Engineering Data Analysis 1

Notes on
Engineering Data Analysis
Notes on
by
Dennis Noel G. de Lara
2023-Mar-02 , 0653H
Silliman University
Philippines
1 Discrete Probability Distributions 2

1.1The Binomial Distribution . . . . . . . 2
1.2The Poisson Distribution . . . . . . . . 15
Dennis Noel G. de Lara 2023-Mar-02, 0653H Page 1 of 22

Notes on
Chapter 1
Discrete Probability Distributions
1.1 The Binomial Distribution

Consider an experiment that has the following
characteristics:
1. The experiment consists of a sequence of n

smaller experiments called trials, or
sub-experiments, where n is fixed in advance of
the experiment. A big experiment subdivided into
smaller experiments.
2. Each trial or sub-experiment can result in only
one of two possible outcomes, which we denote by
Success (S) or desirable outcomes, and Failure (F)
or undesirable outcomes.
3. The trials or sub-experiments are independent of
each other. This means that the outcome on a
particular trial does not influence the outcome of
any other trial.
4. The probability of success, p, is constant from one
trial to the next trial. Therefore, the probability
of failure q = (1 − p), is also constant from one trial
to the next trial.
An experiment for which conditions 1 to 4 are

satisfied is called a binomial experiment.
The binomial random variable X associated with a

binomial experiment consisting of n trials is defined
as:
X =number of successes for each experimental
outcome corresponding to the sequence of n trials
(1.1)

Notes on
Experiment 1: “Break” or “Not Break”. n = 1
Apply the same constant load to a single concrete

specimen. Find out if the specimen will “break” or
“not break”. Suppose, statistical studies have shown
that the probability of this specimen not breaking is
0.70.
Number of specimens/trials: n = 1
Possible Trial Outcomes:

Trial Outcome 1: Specimen will “break (F)”.
failure. undesirable outcome
Trial Outcome 2: Specimen will “not break (S)”.
success. desirable outcome
It is also possible that the desired trial outcome is to

break the specimen.
Trial Outcome Probability of F: q = 1 − p = 0.30

Trial Outcome Probability of S: p = 0.70
Possible Experimental Outcomes:

Trial 1 Experimental No. of S,
Probability
Outcome Outcome x
F F X (F) = 0 1 − p = 0.3
S S X (S) = 1 p = 0.7
Sample Space for the Experiment:

{F, S}
(1.2)
2n = 21 = 2 experimental outcomes in all
What is the probability that the experimental

outcome is F?
P (F) = 1 − p = (1 − p)1 = 0.3 (1.3)

outcome is S?
P (S) = p = p1 = 0.7 (1.4)

Notes on
Possible Outcomes for X:
X = No. of S Probability
X=1 p1 = 0.7
X=0 (1 − p)1 = 0.3
There are n + 1 = 2 possible outcomes for X.
What is the probability that 0 specimens will not

break, that is, that X = 0?
P (X = 0) = 1 − p = (1 − p)1 = 0.3 (1.5)
What is the probability that 1 specimen will not

P (X = 1) = p = p1 = 0.7 (1.6)
Find the expected value or the mean:

n
X
µ= (pi xi )
i=0
= p 0 x0 + p 1 x1
(1.7)
= (0.3) (0) + (0.7) (1)
µ = 0.7 = np = (1) (0.7)
Find the variance, with the assumption of a

population:
Xn h i
2 2
σ = pi (xi − x̄)
i=0
= p0 (x0 − µ)2 + p1 (x1 − µ)2
(1.8)
= (0.3) (0 − 0.7)2 + (0.7) (1 − 0.7)2
σ 2 = 0.21 = np (1 − p) = (1) (0.7) (0.3)
What is the equation for the probability

distribution/probability mass function (the
probability that exactly x specimens will not break,
that is, that X = x)?



 0.3 x = 0




P (X = x) = 0.7 x = 1 (1.9)






0 elsewhere

Notes on
Graph the probability distribution/probability mass

function.
What is the equation for the cumulative distribution

function (the probability that at most x specimens
will not break, that is, that X ≤ x)?



 0 x<0




CDF (X ≤ x) = 0.3 0 ≤ x < 1 (1.10)






1.0 1 ≤ x < ∞
Graph the cumulative distribution function.
What is the probability that at most 0 specimens will

not break, that is, that X ≤ 0?
P (X ≤ 0) = 0.3 (1.11)
What is the probability that at most 1 specimen will

P (X ≤ 1) = 0.3 + 0.7 = 1.0 (1.12)

Notes on
Apply the same constant load to 2 concrete

specimens, in sequence. Find out if the specimens
will “break” or “not break”. Suppose, statistical
studies have shown that the probability of a specimen
not breaking is 0.70.



