binomial Exponential
Poisson
Geometric
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3-2 Probability Distributions and
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X 0 1 2 3
f(x) 0.125 0.375 0.375 0.125 Σf(x) = 1?
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3-2 Probability Distributions and
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• Possible values of X?
• Probability mass function of X?
Functions
• Definition
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3-4 Mean and Variance of a
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3-4 Mean and Variance of a
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0 1 2 3 4 5 6 7 8 9 10 11 12
0 1 2 3 4 5 6 7 8 9 10 11 12
∑ ( x − E ( x) )
V ( x) = 2
f ( x)
x
V ( x) = ( 2 − 8) 2 (0.1) + (3 − 8) 2 (0.1) + (5 − 8) 2 (0.1) + (10 − 8) 2 (0.7) = 9.8
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3-4 Mean and Variance of a
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3-4 Mean and Variance of a
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Binomial Exponential
Poisson
Geometric
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Probability Distribution
Choose Probability Distribution (Binomial,
Geometric, Poisson, etc)
• Choose ‘Probability’
• Enter Parameter(s)
• Enter/Choose Input Column
• Enter x values in
Minitab worksheet
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Calc
Probability
Distribution
Choose Probability
Distribution (e.g.
Poisson)
• Choose Probability
• Enter Parameter
• Enter/Choose
Input Column
• P(X=x) values
displayed in
Sessions Window
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• = binomdist(x,
( , trials,, prob
p _success,, cumulative))
• Find P(X=5) for Binomial with n=10 and p=0.3
• = binomdist(5, 10, .3, FALSE)
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Probability Distributions
• The probability distribution of a random
variable X is a description of the probabilities
associated with the possible values of X
Probability Distributions
Binomial Exponential
Poisson
Geometric
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4-2 Probability Distributions and
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4-2 Probability Distributions and
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4-4 Mean and Variance of a
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Fi
Figure 4 8 Continuous
4-8 C ti uniform
if probability
b bilit density
d it function.
f ti
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4 10 Normal
Figure 4-10
Fi N l probability
b bilit density
d it functions
f ti for
f
selected values of the parameters μ and σ2.
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Be careful reading
table!
First page reads 0.09
to 0.00, second page
reads
d 00.00
00 tto 0
0.09
09
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• Mean
M and
dVVariance
i
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x1 x2 x3 x4 x5
f ( xi ) = λe − λxi
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Probability Distribution
Choose Probability Distribution (Normal,
Uniform, Exponential)
• Choose ‘Cumulative Probability’
• Enter Parameter(s)
• Enter/Choose Input Column
• Enter x values in
Minitab worksheet
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Calc
Probability Distribution
Choose Probability
Distribution (e.g.
Normal)
• Choose Cumulative
Probability
• Enter Parameters
• Enter/Choose Input
Column
• P(X<x) values
displayed in
Sessions Window
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Test #1 here
• Open book
• Open
O notes
t
• Bring a calculator
• No talking/communicating
• Covers Chapters 1, 2, 3, 4
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