Transcript Course Introduction

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
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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:
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describe the basic concepts of probability,
obtain and interpret analytical results using state-of-theart 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, selfstudy, 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: [email protected]
Phone / fax: (973) 229-2695 / (937) 229-2698
Office / office hours: KL 365D
9:00 – 11:00 am & 2:00- 4:00 pm Mon.-Thur.
Course WebSite: (need
password):
http://academic.udayton.edu/CharlesEbeling/ENM
500/Syllabus.htm
Department Website: http://engineering.udayton.edu/enm/
Webex Distance https://udayton.webex.com/udayton/meet/Ebeling
Learning Site:
Textbook
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Applied Statistics and Probability for Engineers
(fourth edition) by Montgomery and Runger
ISBN: 0471745898
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Supplementary reference: Probability and
Statistics: with Integrated Software Routines
(Hardcover) by Ronald Deep
Prerequisites
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knowledge of
algebra
 matrix algebra
 calculus
 computer literacy
MTH 168, 169, 218 and MTH 302,
 or equivalent
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or successful completion of ENM 503
Grading
Midterm
Turn-in exercises
Final Exam
40 %
20 %
40 %
These are good
grading devices.
Grade Distribution
90-100 A
85-89 A80-84 B+
75-79 B
70-74 B60-69 C
The Road Ahead –
16 weeks of fun and excitement!
Class Schedule:
Week
Aug 26
Aug 31/Sep 2
Sep 7
Sep 9/14
Subject
Introduction
Sample Spaces and Random Events
Labor Day – no class
Discrete Random Variables
Sep 16/21
Continuous Random Variables
Sep 23/28
Sep 30/Oct 5
Joint Probability Distributions
Continuous Joint Distributions & Linear
Combinations
Random Sampling
6-1 thru 6-6
Midterm Break – time to study for midterm exam
Sampling Distributions and Parameter
7-1 thru 7-3, 7-4.1,
Estimation
7-4.2
Midterm Chapters 1 - 6
2 hours in duration
Oct 7/12
Oct 8-11
Oct 14/21
Oct 19
1-1 thru 1-4
2-1 thru 2-7
2-8, 3-13-6, 3-71, 3-9
4-1 thru 4-6, 4-8,
4-10
5-1, 5-3
5-2, 5-5
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
Nov
30/Dec 2
Dec 7/9
Dec 14
Thanksgiving Break – no class
Multiple Linear Regression / ANOVA
12-3 thru 12-6
ANOVA / final exam review
Final Exam Chapters 7 – 13
13-1 thru 13-4
2 hours in duration
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.
What about
homework?
Our Very First Turn-in
Assignment
Assignment
Problems
Chapter 2
34, 36, 62, 70 a-b, 82 b-c, 94,
114, 122, 128, 132, 134, 144,
166
Due Date
Sep 9
Prob/Stat students collaborating
on their homework assignment
Web
submission
Chap2
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.
What about the
exams. Will they
be hard?
Exams will be open book and
involve problem solving. Your
best preparation is to do the
homework!
Software
Excel (with VBA)
 Minitab
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Rent Minitab for $29.99 per semester
(6 months)
 Perpetual copy - $99.99
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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?
The art and science
of making decisions
under uncertainty
“I don’t have all the facts.
But find me a decision which
is best for my organization.”
profits
Statistics Defined
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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 data
Inferential Statistics – generalizations made from a sample
Descriptive Statistics
Frequency Distributions
Measures of Central Tendency
Measures of Variability
Inferential Statistics
Sampling Theory
Point and Confidence Interval Estimation
Hypothesis Testing
What does statistics do for
me?
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provides a tool for dealing with uncertainty
in making decisions
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provides a means of dealing with large
amounts of data
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probability models and inferential statistics
descriptive statistics
provides efficient techniques for obtaining
information
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Sampling theory
Regression analysis
Experimental design
The Engineering
(scientific) Method
Define
Problem
Identify
relevant
factors
Formulate a hypothesis
(construct statistical model)
Collect Data
(conduct experiments)
Draw Conclusions
(solve model)
Test Hypothesis
Research - gain knowledge by:
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this
one!
Chance or intuition - fortuitous glimpse of truth
obtain with no conscious effort or plan
Trial and error
student’s approach
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.
Some Basic Definitions
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Population – the totality of the elements or objects of interest
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sample – any subset of the population
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e.g. the average (mean) GPA of all ENM students
statistic - a descriptive measure of a characteristic of a sample
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e.g. 20 ENM students selected at random
parameter – a descriptive measure of a characteristic of a
population
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e.g. the set of all ENM students
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?
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Why Sample?
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Limited Resources
money
 time
 personnel
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Limited Data
 Destructive Testing
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I just don’t
have the
time or
personnel to
collect all
that data.
The Big Picture (a rare insight)
deduction
sample
population
descriptive
statistics
parameter
(e.g. mean)
probability
theory
descriptive
statistics
statistic
(e.g. sample
mean)
induction (inferential statistics)
Course Web Site
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http://academic.udayton.edu/CharlesEbeling/ENM500/Syllabus.htm
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Visit it often
Contains:
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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
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Exams
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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
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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 …