Trial 1 Trial 2 Experimental No. of S,
Probability
Outcome Outcome Outcome x
F F FF X (FF) = 0 (1 − p)2 = 0.09
F S FS X (FS) = 1 (1 − p) p = 0.21
S F SF X (SF) = 1 p (1 − p) = 0.21
S S SS X (SS) = 2 p · p = p2 = 0.49

{FF, FS, SF, SS}
(1.13)

outcome is FF?
P (FF) = (1 − p)2 = 0.09 (1.14)

outcome is FS?
P (FS) = (1 − p) p = 0.21 (1.15)

outcome is SF?
P (SF) = (1 − p) p = 0.21 (1.16)
Notes on
outcome is SS?
P (SS) = p2 = 0.49 (1.17)

X=2 p2 = 0.49
X=1 2p (1 − p) = 0.42
X=0 (1 − p)2 = 0.09

P (X = 0) = (1 − p)2 = 0.09 (1.18)

P (X = 1) = (1 − p) p + p (1 − p) = 2p (1 − p) = 0.42 (1.19)

P (X = 2) = p2 = 0.49 (1.20)

n
X
µ= (pi xi )
i=0
= p 0 x 0 + p 1 x1 + p 2 x2
(1.21)
= (0.09) (0) + (0.42) (1) + (0.49) (2)
µ = 1.4 = np = (2) (0.7)

population:
Xn h i
2 2
σ = pi (xi − x̄)
i=0
= p0 (x0 − µ)2 + p1 (x1 − µ)2 + p2 (x2 − µ)2
= (0.09) (0 − 1.4)2 + (0.42) (1 − 1.4)2 + (0.49) (2 − 1.4)2
σ 2 = 0.42 = np (1 − p) = (2) (0.7) (0.3)

(1.22)
Notes on



0.09 x = 0





0.42 x = 1



P (X = x) = (1.23)

0.49 x = 2










0 elsewhere

function.




 0 x<0





0.09 0 ≤ x < 1



CDF (X ≤ x) = (1.24)

0.51 1 ≤ x < 2









1.00 2 ≤ x < ∞


P (X ≤ 0) = 0.09 (1.25)

P (X ≤ 1) = 0.09 + 0.42 = 0.51 (1.26)

P (X ≤ 2) = 0.09 + 0.42 + 0.49 = 1.0 (1.27)

Notes on
Apply the same constant load to 3 concrete

specimens, in sequence. Find out if the specimens
will “break” or “not break”. Suppose, statistical
studies have shown that the probability of a specimen
not breaking is 0.70.


Trial 1 Trial 2 Trial 3 Exper No. of S,
Probability
Outc Outc Outc Outcm x
F F F FFF X (FFF) = 0 (1 − p)3 = 0.027
F F S FFS X (FFS) = 1 (1 − p)2 p = 0.063
F S F FSF X (FSF) = 1 (1 − p) p (1 − p) = 0.063
F S S FSS X (FSS) = 2 (1 − p) p2 = 0.147
S F F SFF X (SFF) = 1 p(1 − p)2 = 0.063
S F S SFS X (SFS) = 2 p (1 − p) p = 0.147
S S F SSF X (SSF) = 2 p · p (1 − p) = 0.147
S S S SSS X (SSS) = 3 p3 = 0.343

{FFF, FFS, FSF, FSS, SFF, SFS, SSF, SSS}
(1.28)

outcome is FFF?
P (FFF) = (1 − p)3 = 0.027 (1.29)

outcome is FFS?
P (X = 1) = (1 − p)2 p = 0.063 (1.30)

Notes on
outcome is FSF?
P (X = 1) = (1 − p) p (1 − p) = 0.063 (1.31)

outcome is FSS?
P (X = 2) = (1 − p) p2 = 0.147 (1.32)

outcome is SFF?
P (X = 1) = p(1 − p)2 = 0.063 (1.33)

outcome is SFS?
P (X = 2) = p (1 − p) p = 0.147 (1.34)

outcome is SSF?
P (X = 2) = p2 (1 − p) = 0.147 (1.35)

outcome is SSS?
P (X = 3) = p3 = 0.343 (1.36)

X=3 p3 = 0.343
X=2 3p2 (1 − p) = 0.441
X=1 3p(1 − p)2 = 0.189
X=0 (1 − p)3 = 0.027

P (X = 0) = (1 − p)3 = 0.027 (1.37)

