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Basic Concepts of Statistics & Probability


Review of
Statistical
Concepts
Sampling
from
Distributions
Numerical
and
Graphical
Examples
Industrial Engineering
Define the following.
Probability Population
Sample Mean
Median Mode
Standard Deviation Variance
Range Box-plot
Histogram Descriptive Statistics
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Basic Concepts of Statistics & Probability
Review of
Statistical
Concepts
Sampling
from
Distributions
Numerical
and
Graphical
Examples
Industrial Engineering
Box plot
A graph (also known as a box and whisker plot) and summarizes the following
statistical measures:
Median
Upper and lower quartiles
Minimum and maximum data values
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Review of
Statistical
Concepts
Sampling
from
Distributions
Numerical
and
Graphical
Examples
Industrial Engineering
Example
Data on hole diameters for aircraft leading edge hole
120.5, 120.9, 120.3, 121.3,
120.4, 120.2, 120.1, 120.5,
120.7, 121.1, 120.9, 120.8
1st quartile 120.35 3rd quartile 120.9
Median 120.6
Minimum 120.1 Maximum 121.3
Basic Concepts of Statistics & Probability
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Basic Concepts of Statistics & Probability
Review of
Statistical
Concepts
Sampling
from
Distributions
Numerical
and
Graphical
Examples
Industrial Engineering
5
Basic Concepts of Statistics & Probability
Review of
Statistical
Concepts
Sampling
from
Distributions
Numerical
and
Graphical
Examples
Industrial Engineering
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Basic Concepts of Statistics & Probability
Review of
Statistical
Concepts
Sampling
from
Distributions
Numerical
and
Graphical
Examples
Industrial Engineering
7
Basic Concepts of Statistics & Probability
Review of
Statistical
Concepts
Sampling
from
Distributions
Numerical
and
Graphical
Examples
Industrial Engineering
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Review of
Statistical
Concepts
Sampling
from
Distributions
Numerical
and
Graphical
Examples
Industrial Engineering
Types of Distributions
Continuous Distributions
Normal Distribution
Chi-square (;
2
) Distribution
t-Distribution
F-Distribution
Exponential Distribution
Weibull Distribution
Discrete Distributions
Binomial Distribution
Poisson Distribution
Basic Concepts of Statistics & Probability
9
Review of
Statistical
Concepts
Sampling
from
Distributions
Numerical
and
Graphical
Examples
Industrial Engineering
Normal Distribution
The probability of the normal random variable
Probabilities for the normal random variable are given by areas under the
curve.
Where for Standard Normal Distribution
= 0
= 1
= 3.14159
e = 2.71828
Basic Concepts of Statistics & Probability
2 2
2 / ) (
2
1
) (
o u
o t

=
x
e x f
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Review of
Statistical
Concepts
Sampling
from
Distributions
Numerical
and
Graphical
Examples
Industrial Engineering
Normal Distribution
Basic Concepts of Statistics & Probability
4 3 2 1 0 -1 -2 -3 -4





x

For a population that is
normally distributed:
approx. 68% of the data will lie within +1
standard deviation of the mean;
approx. 95% of the data will lie within +2
standard deviations of the mean, and
approx. 99.7% of the data will lie within +3
standard deviations of the mean.
11
Basic Concepts of Statistics & Probability
Review of
Statistical
Concepts
Sampling
from
Distributions
Numerical
and
Graphical
Examples
Industrial Engineering
12
Basic Concepts of Statistics & Probability
Review of
Statistical
Concepts
Sampling
from
Distributions
Numerical
and
Graphical
Examples
Industrial Engineering
13
Basic Concepts of Statistics & Probability
Review of
Statistical
Concepts
Sampling
from
Distributions
Numerical
and
Graphical
Examples
Industrial Engineering
14
Review of
Statistical
Concepts
Sampling
from
Distributions
Numerical
and
Graphical
Examples
Industrial Engineering
The Normal Distribution
The normal distribution is an important continuous distribution.
Symmetric, bell-shaped Mean, u Standard deviation, o N(u. o
2
)
Standard normal distribution
Many situations will involve data that is normally distributed. We will often
want to find probabilities of events occurring or percentages of non-
conformities, etc.
A standardized normal random variable is:
Z is normally distributed with mean 0 and standard deviation, 1.
Use the standard normal distribution to find probabilities when the original
population or sample of interest is normally distributed.
o
u
=
x
Z
Basic Concepts of Statistics & Probability
15
Review of
Statistical
Concepts
Sampling
from
Distributions
Numerical
and
Graphical
Examples
Industrial Engineering
Example
The tensile strength of paper is modelled by a normal distribution with a
mean of 35 lbs/in2 and a standard deviation of 2 lbs/in2.
What is the probability that the tensile strength of a selected item is
less than 40 lbs/in2?
If the specifications require the tensile strength to exceed 30 lbs/in2,
what is the probability that a selected item is scrapped? The normal
distribution is an important continuous distribution.
Basic Concepts of Statistics & Probability
16
Review of
Statistical
Concepts
Sampling
from
Distributions
Numerical
and
Graphical
Examples
Industrial Engineering
Example
The tensile strength of paper is modelled by a normal distribution with a
mean of 35 lbs/in2 and a standard deviation of 2 lbs/in2.
What is the probability that the tensile strength of a selected item is less
than 40 lbs/in2?
If the specifications require the tensile strength to exceed 30 lbs/in2, what
is the probability that a selected item is scrapped? The normal distribution
is an important continuous distribution.
Determine P(x<40)
Z = (40 35)/2 = 2.5 So. u(2.5) = .99379 And, P(x<40) = .99379
Determine P(x>30)
Z = (30 35)/2 = -2.5 Note. u(-2.5) = 1 - u(2.5) So, P(x>30) = 1 - .99379
= .00621
Basic Concepts of Statistics & Probability
17
Review of
Statistical
Concepts
Sampling
from
Distributions
Numerical
and
Graphical
Examples
Industrial Engineering
Let X represent measurements taken from a normal distribution.
X
Select a sample of size n, at random, and calculate the sample mean,
Then
And
Basic Concepts of Statistics & Probability
) , ( ~
2
o u N
x
|
|
.
|

