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Page i
Statistics
for Engineers
and Scientists
Fifth Edition
William Navidi
Colorado School of Mines
Page ii
Published by McGraw-Hill Education, 2 Penn Plaza, New York, NY 10121. Copyright © 2020 by McGraw-Hill
Education. All rights reserved. Printed in the United States of America. Previous editions © 2015, 2011, and 2008.
No part of this publication may be reproduced or distributed in any form or by any means, or stored in a database
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mheducation.com/highered
To Catherine, Sarah, and Thomas Page iii
Page iv
ABOUT THE AUTHOR
William Navidi is Professor of Applied Mathematics and Statistics at the Colorado School of
Mines. He received his B.A. degree in mathematics from New College, his M.A. in mathematics
from Michigan State University, and his Ph.D. in statistics from the University of California at
Berkeley. Professor Navidi has authored more than 70 research papers both in statistical theory
and in a wide variety of applications including computer networks, epidemiology, molecular
biology, chemical engineering, and geophysics.
Page v
BRIEF CONTENTS
Preface xi
1 Sampling and Descriptive Statistics 1
2 Probability 48
3 Propagation of Error 164
4 Commonly Used Distributions 200
5 Confidence Intervals 323
6 Hypothesis Testing 402
7 Correlation and Simple Linear Regression 514
8 Multiple Regression 603
9 Factorial Experiments 669
10 Statistical Quality Control 772
Appendix A: Tables 811
Appendix B: Partial Derivatives 836
Appendix C: Bibliography 838
Answers to Odd-Numbered Exercises 841
Index 912
Page vii
CONTENTS
Preface xi
Chapter 1
Sampling and Descriptive Statistics 1
Introduction 1
1.1 Sampling 3
1.2 Summary Statistics 13
1.3 Graphical Summaries 25
Chapter 2
Probability 48
Introduction 48
2.1 Basic Ideas 48
2.2 Counting Methods 62
2.3 Conditional Probability and Independence 69
2.4 Random Variables 90
2.5 Linear Functions of Random Variables 116
2.6 Jointly Distributed Random Variables 127
Chapter 3
Propagation of Error 164
Introduction 164
3.1 Measurement Error 164
3.2 Linear Combinations of Measurements 170
3.3 Uncertainties for Functions of One Measurement 180
3.4 Uncertainties for Functions of Several Measurements 186
Chapter 4
Commonly Used Distributions 200
Introduction 200
4.1 The Bernoulli Distribution 200
4.2 The Binomial Distribution 203
4.3 The Poisson Distribution 215
4.4 Some Other Discrete Distributions 230
4.5 The Normal Distribution 241
4.6 The Lognormal Distribution 256
4.7 The Exponential Distribution 262
4.8 Some Other Continuous Distributions 272
4.9 Some Principles of Point Estimation 280
4.10 Probability Plots 285
4.11 The Central Limit Theorem 290
4.12 Simulation 303
Chapter 5
Confidence Intervals 323
Introduction 323
5.1 Large-Sample Confidence Intervals for a Population Mean 324
5.2 Confidence Intervals for Proportions 339
5.3 Small-Sample Confidence Intervals for a Population Mean 345
5.4 Confidence Intervals for the Difference Between Two Means 355
5.5 Confidence Intervals for the Difference Between Two Proportions 359
5.6 Small-Sample Confidence Intervals for the Difference Between Two Means Page viii
364
5.7 Confidence Intervals with Paired Data 371
5.8 Confidence Intervals for the Variance and Standard Deviation of a Normal Population
376
5.9 Prediction Intervals and Tolerance Intervals 381
5.10 Using Simulation to Construct Confidence Intervals 385
Chapter 6
Hypothesis Testing 402
Introduction 402
6.1 Large-Sample Tests for a Population Mean 402
6.2 Drawing Conclusions from the Results of Hypothesis Tests 412
6.3 Tests for a Population Proportion 420
6.4 Small-Sample Tests for a Population Mean 425
6.5 Large-Sample Tests for the Difference Between Two Means 431
6.6 Tests for the Difference Between Two Proportions 437
6.7 Small-Sample Tests for the Difference Between Two Means 443
6.8 Tests with Paired Data 452
6.9 Distribution-Free Tests 458
6.10 Tests with Categorical Data 467
6.11 Tests for Variances of Normal Populations 477
