MATH 236

Engineering Statistics
2022 - 2023 Fall
Course Objective: This course aims at providing
students skills on collecting, analyzing and
interpreting statistical data.

Instructor: Prof.Dr.G.Yazgı Tütüncü

Email: [email protected]

Text Book: Probability and Statistics for Engineers and ,

Scientists, Walpole R., Myers R., Myers S., Ye K., 9th edition
1
Section 6.4
Applications of
the Normal
Distribution

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Example

Lifetimes of batteries in a certain application are

Normally distributed with mean 50 hours and
standard deviation 5 hours.
Find the probability that a randomly chosen
battery lasts between 42 and 52 hours.
Example

A random variable has a Normal distribution with

variance 100. Find its mean if the probability that
it will take on a value less than 77.5 is 0.8264.
Example

Gauges are used to reject all components for

which a certain dimension is not within the
specification 1.50±d. It is known that this
measurement is Normally distributed with mean
1.50 and standard deviation 0.2. Determine the
value d such that the specifications cover 95% of
the measurements.
Chapter 8
Fundamental
Sampling
Distributions
and Data
Descriptions

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Section 8.1
Random
Sampling

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Definition 8.1

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Definition 8.2

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Definition 8.3

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Section 8.2
Some Important
Statistics

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Definition 8.4

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Copyright © 2017 Pearson Education, Ltd. All rights reserved. 8 - 14
Theorem 8.1

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Proof

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Copyright © 2017 Pearson Education, Ltd. All rights reserved. 8 - 17
Section 8.3
Sampling
Distributions

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Definition 8.5

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Section 8.4
Sampling
Distribution of
Means and the
Central Limit
Theorem

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Recall Theorem 7.11

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Theorem 8.2

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Figure 8.1 Illustration of the Central
_
Limit Theorem (distribution of X for
n = 1, moderate n, and large n)

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Copyright © 2017 Pearson Education, Ltd. All rights reserved. 8 - 26
Figure 8.2 Area for Example 8.4

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 Developing a
Sampling Distribution

• Assume there is a population …

D
A B C
• Population size N=4
• Random variable, X,
is age of individuals
• Values of X:
18, 20, 22, 24 (years)
 Developing a
Sampling Distribution
(continued)
Summary Measures for the Population Distribution:

μ
 X i P(x)
N
.25
18  20  22  24
 21
4
0

σ
 (X i  μ) 2

2.236
18
A B
20
C
22
D
24 x
N
Uniform Distribution
 Developing a
Sampling Distribution
Now consider all possible samples of size n = 2
1st 2nd Observation 16 Sample
Obs 18 20 22 24 Means
18 18,18 18,20 18,22 18,24
1st 2nd Observation
20 20,18 20,20 20,22 20,24 Obs 18 20 22 24
22 22,18 22,20 22,22 22,24 18 18 19 20 21
24 24,18 24,20 24,22 24,24 20 19 20 21 22
16 possible 22 20 21 22 23
samples (sampling
with replacement)
24 21 22 23 24
 Developing a
Sampling Distribution
Sampling Distribution of All Sample
Means
16 Sample Means Sample Means
Distribution
1st 2nd Observation _
Obs 18 20 22 24 P(X)
.3
18 18 19 20 21
.2
20 19 20 21 22
.1
22 20 21 22 23
0 _
24 21 22 23 24 18 19 20 21 22 23 24 X
(no longer
 Developing a
Sampling Distribution
(continued)
Summary Measures of this Sampling
Distribution:

E(X) 
 Xi 18  19  21   24
 21 μ
N 16

σX 
 ( X i  μ) 2

N
(18 - 21)2  (19 - 21)2    (24 - 21)2
 1.58
16
 Comparing the Population
with its Sampling Distribution
Population Sample Means
N=4 Distribution
μ 21 σ 2.236 n=2
_ μ X 21 σ X 1.58
P(X) P(X)
.3 .3

.2 .2

.1 .1

0
18 20 22 24 X
0
18 19 20 21 22 23 24
_
X
A B C D
Expected Value of Sample
Mean
• Let X1, X2, . . . Xn represent a random sample from a
population

• The sample mean value of these observations is defined

as

1 n
X   Xi
n i1
Standard Error of the Mean
• Different samples of the same size from the same
population will yield different sample means
• A measure of the variability in the mean from sample to
sample is given by the Standard Error of the Mean:

σ
σX 
n
• Note that the standard error of the mean decreases as the
sample size increases
If the Population is Normal

• If a population is normal with mean μ and

standard deviation σ, the sampling distribution
of X is also normally distributed with
σ
μ X μ σX 
and
n
Z-value for Sampling Distribution
of the Mean

• Z-value for the sampling distribution of X

(X  μ) (X  μ)
Z 
σX σ
n
 If the Population is not Normal
• We can apply the Central Limit Theorem:

– Even if the population is not normal,

– …sample means from the population will be
approximately normal as long as the sample size
is large enough.
– Properties of the sampling distribution:

and
σ
μ x μ σx 
n
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Figure 8.3 Area for Case Study
8.1

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Figure 8.4 Area for Example 8.5

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