ME 451:

Design and Analysis of Engineering Experiments

Basic Statistical Methods

 Basic Statistical Methods

Learning Objectives

1. The Engineering Method And Statistical Thinking

2. Some basic statistical concepts
3. Understand and describe sample spaces and events for random
experiments
4. Discrete Random Variables and Probability Distributions
5. Continuous Random Variables and Probability Distributions
6. Normal Distribution
 The Engineering Method And Statistical Thinking

The problem-solving method

1. The field of statistics deals with the collection, presentation, analysis,

and use of data to make decisions, solve problems, and design
products and processes.
2. Because many aspects of engineering practice involve working with
data, obviously some knowledge of statistics is important to any
engineer.
3. Specifically, statistical techniques can be a powerful aid in designing
new products and systems, improving existing designs, and designing,
developing, and improving production processes.
 The Engineering Method And Statistical Thinking

The field of statistics deals with the collection, presentation, analysis, and
use of data to
 Make decisions
 Solve problems
 Design products and processes
The Engineering Method And Statistical Thinking

o Statistical techniques are useful for describing and understanding

variability.
o By variability, we mean successive observations of a system or
phenomenon do not produce exactly the same result.
o Statistics gives us a framework for describing this variability and
for learning about potential sources of variability.
 Some Statistical Concepts

We encounter variability or scatter in dealing with engineering problems

For example, suppose that an engineer is designing a nylon connector

to be used in an automotive engine application. The engineer is
considering establishing the design specification on wall thickness but
is somewhat uncertain about the effect of this decision on the connector
pull-off force.

Dot diagram of the pull-off force data when wall thickness is 3/32 inch.
 Some Statistical Concepts
Well-constructed data summaries and displays are essential to good statistical
thinking, because they can focus the engineer on important features of the
data or provide insight about the type of model that should be used in solving
the problem.
We can characterize the central tendency in the data by the ordinary
arithmetic average or mean. Because we almost always think of our data as
a sample, we will refer to the arithmetic mean as the sample mean

The sample mean is the average value of all the observations in the data set.
Usually, these data are a sample of observations that have been selected from
some larger population of observations.
Some Statistical Concepts
 Some Statistical Concepts
The variability or scatter in the data may be described by the sample
variance or the sample standard deviation
http://www.youtube.com/watch?v=92s7IVS6A34

The units of measurements for the sample variance

are the square of the original units of the variable.
Thus, if x is measured in pounds, the units for the
sample variance are (pounds)2. The standard
deviation has the desirable property of measuring
variability in the original units of the variable of
interest, x.
 Some Statistical Concepts
How Does the Sample Variance Measure Variability?
 Some Statistical Concepts
The need for statistical thinking arises often in the solution of engineering
problems.

EXAMPLE 1
Consider the engineer designing the connector. From testing the prototypes,
he knows that the average pull-off force is 13.0 pounds. However, he thinks
that this may be too low for the intended application, so he decides to
consider an alternative design with a greater wall thickness, 1/8 inch.

Dot diagram of pull-off force for two wall thicknesses

 Some Statistical Concepts
Statistical inference

Statistical inference is one type of reasoning

 Statistical Thinking
Analytic versus Enumerative study

The connector example is

called an analytic study. A
sample is used to make an
inference to a conceptual
(future) population.
 Statistical Thinking
In enumerative study, the sample is
actually selected from a well-defined
population to make an inference to the
population.
For example, in a study of resistivity a
sample of three wafers might be
selected from a production lot of
wafers in semiconductor
manufacturing. Based on the resistivity
data collected on the three wafers in
the sample, we want to draw a
conclusion about the resistivity of all
of the wafers in the lot.
 Some Basic Concepts
Random Experiments

Our goal is to understand, quantify, and model the type of variations that
we often encounter. When we incorporate the variation into our thinking
and analyses, we can make informed judgments from our results that are
not invalidated by the variation.

