教育部来华留学英语授课品牌课程

Probability and Statistics

Prof. Zheng Zheng

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 Course Outline
• Designated as a National Quality Curriculum
Taught in English for International Students by
the Ministry of Education of China
• Exams:
– 1 midterm (~8th lecture) and 1 term project

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 Lecturers
• Experienced Teaching Team:
– Prof. Zheng Zheng zhengzheng@buaa.edu.cn (Probability)
– Prof. Xin Zhao x.zhao@buaa.edu.cn (Probability)
– Prof. Wei Yang 09707@buaa.edu.cn (Stochastic)

• Teaching Assistants/ Office Hour:

- Mr. Jianpeng Jiang，Ms. Jingyi Wang
- Office Hour: TBD

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 Important Course Information (1/3)
• Lecture videos and notes
– Usually available before each lecture (TBD).

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 Important Course Information (2/3)
• Textbook: A. Papoulis, Probability, Random
Variables, and Stochastic Processes, McGraw-Hill
Press, 3rd Ed, 1991.

• Credits: 3 credits (48 hrs).

• Grade Breakdown: homework 30% ; mid-term

30%; term-project 40%.

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Important Course Information (3/3)
• Ground Rules
- Zero tolerance policy
- E-mail the photo or scan of your homework to
teaching assistant Ms. Jingyi Wang
（540504380@qq.com）on the Wednesday
following the assignment.

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 Course Outline
• Understand random outcomes and random
information.
• Understand probability theory.
• Learn random variables and random
processes.
• Learn how to analyze statistical
information.

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 Why Study Probability and Statistics?
• Decisions have impact on your life and in the world

What make decisions hard

Uncertainty (Randomness)

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Why Study Probability and Statistics?
• What is Uncertainty or Randomness ?

Operator will receive a call in next one hour

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Why Study Probability and Statistics?
• What is Uncertainty or Randomness ?

Variations in value of 10 resistor

Electromagnetic Interference

No. of users in network at any instant

Uncertainty is everywhere….
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Why Study Probability and Statistics?

Can you give some example?

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Why Study Probability and Statistics?

Can we measure uncertainty?

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Can We Ignore Uncertainty in Decision-Making?
Flaws of averages: average depth is 3 feet

Average Depth
3 ft.

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Engineering Decisions Involving Uncertainty
Civil Engineering
• Design input
- Statistics of vehicles
- Max. no. of vehicles at an instant
- Weight of vehicles
• Selection of Materials
- Analysis of Materials

• Behavior under stress

• Calculate chances of failure using
load statistics

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Engineering Decisions Involving Uncertainty
Telecommunications Mobile Network Design
• Uncertain No. of users
• Random connection time
• Use probability theory to calculate
capacity and cell size
• Call dropping probability to ascertain
network quality
• Random channels
- Indoor
- Outdoor
- Mobile users

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Engineering Decisions Involving Uncertainty
Signal/Image Processing

Noise Removal

Noisy Image Clear Image

• Noise is random.
• Noise removal requires estimation of noise statistics.
• Filter is designed based on probability theory.

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Engineering Decisions Involving Uncertainty
Wind Turbines

• Wind parameters
- Wind speed are time dependent
- wind direction
• Requires statistical approaches for
location selection and design
• Average power generation
• Requirement analysis
• Material selection

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Engineering Decisions Involving Uncertainty
Industrial Engineering

• Quality of product
• Average lifetime of light bulbs?
• Can’t test all bulbs !!!
• Use sampling technique and use
statistical method to determine expected
life.

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Engineering Decisions Involving Uncertainty
Business Management

• Analyzing customer demands to

determine manufacturing, marketing
and prices etc.

…. and many more

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 What is probability?

• Probability measures uncertainty formally, quantitatively.

• Probability is the mathematical language of uncertainty.

What is probability of getting 5

at first attempt ?
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 What is Statistics?
Date Jan Feb Mar Aprl 
1 2 4 1 3
2 0 1 0 1
3 3 1 3 1
4 0 0 0 0
5 1 3 1 3
6 0 0 0 0
7 0 0 0 0
8 2 2 2 2
9 0 4 0 4
10 3 1 3 1
11 0 1 0 1
12 1 0 1 0
13 0 3 0 3
14 0 0 0 0
15 2 0 2 0
16 0 3 0 3
17 3 0 3 0
18 0 0 0 0
19 1 2 1 2

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Show of Hands

 Who is doing a study that involves

statistical analysis of data?
 What type of (quantitative) data
are you collecting?
 Had you tried some statistics tricks
with your data?