6.12 Fixed-Level Testing 483
6.13 Power 488
6.14 Multiple Tests 497
6.15 Using Simulation to Perform Hypothesis Tests 501
Chapter 7
Correlation and Simple Linear Regression 514
Introduction 514
7.1 Correlation 514
7.2 The Least-Squares Line 532
7.3 Uncertainties in the Least-Squares Coefficients 549
7.4 Checking Assumptions and Transforming Data 570
Chapter 8
Multiple Regression 603
Introduction 603
8.1 The Multiple Regression Model 603
8.2 Confounding and Collinearity 621
8.3 Model Selection 630
Chapter 9
Factorial Experiments 669
Introduction 669
9.1 One-Factor Experiments 669
9.2 Pairwise Comparisons in One-Factor Experiments 694
9.3 Two-Factor Experiments 707
9.4 Randomized Complete Block Designs 732
9.5 2P Factorial Experiments 742
Page ix
Chapter 10
Statistical Quality Control 772
Introduction 772
10.1 Basic Ideas 772
10.2 Control Charts for Variables 775
10.3 Control Charts for Attributes 795
10.4 The CUSUM Chart 800
10.5 Process Capability 804
MATHEMATICAL LEVEL
Most of the book will be mathematically accessible to those whose background includes one
semester of calculus. The exceptions are multivariate propagation of error, which requires partial
derivatives, and joint probability distributions, which require multiple integration. These topics
may be skipped on first reading, if desired. Page xii
COMPUTER USE
Over the past 40 years, the development of fast and cheap computing has revolutionized
statistical practice; indeed, this is one of the main reasons that statistical methods have been
penetrating ever more deeply into scientific work. Scientists and engineers today must not only
be adept with computer software packages, they must also have the skill to draw conclusions
from computer output and to state those conclusions in words. Accordingly, the book contains
exercises and examples that involve interpreting, as well as generating, computer output,
especially in the chapters on linear models and factorial experiments. Many statistical software
packages are available for instructors who wish to integrate their use into their courses, and this
book can be used effectively with any of these packages.
The modern availability of computers and statistical software has produced an important
educational benefit as well, by making simulation methods accessible to introductory students.
Simulation makes the fundamental principles of statistics come alive. The material on simulation
presented here is designed to reinforce some basic statistical ideas, and to introduce students to
some of the uses of this powerful tool.
CONTENT
Chapter 1 covers sampling and descriptive statistics. The reason that statistical methods work is
that samples, when properly drawn, are likely to resemble their populations. Therefore Chapter 1
begins by describing some ways to draw valid samples. The second part of the chapter discusses
descriptive statistics.
Chapter 2 is about probability. There is a wide divergence in preferences of instructors
regarding how much and how deeply to cover this subject. Accordingly, I have tried to make this
chapter as flexible as possible. The major results are derived from axioms, with proofs given for
most of them. This should enable instructors to take a mathematically rigorous approach. On the
other hand, I have attempted to illustrate each result with an example or two, in a scientific
context where possible, that is designed to present the intuition behind the result. Instructors who
prefer a more informal approach may therefore focus on the examples rather than the proofs.
Chapter 3 covers propagation of error, which is sometimes called “error analysis” or, by
statisticians, “the delta method.” The coverage is more extensive than in most texts, but because
the topic is so important to many engineers I thought it was worthwhile. The presentation is
designed to enable instructors to adjust the amount of coverage to fit the needs of of the course.
In particular, Sections 3.2 through 3.4 can be omitted without loss of continuity.