Continuous iteration between model and physical system.

 Some Basic Concepts
Sample Spaces
To model and analyze a random experiment, we must understand the set of
possible outcomes from the experiment.
 Some Basic Concepts
Events

• A measured value is not always obtained from an experiment.

Sometimes, the result is only classified (into one of several
possible categories).
• These categories are often referred to as events.

Illustrations
•The current measurement might only be recorded as low,
medium, or high; a manufactured electronic component might be
classified only as defective or not; and either a message is sent
through a network or not.
 Random Variables
Events or random variables can be Discrete or Continuous
• Discrete random variable takes on discrete values, and it is
possible to enumerate all the values it may assume.
For example, number of breakdowns, number of customers at
stops, number of memory chips in a computer etc.

• Continuous random variable are distributed over one or more

continuous intervals on the real line. For example, time to
failure, wind velocity, length of a shaft etc.
 Probability Distributions
Probability Distributions

• The behavior of a random variable is characterized by its

probability distribution, that is, by the way probabilities are
distributed over the values it assumes.
For example, suppose that we have a computer with N memory
chips and we need to know the probability that none of them,
that one of them, that two of them, and so on, will fail during the
first year of service.
 Discrete Random Variables
A discrete random variable X is a quantity that can be equal to any
one of a number of discrete values x0, x1, x2, ..., xn, . , xN.
By random variables we mean that there is associated with each xn
a probability f(xn) that X = xn. We denote this probability as

We shall, for example, often be concerned with counting numbers

of failures (or of successes.) Thus we may let X signify the number
n of failures in N tests. Then f(0) is the probability that there will
be no failure, f(1) the probability of one failure, and so on. The
probabilities of all the possible outcomes must add to one
 Discrete Random Variables
Probability Mass Function (PMF)

Where f(xi) = P(X=xi), i= 1,2,….6 is the Probability Mass

Function (PMF) for this situation. Also referred to as
discrete probability density function.
 Discrete Random Variables
Example

Probability distribution for bits in error Loadings at discrete points on a beam

 Discrete Random Variables
Cumulative Distribution Functions
• The function f(xn) is referred to as the probability mass function
(PMF) of the discrete random variable x.

• A second important function of the random variable is the

cumulative distribution function (CDF) defined by

the probability that the value of X will be less than or equal to

the value xn. Clearly, it is just the sum of probabilities:
 Discrete Random Variables
For example
 Discrete Random Variables
The Complementary Cumulative Distribution Function
(CCDF), defined by the probability that X > xn

It is related to the PMF by

where xN is the largest value for which f(xn) > 0.

i.e. X = x0, x1, x2, ..., xn, ..…., xN

 Discrete Random Variables
Mean And Variance of a Discrete Random Variable
 Discrete Random Variables
Two probability distributions can differ even though they have
identical means and variances
 Discrete Random Variables
Example
Discrete Random Variables
 Discrete Random Variables
EXAMPLE
 Discrete Random Variables
EXAMPLE ………..
 Continuous Random Variables
 It is necessary to consider how the probability of failure depends
on a variety of other variables that are continuous:
e.g. the duration of operation time, the strength of the system,
the magnitudes of stresses, and so on.
 If the repeated measurement of such variables is carried out,
however, the same value will not be obtained with each test.
These values are referred to as continuous random variables for
they cannot be described with certainty, but only with the
probability that they will take on values within some range.
 Continuous Random Variables

The classical Approach (or deterministic approach) based on a single

experiment or measurement value of strength or stress. Both stress and
strength are deterministic values. Implied assumption is that stress or
strength values will occur again and again if the experiment is repeated.
i.e. probability associated with strength or stress is 1.
 Continuous Random Variables