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 Why do we deal with DATA?

To provide input to study

To measure performance of service or
production process
To evaluate conformance to standards
To assist in formulating alternative courses
of action
To satisfy curiosity

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 What is Statistics?

• Statistics deal with Date

1
Jan
2
Feb
4
Mar
1
Aprl 
3
2 0 1 0 1
- Collect data 3 3 1 3 1
4 0 0 0 0
- Organize or arrange the data 5 1 3 1 3
6 0 0 0 0

- Analyze the data 7

8
0
2
0
2
0
2
0
2
9 0 4 0 4
- Infer general conclusions 10 3 1 3 1
11 0 1 0 1
12 1 0 1 0
13 0 3 0 3
14 0 0 0 0
15 2 0 2 0
16 0 3 0 3
17 3 0 3 0
18 0 0 0 0
19 1 2 1 2

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 Why an Engineer Needs to
Know about Statistics?

 Statistics is a science about data, science of

collection, presentation, analysis, and reasonable
interpretation of data.
 Statistics presents a rigorous scientific method
for gaining insight into data. Statistics can give an
overall picture of data, based on graphical
presentation or numerical summarization. Besides
data summarization, another important task of
statistics is to make inference and predict
relations of variables.

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 Why an Engineer Needs to
Know about Statistics?

Probability quantified the likeliness that an event

will occur. Statistics provides methods for
organizing and summarizing data, and for using
information in the data to draw various
conclusions.

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 Why an Engineer Needs to
Know about Statistics?

 To know how to properly present

information

 To know how to draw conclusions about

populations based on sample information

 To know how to improve processes

 To know how to obtain reliable forecasts

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Population and Sample

Population: All
students of our
class

Sample space:
Selection of 7 students

Select fewer students using

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 Population and Sample

Hypothesis: Average weight of our class

is greater than 68 kg
Parameter: Average weight of our class

Sampling: select 15% of students as

samples

Mathematics: Measure weights and average it

Statistic: Average weight of 15% of students

Conclusion: ???
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 Statistics
 Statistics has two arms:

Descriptive statistics

–Collecting and describing data

Inferential statistics

–Drawing conclusions and/or making decisions

concerning a population based only on sample data

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 Descriptive Statistics
Descriptive statistics studys on how to collect information that
describe the main features of objective phenomena and processing
and displaying of the collected data in the chart form.

 Collect data
– e.g. Survey, measurements

 Present data
– e.g. Tables and graphs

 Characterize data
– e.g. Sample mean =
X i

n
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 Inferential Statistics
 Estimation
– e.g.: Estimate the population
mean weight using the sample
mean weight

 Hypothesis testing
– e.g.: Test the claim that the
population mean weight is 68 kg

Drawing conclusions and/or making decisions

concerning a population based on sample results.
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 Example

Solution:

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 Probability

 A measure to quantify the strength or the confidence

in our conclusion
 The transition between descriptive statistics and
inferential statistics

 Probability=1 v.s. Probability=0

confidence

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 Inferential Statistics and Probability

Probability is the foundation of inferential statistics.

Statistical inference makes propositions about a population,
using data drawn from the population with some form of
sampling, and infers the unknown features of the population.

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 Example
 An engineer encounters data from a manufacturing
process, in which 100 items are sampled
 He found 10 to be defective.
 Population: all possible items from the process, whose
defective rate is supposed to be 5%
 100 samples

 Probability: there is a probability of 0.0282 of obtaining

10 or more defective among 100 samples, if the defective
rate is 5%
 It did occur, but it would rarely occur.
 Inference: the process very likely has a higher defective
rate than 5%
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 Remarks
 Statistical inference makes use of concepts in
Probability
 For a statistical problem the sample along with
inferential statistics allow us to draw conclusions
about the population, with inferential statistics making
clear use of elements of probability
 The problems in probability allow us to draw
conclusions about characteristics of hypothetical data
taken from the population based on known features
of the population

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