P (X = 1) = (1 − p)2 p+(1 − p) p (1 − p)+p(1 − p)2 = 3p(1 − p)2 = 0.189
(1.38)

Notes on
P (X = 2) = 3p2 (1 − p) = 0.441 (1.39)

P (X = 3) = p3 = 0.343 (1.40)
n
X
µ= (pi xi )
i=0
= p 0 x0 + p 1 x1 + p 2 x2 + p 3 x3
= (0.027) (0) + (0.189) (1) + (0.441) (2) + (0.343) (3)
µ = 2.1 = np = (3) (0.7)

(1.41)

population:
Xn h i
2 2
σ = pi (xi − x̄)
i=0
= p0 (x0 − µ)2 + p1 (x1 − µ)2 + p2 (x2 − µ)2 + p3 (x3 − µ)2
= (0.027) (0 − 2.1)2 + (0.189) (1 − 2.1)2 + (0.441) (2 − 2.1)2
+ (0.343) (3 − 2.1)2
σ 2 = 0.63 = np (1 − p) = (3) (0.7) (0.3)

(1.42)



 0.027 x = 0






0.189 x = 1









P (X = x) = 0.441 x = 2 (1.43)






0.343 x = 3










0 elsewhere

Notes on

function.



 0 x<0






0.027 0 ≤ x < 1









CDF (X ≤ x) = 0.216 1 ≤ x < 2 (1.44)






0.657 2 ≤ x < 3










1.000 3 ≤ x < ∞


P (X ≤ 0) = 0.027 (1.45)

P (X ≤ 1) = 0.027 + 0.189 = 0.216 (1.46)

P (X ≤ 2) = 0.027 + 0.189 + 0.441 = 0.657 (1.47)

P (X ≤ 3) = 0.027 + 0.189 + 0.441 + 0.343 = 1.0 (1.48)

Notes on
What is the probability that at least 0 specimens will
not break, that is, that X ≥ 0?
P (X ≥ 0) = 1.000 − 0 = 1.000 (1.49)
What is the probability that at least 1 specimen will

P (X ≥ 1) = 1.000 − 0.027 = 0.973 (1.50)

P (X ≥ 2) = 1.000 − 0.216 = 0.784 (1.51)

P (X ≥ 3) = 1.000 − 0.657 = 0.343 (1.52)
What is the probability that the number of

specimens that will not break is between 0 and 1
inclusive, that is, that 0 ≤ X ≤ 1?
P (0 ≤ X ≤ 1) = 0.027 + 0.189 = 0.216 (1.53)

specimens that will not break is between 0 and 3
exclusive, that is, that 0 < X < 3?
P (0 < X < 3) = 0.189 + 0.441 = 0.63 (1.54)

specimens that will not break is between 0 and 3 but
not including 3, that is, that 1 ≤ X < 3?
P (0 < X < 3) = 0.027 + 0.189 + 0.441 = 0.657 (1.55)

Notes on
Given n trials/specimens.
What is the probability that x specimens will not
break?

(n)! x n−x
 (x)! (n − x)! p (1 − p) x = 0, 1, 2, 3, · · · , n



P (X = x; n, p) =



0 elsewhere
(1.56)
This is the PMF of the Binomial Distribution.
Expected value, µ, and variance, σ 2 , of X of the

binomial distribution, assuming a population:
µ = np
(1.57)
σ 2 = np (1 − p)
This is the CDF of the Binomial Distribution.


 0 x<0






 ⌊x⌋
(n)!
X
n−i
CDF (X ≤ x; n, p) = pi (1 − p) x≥0


 i=0
(i)! (n − i)!






1 x→∞



 0 x<0





0

(n)!

 X
 i n−i

 p (1 − p) 0≤x<1
(i)! (n − i)!


i=0








 1

 X (n)! i n−i
p (1 − p) 1≤x<2


(i)! (n − i)!



 i=0

=
 2
 X (n)!
pi (1 − p)n−i

2≤x<3


−



 i=0
(i)! (n i)!
.. ..


. .




⌊x⌋



 X (n)! i n−i
p (1 − p) ⌊x⌋ < ⌊x⌋ + 1


−



 i=0
(i)! (n i)!
.. ..


. .