A random variable is a set of real numbers corresponding to the outcome of a

non-deterministic experiment.
 Continuous Random Variables
 Continuous random variables find extensive use in the design
and analysis engineering experiments. For example, survival
times, system loads and capacities, repair rates, and a variety of
other phenomena.
 A number of standardized probability distributions are employed
to model the behavior of Continuous Random Variables:
o Exponential Distribution
o Weibull Distribution
o Extreme Value Distribution
o Normal Distribution
o Lognormal Distribution
o Dirac Delta Distribution
 Continuous Random Variables
Probability Distribution Functions

We denote a continuous random variable with bold-faced type as x

and the values that x may take on are specified by x
P{x < x} = the probability that x has a value less than x
P{a < x < b} = the probability that x has a value between a and b

Two particular probabilities are most often used to describe a

continuous random variable:
 Cumulative Distribution Function (CDF)
 Probability density function (PDF)
 Continuous Random Variables
A probability density function f(x) can be used to describe the probability
distribution of a continuous random variable X

Probability determined from the area under f (x)

Density function of a
loading on a long, thin
beam
 Continuous Random Variables
A histogram is an approximation to a probability density function. For
each interval of the histogram, the area of the bar equals the relative
frequency (proportion) of the measurements in the interval. The relative
frequency is an estimate of the probability that a measurement falls in the
interval. Similarly, the area under f(x) over any interval equals the true
probability that a measurement falls in the interval.

Histogram approximates a probability density function

 Continuous Random Variables
Suppose that we allow x to take on any values

Then the CDF is just the integral of the PDF over all x ≤ x:

F (t )  f (t )t
 Continuous Random Variables
Complementary Cumulative Distribution Function (CCDF)
 Continuous Random Variables
EXAMPLE
 Continuous Random Variables
EXAMPLE
 Continuous Random Variables
EXAMPLE
 Continuous Random Variables

Nature of the variable should be understood, for example:

• time cannot be negative
• tolerance can be negative
In many situations we must deal with variables that are restricted
to a smaller domain.
For example, time is most often restricted to

Considering only positive values of time we have:

 Continuous Random Variables
R(0)  1

f (t ) F (t )
F (t )  f (t )t

t t

F (t )  f (t )t dF (t )
f (t ) 
dt
 Continuous Random Variables
EXAMPLE
 Continuous Random Variables
EXAMPLE

Cumulative distribution function

 Continuous Random Variables
EXAMPLE

Probability density function Cumulative distribution function

 Continuous Random Variables
Mean and Variance of a Continuous Random Variable
 Normal Distribution
 Undoubtedly, the most widely used model for the distribution of a
random variable is a normal distribution. Whenever a random
experiment is replicated, the random variable that equals the average
(or total) result over the replicates tends to have a normal distribution
as the number of replicates becomes large (first presented by De
Moivre, known as the central limit theorem, in 1733).

 100 years later, Gauss independently developed a normal distribution,

which is also referred to as a Gaussian distribution

Normal probability density functions for selected values of the parameters μ and σ2
Normal Distribution
 Normal Distribution
EXAMPLE

Probability that X > 13 for a

normal random variable with
μ =10 and σ2 = 4.
 Normal Distribution
Some useful results concerning a normal distribution are summarized below

Probabilities associated with a normal distribution

 Normal Distribution
When we use the normal distribution, it is often beneficial to make a change
of variables first in order to express F(x) in a standardized form. To this end,
we define the random variable z in terms of x by
Normal Distribution
 Normal Distribution

Assume Z is a standard normal random variable. Appendix Table provides

probabilities of the form

Read down the z column to the row that equals 1.5. The probability is read from the
adjacent column, labeled 0.00, to be 0.93319.
 Normal Distribution
Some examples
 Normal Distribution
Some examples
 Normal Distribution
Some examples
 Normal Distribution
The following summarizes the calculation of probabilities derived from normal
random variables

Determining the value of x to

meet a specified probability
Normal Distribution
Normal Distribution
 Normal Distribution
EXAMPLE
Normal Distribution
Normal Distribution
 Normal Distribution
EXAMPLE
Normal Distribution