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GENG200

GENG 200

Assistant professor,

professor Electrical Department,

Department

College of Engineering , Qatar University

00am -10:

10:00am

00am Tuesday

Textbook

“Applied Statistics and Probability for Engineers”,

Douglas

g C. Montgomery,

g y, Arizona State University,

y,

George C. Runger, Arizona State University,

4th edition , publisher John Wiley & Sons, Inc. 2007

References

“Probability and Statistics for Engineering and the sciences”,

J L

Jay L. D

Devore

6th edition, publisher John Wiley & Sons, Inc. 2007

Course content

Introduction

P b bilit

Probability

Discrete Random Variables and Probability Distributions

C ti

Continuous R d

Random V i bl and

Variables d Probability

P b bilit Distributions

Di t ib ti

Joint Probability Distributions

R d

Random S

Sampling

li andd Data

D Description

D i i

Point Estimation of Parameters

S i i l Intervals

Statistical I l for

f a Single

Si l Sample

S l

Tests of Hypotheses for a Single Sample and Statistical

Inference for Two Samples

GENG 200 Assessment methods

Home work 5%

Quizzes 10%

Midterm I 20%

Midterm II 25%

Final exam 40%

Quizzes:

5 quizzes (the best 4 quizzes will be considered)

Midterm exam dates:

Exam I week 6

Exam II week 13

Computer

p software

Statgraphics

JMP

Statisticia

Also Matlab

Chapter

p 1:

Introduction

Probability

y versus Statistics

Probability deals with predicting the likelihood of future events,

while statistics involves the analysis of the frequency of past

events.

Statistics is an applied branch of mathematics.

consequences of a given ideal world, while statistical theory

enables us to measure the extent to which our world is ideal.

In probability

The standard example is flipping a fair coin. “Fair” means,

technically, that the probability of heads on a given flip is 50%,

andd the

h probability

b bili off tails

il on a given

i fli is

flip i 50%.

50% This

Thi doesn't

d '

mean that every other flip will give a head — after all, three

heads in a row is no surprise.

surprise

coin where we

know ahead of time that there's a 60% chance of heads on each

toss.

A third

d eexample

p e wou

would

d be rolling

o g a loaded

o ded ddie,

e, w

where

e e ((for

o

example) the chances of rolling 1, 2, 3, 4, 5, or 6 are 25%, 5%,

20%, 20%, 20%, and 10%, respectively.

Mechanistic and Empirical Models

Models play an important role in the analysis:

our underlying knowledge of the basic physical mechanism

that relates these variables.

knowledge of the phenomenon, but it is not directly

developed from our theoretical or first-principles

understanding

d di off the

h underlying

d l i mechanism.

h i

2.1 Sample Spaces and Events

2.1.1 Random Experiments

If we measure the current in a thin copper wire,

wire we are conducting

an experiment. However, in day-to-day repetitions of the

measurement the results can differ slightly because of small

variations in variables that are not controlled in our experiment,

including changes in ambient temperatures and slight variations in

gauge. Consequently, this experiment is said to have a random

component.

Definition

An experiment that can result in different outcomes, even though it

i repeated

is t d in

i the

th same manner every time,ti i called

is ll d a random

d

experiment.

Definition

The set of all possible outcomes of a random experiment is

called the sample space of the experiment.

experiment The sample space

is denoted as S.

13 Qatar University, College of Engineering Dr Ahmed Massoud

Definition

countable infinite set of outcomes.

(either finite or infinite) of real numbers.

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Definition

An event is a subset of the sample space of a random experiment.

outcomes that are contained in either of the two events.

outcomes that are contained in both of the two events.

outcomes in the sample space that are not in the event.

event

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Probability

Probability is used to quantify the likelihood that an outcome of a

random experiment will occur.

occur

“The

The chance of rain today is 30%

30%’’ is a statement that quantifies our

feeling about the possibility of rain.

from the interval [0, 1] to the outcome

Higher numbers indicate that the outcome is more likely than lower

numbers. A 0 indicates an outcome will not occur.

numbers occur A probability of 1

indicates an outcome will occur with certainty.

Wh

Whenever a sample i t off N possible

l space consists ibl outcomes

t

that are equally likely, the probability of each outcome is

1/N.

N

D fi i i

Definition

For a discrete sample space, the probability of an event E,

d

denoted

d as P(E),

( ) equals

l the

h sum off the

h probabilities

b bili i off the

h

outcomes in E.

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What is the probability that it contains no particles?

What is the probability that it contains three or more particles?

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Addition rules

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What is the probability that a wafer either at the edge or it contains four

or more particles?

p

What is the probability that a wafer contains less than two particles or it

is both at the edge and contains more than four particles?

35 Qatar University, College of Engineering Dr Ahmed Massoud

Th

Three or more events

t

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CONDITIONAL PROBABILITY

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Tree diagram for example 2-16

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Multiplication rule

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Total Probability Rule (multiple events)

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INDEPENDENCE

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Example 2-24

from table 2-4,

2-4 find the probability that a part is defective if it

has surface flaws?

find the probability that a part has a surface flaws if it is

defective?

Prove that the two events are independent.

Find the probability that the second part is defective

Check independence?

Solution:

G

Generally

ll

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BAYES’ THEOREM

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Random variables

I chapter

In h t 2: 2 probability

b bilit

1

1. Sample space and events

2. Interpretations of probability

3

3. Additi rules

Addition l

4. Conditional probability

5. Multiplication and total probability rules

6. Independence

7. Bayes’ theorem

8. Random variables

Counting

g techniques

q

Counting techniques

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70 Qatar University, College of Engineering Dr Ahmed Massoud

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