1 x→∞

(1.58)

Notes on
1.2 The Poisson Distribution

Experiment 4: “Weak” or “Not Weak”. n = 300
For a set of concrete specimens, a company exerts

every effort to ensure that the probability of finding
any single specimen being weak (low compressive
strength) is 0.01. Finding a weak specimen is
independent from one specimen to another. There
are 300 specimens in a given set of specimens.
Use the binomial distribution.
µ = np
= (300) (0.01) (1.59)
µ=3
On the average, you would find 3 specimens that are

weak in the 300-specimen set.

population:
σ 2 = np (1 − p)
= (300) (0.01) (1 − 0.01) (1.60)
σ 2 = 2.97
If the given set would be inspected in search of weak

specimens, what is the probability of finding exactly
0 weak specimens?
(n)!
P (X = x; n, p) = px (1 − p)n−x (1.61)
(x)! (n − x)!
(300)!
P (X = 0; 300, 0.01) = (0.01)0 (1 − 0.01)300−0
(0)! (300 − 0)!
P (X = 0; 300, 0.01) = 0.04904089 · · ·

(1.62)

Notes on
1 weak specimen?
(n)!
P (X = x; n, p) = px (1 − p)n−x (1.63)
(x)! (n − x)!
(300)!
P (X = 1; 300, 0.01) = (0.01)1 (1 − 0.01)300−1
(1)! (300 − 1)!
P (X = 1; 300, 0.01) = 0.14860876 · · ·

(1.64)

2 weak specimen?
(n)!
P (X = x; n, p) = px (1 − p)n−x (1.65)
(x)! (n − x)!
(300)!
P (X = 2; 300, 0.01) = (0.01)2 (1 − 0.01)300−2
(2)! (300 − 2)!
P (X = 2; 300, 0.01) = 0.22441425 · · ·

(1.66)

3 weak specimen?
(n)!
P (X = x; n, p) = px (1 − p)n−x (1.67)
(x)! (n − x)!
(300)!
P (X = 3; 300, 0.01) = (0.01)3 (1 − 0.01)300−3
(3)! (300 − 3)!
P (X = 3; 300, 0.01) = 0.22516985 · · ·

(1.68)

Notes on
4 weak specimen?
(n)!
P (X = x; n, p) = px (1 − p)n−x (1.69)
(x)! (n − x)!
(300)!
P (X = 4; 300, 0.01) = (0.01)4 (1 − 0.01)300−4
(4)! (300 − 4)!
P (X = 4; 300, 0.01) = 0.16887739 · · ·

(1.70)

5 weak specimens?
(n)!
P (X = x; n, p) = px (1 − p)n−x (1.71)
(x)! (n − x)!
(300)!
P (X = 5; 300, 0.01) = (0.01)5 (1 − 0.01)300−5
(5)! (300 − 5)!
P (X = 5; 300, 0.01) = 0.100985 · · ·

(1.72)

6 weak specimen?
(n)!
P (X = x; n, p) = px (1 − p)n−x (1.73)
(x)! (n − x)!
(300)!
P (X = 6; 300, 0.01) = (0.01)6 (1 − 0.01)300−6
(6)! (300 − 6)!
P (X = 6; 300, 0.01) = 0.05015261 · · ·

(1.74)

Notes on
Let’s try to calculate the probabilities using the
Poisson Distribution, using µ = np = 3.

0 weak specimens?
−µ µx
P (X = x; µ) = e (1.75)
(x)!
30
−3
P (X = 0; 3) = e
(0)!
(1.76)
P (X = 0; 3) = 0.04978706 · · ·

1 weak specimens?
−µ µx
P (X = x; µ) = e (1.77)
(x)!
31
−3
P (X = 1; 3) = e
(1)!
(1.78)
P (X = 1; 3) = 0.14936120 · · ·

2 weak specimens?
−µ µx
P (X = x; µ) = e (1.79)
(x)!
32
−3
P (X = 2; 3) = e
(2)!
(1.80)
P (X = 2; 3) = 0.22404180 · · ·

Notes on
3 weak specimens?
−µ µx
P (X = x; µ) = e (1.81)
(x)!
33
−3
P (X = 3; 3) = e
(3)!
(1.82)
P (X = 3; 3) = 0.22404180 · · ·

4 weak specimens?
−µ µx
P (X = x; µ) = e (1.83)
(x)!
34
−3
P (X = 4; 3) = e
(4)!
(1.84)
P (X = 4; 3) = 0.16803135 · · ·

5 weak specimens?
−µ µx
P (X = x; µ) = e (1.85)
(x)!
35
−3
P (X = 5; 3) = e
(5)!
(1.86)
P (X = 5; 3) = 0.10081881 · · ·