Chapter 4 presents many of the probability distribution functions commonly used in
practice. Point estimation, probability plots and the Central Limit Theorem are also covered. The
final section introduces simulation methods to assess normality assumptions, compute
probabilities, and estimate bias. Page xiii
Chapters 5 and 6 cover confidence intervals and hypothesis testing, respectively.
The P-value approach to hypothesis testing is emphasized, but fixed-level testing and power
calculations are also covered. The multiple testing problem is covered in some depth. Simulation
methods to compute confidence intervals and to test hypotheses are introduced as well.
Chapter 7 covers correlation and simple linear regression. I have worked hard to emphasize
that linear models are appropriate only when the relationship between the variables is linear. This
point is all the more important since it is often overlooked in practice by engineers and scientists
(not to mention statisticians). It is not hard to find in the scientific literature straight-line fits and
correlation coefficient summaries for plots that show obvious curvature or for which the slope of
the line is determined by a few influential points. Therefore this chapter includes a lengthy
section on checking model assumptions and transforming variables.
Chapter 8 covers multiple regression. Model selection methods are given particular
emphasis, because choosing the variables to include in a model is an essential step in many real-
life analyses. The topic of confounding is given careful treatment as well.
Chapter 9 discusses some commonly used experimental designs and the methods by which
their data are analyzed. One-way and two-way analysis of variance methods, along with
randomized complete block designs and 2p factorial designs, are covered fairly extensively.
Chapter 10 presents the topic of statistical quality control, discussing control charts,
CUSUM charts, and process capability; and concluding with a brief discussion of sixsigma
quality.
RECOMMENDED COVERAGE
The book contains enough material for a year-long course. For a one-semester course, there are a
number of options. In our three-hour course at the Colorado School of Mines, we cover all of the
first four chapters, except for joint distributions, the more theoretical aspects of point estimation,
and the exponential, gamma, and Weibull distributions. We then cover the material on
confidence intervals and hypothesis testing in Chapters 5 and 6, going quickly over the Page xiv
two-sample methods and power calculations and omitting distribution-free methods and
the chi-square and F tests. We finish by covering as much of the material on correlation and
simple linear regression in Chapter 7 as time permits.
A course with a somewhat different emphasis can be fashioned by including more material
on probability, spending more time on two-sample methods and power, and reducing coverage of
propagation of error, simulation, or regression. Many other options are available; for example,
one may choose to include material on factorial experiments in place of some of the preceding
topics.
INSTRUCTOR RESOURCES
The following resources are available on the book website www.mhhe.com/navidi.
• Solutions Manual
• PowerPoint Lecture Notes
• Suggested Syllabi
ACKNOWLEDGMENTS
I am indebted to many people for contributions at every stage of development. I received
valuable suggestions from my colleagues Barbara Moskal, Gus Greivel, Ashlyn Munson, and
Melissa Laeser at the Colorado School of Mines. Mike Colagrosso developed some excellent
applets, and Lesley Strawderman developed PowerPoint slides to supplement the text. I am
particularly grateful to Jack Miller of the University of Michigan, who has corrected many errors
and made many valuable suggestions for improvement.
The staff at McGraw-Hill has been extremely capable and supportive. In particular, I would
like to express my thanks to Product Developer Tina Bower, Content Project Manager Jeni
McAtee, and Senior Portfolio Manager Thomas Scaife for their patience and guidance in the
preparation of this edition.
William Navidi
Key Features
Page xv
Content Overview
This book allows flexible coverage because there are many ways to design a successful
introductory statistics course.
FOR INSTRUCTORS
You’re in the driver’s seat.
Want to build your own course? No problem. Prefer to use our turnkey, prebuilt course? Easy.
Want to make changes throughout the semester? Sure. And you’ll save time with Connect’s
auto-grading too.
They’ll thank you for it.
Adaptive study resources like SmartBook® help your students be better prepared in less time.
You can transform your class time from dull definitions to dynamic debates. Hear from your
peers about the benefits of Connect at www.mheducation.com/highered/connect
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