\
|
o
u
n
, N ~
2
x
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Review of
Statistical
Concepts
Sampling
from
Distributions
Numerical
and
Graphical
Examples
Industrial Engineering
Probability example
The life of an automotive battery is normally distributed with mean 900
days and standard deviation 35 days. What is the probability that a
random sample of 25 batteries will have an average life of more than 910
days?
Let X represent measurements taken from a normal distribution. X
Select a sample of size n, at random, and calculate the sample mean,
Then
Z = (910-900)/[(35/SQRT(25)] = 1.429
P(Xbar > 910) = 1 - .9235 = .0765
Basic Concepts of Statistics & Probability
19
Review of
Statistical
Concepts
Sampling
from
Distributions
Numerical
and
Graphical
Examples
Industrial Engineering
Chi-square (;
2
) Distribution
If x
1
, x
2
, , x
n
are normally and independently distributed random
variables with mean zero and variance one, then the random variable
is distributed as chi-square with n degrees of freedom.
Furthermore, the sampling distribution of
is chi-square with n 1 degrees of freedom when sampling from a normal
population
2 2
2
2
1
...
n
x x x y + + + =
2
2
2
1
2
) 1 (
) (
o o
S n
x x
y
n
i
i

=
Basic Concepts of Statistics & Probability
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Review of
Statistical
Concepts
Sampling
from
Distributions
Numerical
and
Graphical
Examples
Industrial Engineering
Chi-square (;
2
) Distribution for various degrees of freedom.
Basic Concepts of Statistics & Probability
21
Review of
Statistical
Concepts
Sampling
from
Distributions
Numerical
and
Graphical
Examples
Industrial Engineering
t-distribution
If x is a standard normal random variable and if y is a chi-square random
variable with k degrees of freedom, then
is distributed as t with k degrees of freedom.
k
y
x
t =
Basic Concepts of Statistics & Probability
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Review of
Statistical
Concepts
Sampling
from
Distributions
Numerical
and
Graphical
Examples
Industrial Engineering
F-distribution
If w and y are two independent chi-square random variables with u and v
degrees of freedom, respectively, then
is distributed as F with u numerator degrees of freedom and v denominator
degrees of freedom.
v y
u w
F
/
/
=
Basic Concepts of Statistics & Probability
23
Review of
Statistical
Concepts
Sampling
from
Distributions
Numerical
and
Graphical
Examples
Industrial Engineering
Point Estimation of Process Parameters
Parameters are values representing the population such as population
mean and variance
Parameters in reality are often unknown and must be estimated.
Statistics are estimates of parameters. (Ex.)
are the sample mean and sample variance, respectively.
Two properties of good point estimators
The point estimator should be unbiased. E(O) = O
The point estimator should have minimum variance.
2
,o u
2
, S X
Basic Concepts of Statistics & Probability
24
Review of
Statistical
Concepts
Sampling
from
Distributions
Numerical
and
Graphical
Examples
Industrial Engineering
Basic Concepts of Statistics & Probability

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