Notes on
6 weak specimens?
−µ µx
P (X = x; µ) = e (1.87)
(x)!
36
−3
P (X = 6; 3) = e
(6)!
(1.88)
P (X = 6; 3) = 0.05040940 · · ·
Compare the results for the Binomial Distribution

and the Poisson Distribution.
When n → ∞ and p → 0, and np → µ, the Binomial

distribution approaches the Poisson distribution.
Rule of Thumb: If n > 50 and np < 5, we can use the

Poisson Distribution to approximate the Binomial
Distribution.
Find the expected value or the mean for the Poisson

Distribution:
Expected value = µ (1.89)
Find the variance for the Poisson Distribution:
Variance = µ (1.90)

Notes on
Poisson Process
number of earthquakes for a given period of time
number of vehicles passing over a bridge per minute
number of people in a building per hour
number of reinforced concrete specimens

manufactured per day
In the Poisson process, we are interested in the

number of occurrence of an event per unit time. Or,
the probability that a certain number of occurrence
of an event will happen for a given period of time.
Binomial: probability of the number of occurrence of

an event
Poisson: probability of the number of occurrence of

an event for a given fixed period of time
k
−αt (αt)
P (t; α, k) = e (1.91)
(k)!
This is the probability that k events will occur for a

period of time t, where α is a constant of
proportionality which signifies the probability of
exactly one event as time becomes very small (an
“average” value).

Notes on
Example:
The number of vehicles passing over a bridge per

second is, on the average, 4. The number of vehicles
is a random variable with a Poisson Distribution. We
would like to find the probability of vehicles passing
through the bridge.
vehicles
α=4 (1.92)
second
What is the probability that exactly 6 vehicles will

pass through the bridge in 5 seconds?
k = 6 vehicle
(1.93)
t = 5 seconds
k
−αt (αt)
P (t; α, k) = e (1.94)
(k)!
· 5)6
−(4·5) (4
P (5; 4, 6) = e
(6)! (1.95)
P (5; 4, 6) = 0.0001832

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Notes on

Engineering Data Analysis

Dennis Noel G. de Lara

1 Discrete Probability Distributions 2

Dennis Noel G. de Lara 2023-Mar-02, 0653H Page 1 of 22

Discrete Probability Distributions

1.1 The Binomial Distribution

1. The experiment consists of a sequence of n

An experiment for which conditions 1 to 4 are

The binomial random variable X associated with a

Dennis Noel G. de Lara 2023-Mar-02, 0653H Page 2 of 22

Apply the same constant load to a single concrete

Possible Trial Outcomes:

It is also possible that the desired trial outcome is to

Trial Outcome Probability of F: q = 1 − p = 0.30

Possible Experimental Outcomes:

Sample Space for the Experiment:

What is the probability that the experimental

What is the probability that the experimental

Dennis Noel G. de Lara 2023-Mar-02, 0653H Page 3 of 22

What is the probability that 0 specimens will not

What is the probability that 1 specimen will not

Find the expected value or the mean:

µ = 0.7 = np = (1) (0.7)

Find the variance, with the assumption of a

σ 2 = 0.21 = np (1 − p) = (1) (0.7) (0.3)

What is the equation for the probability

Dennis Noel G. de Lara 2023-Mar-02, 0653H Page 4 of 22

Graph the probability distribution/probability mass

What is the equation for the cumulative distribution

Graph the cumulative distribution function.

What is the probability that at most 0 specimens will

What is the probability that at most 1 specimen will

Dennis Noel G. de Lara 2023-Mar-02, 0653H Page 5 of 22

Apply the same constant load to 2 concrete

Possible Trial Outcomes:

Trial Outcome Probability of F: q = 1 − p = 0.30

Possible Experimental Outcomes:

Sample Space for the Experiment:

What is the probability that the experimental

What is the probability that the experimental

What is the probability that the experimental

Possible Outcomes for X:

What is the probability that 0 specimens will not

What is the probability that 1 specimen will not

What is the probability that 2 specimens will not

Find the expected value or the mean:

µ = 1.4 = np = (2) (0.7)

Find the variance, with the assumption of a

σ 2 = 0.42 = np (1 − p) = (2) (0.7) (0.3)

Graph the probability distribution/probability mass

What is the equation for the cumulative distribution

Graph the cumulative distribution function.

What is the probability that at most 0 specimens will

What is the probability that at most 1 specimen will

What is the probability that at most 2 specimens will

Dennis Noel G. de Lara 2023-Mar-02, 0653H Page 8 of 22

Apply the same constant load to 3 concrete

Possible Trial Outcomes:

Trial Outcome Probability of F: q = 1 − p = 0.30

Sample Space for the Experiment:

What is the probability that the experimental

What is the probability that the experimental