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Chapter 1 Role of Probability in Engineering and Science

This document provides an overview of a course on probability and statistics. The course aims to provide fundamental concepts of probability theory and introduce statistics and random processes with an emphasis on engineering applications. The course outline covers topics like probability distributions, parameter estimation, hypothesis testing, and regression. Examples discussed include the Monty Hall problem, Venn diagrams, six sigma quality control, and modeling battery life data with a normal distribution.

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Assimi Dembélé
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14 views

Chapter 1 Role of Probability in Engineering and Science

This document provides an overview of a course on probability and statistics. The course aims to provide fundamental concepts of probability theory and introduce statistics and random processes with an emphasis on engineering applications. The course outline covers topics like probability distributions, parameter estimation, hypothesis testing, and regression. Examples discussed include the Monty Hall problem, Venn diagrams, six sigma quality control, and modeling battery life data with a normal distribution.

Uploaded by

Assimi Dembélé
Copyright
© © All Rights Reserved
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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Probability and Statistics

Dar-Yun Chiang
Department of Aeronautics and Astronautics
National Cheng Kung University
August 2023
Course Objective

To provide students with fundamental


concepts and modeling methods of the
theory of probability and an introduction
to statistics and random processes, with
an emphasis on engineering applications.
Course Outline

1. Role of Probability in Engineering and Science


2. Basic Probability Concepts
3. Random Variables and Mathematical Expectation
4. Probability Distributions
5. Functions of Random Variables
6. Sampling Distributions
7. Parameter Estimation
8. Hypothesis Testing
9. Regression and Correlation
Monty Hall Problem
 Monty Hall was the host of a show called "Let's Make a Deal."
Suppose you're on a game show, and you're given the choice of
three doors: Behind one door is a car; behind the others, goats.
You pick a door, say No. 1, and the
host, who knows what's behind the
doors, opens another door, say No. 3,
which has a goat. He then says to you,
“Do you want to pick door No. 2?”
Is it to your advantage to switch
your choice?
The Solution
Venn Diagram

A Venn diagram is a diagram that shows all possible


logical relations between a finite collection of sets.

They are used to teach elementary set theory, as well as


illustrate simple set relationships in probability &
statistics.
Chapter 1 Role of Probability in
Engineering and Science
What is 6?

 Six Sigma signifies a highly disciplined (quality control)


process that helps us focus on developing and delivering
near-perfect products and services.
 The word “Sigma” is a statistical term that measures how
far a given process deviates from perfection.

 To achieve Six Sigma Quality, a process must produce


no more than 3.4 defects per million products.
Bollinger Bands
Contents

 1-1. Introduction
 1-2. Uncertainty in Real World
 1-3. Design and Decision-Making under Uncertainty
 1-4. Statistical Modeling and Inference
1-1 Introduction
 Probability theory is a branch of mathematics that is
concerned with random phenomena and has successful
applications to many areas in the physical, biological, and
social sciences, in engineering, and in the business world.
 Probability : Relative frequency of occurrence of an
outcome in a random experiment; Subjective plausibility
(degree of belief) assigned to any statement.
(Physical probability vs. Subjective probability)
- What’s the probability of tossing a die showing 6?
- What’s the probability that tomorrow is a sunny day?
- What’s the probability that the economy decays next year?
Many real world problems involve natural processes and
phenomena that are inherently random (happening by
chance, unpredictable), and so the solutions must be
made under conditions of uncertainty and variation.

Examples: Tossing a die, Battery life, Daily rainfall intensity,


Lottery, Poker game, AlphaGo, …
1-2 Uncertainty in Real World
 Random phenomena are characterized by observations
that are unpredictably different from one experiment to
another (even under apparently identical conditions).
1-3 Design and Decision-Making
under Uncertainty
 Consider the design of a structure against earthquakes.

 Since the maximum load during an earthquake is


random and the occurrence of earthquakes in a region
is also unpredictable, how do we design a safe
structure with sufficient strength?
 “How safe is safe enough?!” –
a question that theoretically requires the consideration
of risk or probability of failure (reliability analysis).
1-4 Statistical Modeling and Inference

 A statistical model is usually postulated to describe the


observation data. Estimation of parameters of a model
also requires statistical analysis.

Relative frequency histogram


Normal distribution
0.4
Relative Frequency

0.3

0.2

0.1

0
1.7 2.2 2.7 3.2 3.7 4.2 4.7
Battery Life (years)
 Statistics
Analysis of data for estimation, evaluation and making
decision in the face of uncertainty and variation.
 Descriptive statistic vs. Inferential statistics
 Statistical inference is the process of drawing conclusions
from random data, rather than just summarizing the data.
 Roles of probability and statistics:
Risk assessment, Reliability analysis
Engineering estimation, Evaluation and decision

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