Engineering Management & Systems proudly presents

Probability and Statistics for Engineers

ENM 500

Your instructor for this course: Chuck Ebeling

A best course, ever!

Course Description

This is an introductory course in the concepts and applications of probability and statistics.

Emphasis is on applications and examples that an engineer or analyst would encounter in practice.

Probability is presented as the fundamental tool for modeling uncertainty as well as the bridge between a population of data and its samples.

Descriptive statistics is introduced as the vehicle for describing and characterizing data.

Inferential statistics and related statistical methods provide the means of generalizing to a population from a sample thus enabling solutions and conclusions to be reached that otherwise would be not obtained.

Course Objectives

Upon completion of the course, each student should be able to: describe the basic concepts of probability, obtain and interpret analytical results using state-of-the-

art software, understand, describe, and apply parameter estimation,

hypothesis testing, statistical inference, linear regression, analysis of variance,

identify possible applications and formulate appropriate models,

pursue further study in this area through electives, self-study, or review of the literature.

Class Meetings

Monday and Wednesdays

Sec01: 11:30 AM – 12:45 PM, KL 304 or via Internet Distance Learning

If I signed up for the internet, can I

also attend a campus class?

Please!!

Important Contact Info and Websites

Email: ebeling@udayton.edu

Phone / fax: (973) 229-2695 / (937) 229-2698

Office / office hours: KL 365D9:00 – 11:00 am & 2:00- 4:00 pm Mon.-Thur.

Course WebSite: (need password):

http://academic.udayton.edu/CharlesEbeling/ENM500/Syllabus.htm

Department Website: http://engineering.udayton.edu/enm/

Webex Distance Learning Site:

https://udayton.webex.com/udayton/meet/Ebeling

Textbook

Applied Statistics and Probability for Engineers (fourth edition) by Montgomery and Runger ISBN: 0471745898

Supplementary reference: Probability and Statistics: with Integrated Software Routines (Hardcover) by Ronald Deep

Prerequisites

knowledge of algebra matrix algebra calculus computer literacy

MTH 168, 169, 218 and MTH 302,  or equivalent or successful completion of ENM 503

Grading

Midterm 40 %

Turn‑in exercises 20 %

Final Exam 40 %These are good grading devices.

Grade Distribution90-100 A85-89 A-80-84 B+75-79 B70-74 B-60-69 C

The Road Ahead – 16 weeks of fun and excitement!

Class Schedule:Week SubjectAug 26 Introduction 1-1 thru 1-4Aug 31/Sep 2 Sample Spaces and Random Events 2-1 thru 2-7Sep 7 Labor Day – no classSep 9/14 Discrete Random Variables 2-8, 3-13-6, 3-7-

1, 3-9Sep 16/21 Continuous Random Variables 4-1 thru 4-6, 4-8,

4-10Sep 23/28 Joint Probability Distributions 5-1, 5-3Sep 30/Oct 5 Continuous Joint Distributions & Linear

Combinations5-2, 5-5

Oct 7/12 Random Sampling 6-1 thru 6-6Oct 8-11 Midterm Break – time to study for midterm examOct 14/21 Sampling Distributions and Parameter

Estimation 7-1 thru 7-3, 7-4.1, 7-4.2

Oct 19 Midterm Chapters 1 - 6 2 hours in duration

More Road Ahead – 16 weeks of fun and excitement continues!

Oct 26/28 Statistical Intervals 8-1 thru 8-6

Nov 2/4 Hypothesis Tests 9-1 thru 9-5

Nov 9/11 Two Sample Statistics 10-1 thru 10-6

Nov 16/18 Simple Linear Regression 11-1 thru 11-8

Nov 23 Multiple Linear Regression 12-1 thru 12-2

Nov 25 Thanksgiving Break – no classNov 30/Dec 2

Multiple Linear Regression / ANOVA 12-3 thru 12-6

Dec 7/9 ANOVA / final exam review 13-1 thru 13-4Dec 14 Final Exam Chapters 7 – 13 2 hours in duration

What about homework?

You may work any of the problems from the textbook for your own educational enjoyment. Solutions to the odd numbered problems can

be found in the back of the book. Selected problems from each chapter will be turned in

for a grade.

Our Very First Turn-in Assignment

Assignment Problems Due DateWeb submission

Chapter 234, 36, 62, 70 a-b, 82 b-c, 94, 114, 122, 128, 132, 134, 144, 166

Sep 9 Chap2

Prob/Stat students collaborating on their homework assignment

What about the computer? Do we need one?

The computer will be useful for many of the homework problems and essential for

some of the problems.

Exams will be open book and involve problem solving.

Your best preparation is to do the homework!

What about the exams. Will

they be hard?

Software

Excel (with VBA) Minitab

Rent Minitab for $29.99 per semester (6 months)

Perpetual copy - $99.99 Internet (online) calculators

This all sounds great Chuck, but what is this

prob and stat thing anyway? Is it some

kind of medical term or what?

What’s this prob and stat all about?

“I don’t have all the facts. But find me a decision whichis best for my organization.” profits

The art and science of making decisions

under uncertainty

Statistics Defined Body of techniques which deal with the collection, summarization,

presentation, and analysis of quantitative data Branch of applied mathematics concerned with the design of

experiments or sampling procedures, the analysis of data, and the making of inferences about a population from information in a sample.

Body of theory and methodology employed in analyzing and using numerical evidence to choose one among several alternative decisions or actions when not all of the data is known or available.

Descriptive Statistics – the summarization and presentation of dataInferential Statistics – generalizations made from a sample

Descriptive Statistics Inferential StatisticsFrequency Distributions Sampling TheoryMeasures of Central Tendency Point and Confidence Interval EstimationMeasures of Variability Hypothesis Testing

What does statistics do for me? provides a tool for dealing with uncertainty in

making decisions probability models and inferential statistics

provides a means of dealing with large amounts of data descriptive statistics

provides efficient techniques for obtaining information Sampling theory Regression analysis Experimental design

The Engineering (scientific) Method

DefineProblem

Formulate a hypothesis(construct statistical model)

Collect Data(conduct experiments)

Draw Conclusions(solve model)

Identify relevant factors

Test Hypothesis

Research - gain knowledge by:

Chance or intuition - fortuitous glimpse of truth obtain with no conscious effort or plan

Trial and error Generalization from experience Logic - reason things out Scientific inquiry - the careful and exhaustive

investigation of all ascertainable evidence bearing upon a definable problem leading to the solution of the problem.

student’s approach

this one!

Some Basic Definitions

Population – the totality of the elements or objects of interest e.g. the set of all ENM students

sample – any subset of the population e.g. 20 ENM students selected at random

parameter – a descriptive measure of a characteristic of a population e.g. the average (mean) GPA of all ENM students

statistic - a descriptive measure of a characteristic of a sample e.g. the average (mean) GPA of 20 ENM 500 students selected at

random random sample – a sample in which all elements of the

population have an equal chance of being selected as an element of the sample

Two types of statistical analysis

Deductive – given a population, what will the sample look like?

Inductive (inferential) – given a sample, what can be said about the population?

Why Sample?

Limited Resourcesmoneytimepersonnel

Limited Data Destructive Testing

I just don’t have the time or

personnel to collect all that data.

The Big Picture (a rare insight)

population

descriptivestatistics

parameter(e.g. mean)

sample

descriptivestatistics

statistic(e.g. sample

mean)

probabilitytheory

deduction

induction (inferential statistics)

Course Web Site

http://academic.udayton.edu/CharlesEbeling/ENM500/Syllabus.htm Visit it often Contains:

schedule presentations (ppt files) class recordings download material (xls, pdf, doc) homework assignments & submission forms notices (bulletin board) student homework & exam grades

Let’s go visit the course Website

Some Administrative Points Exams

attempt to make exams like the chapter problems It is a good text. I will follow it. If you master its material, we have

succeeded. You can never work too many homework or example problems. Open book and notes on exams. Computers ok

Pace of Class I keep moving unless there are questions – what else can I do? There are no bad questions. If you are wondering about

something, you can bet several others are as well. I am never afraid to ask the obvious question – sometimes you

need to hear the answer. If we have to, we will work to get answers to your question off line.

I cannot wait to get started on this course. What is our first topic?

This way to the prob and stat …