IES302: Engineering Statistics

Synopsis

This course introduces the principles of probability and statistics to undergraduate students. The first part will focus on probability concepts including fundamentals of probability, events, conditional probability, discrete and continuous random variables, probability density function. The second part of the course will focus on applied statistics. The topics to be covered include sampling distributions, hypothesis testing, and regression analysis.

Announcements

• Information regarding the final exam
  • Date: 10 Apr 2012
    
  • TIME: 13:30 - 16:30
    
  • ROOM: BKD 3506 and 3507
  • 15 Pages: 1 (Cover) + 12 + 2 (Tables)
  • 11 Questions.
  • Closed book. Closed notes.
  • Basic calculator, e.g. FX-991MS, allowed
  • One A4 sheet allowed.
    • You can use both sides.
    • Must be hand-written.
    • No small pieces of paper notes glued/attached on top of it.
    • Indicate your name and id on the upper right corner of the sheet.
    • Submit your formula sheet with your final exam. (You can get it back from me next semester.)
  • Cover page
  • Cover all the materials that we discussed in class and practice in the HWs.
    • Strong focus on the materials that haven’t been on the midterm.
    • Strong focus on the problems that are in the HWs (5, 6, 7) and Quizzes (2, 3).
    • Combined post-midterm annotated notes
    • All post-midterm OneNote Notes
    • Approximately 25% on Section 9
    • Approximately 5% on the "best fit" concepts (HW5Q3 and Section 15)
    • Approximately 30% on Section 10
    • Approximately 15% on Section 11-12
    • Approximately 20% on Section 13
    • Approximately 5% on Section 14
  • Score distribution: Mean = 76.4, STD = 16.8. Send email request to the instructor if you want to know your own raw score.
• Information regarding the midterm exam
  • Date: 24 Feb 2012
    
  • TIME: 09:00 - 12:00
    
  • ROOM: BKD 3207
  • Cover page
  • 9 Pages, 9 Problems
  • Closed book. Closed notes. No cheat/study sheet.
  • Basic calculator allowed
  • Coverage:
    • Lectures part I.1 - I.5
      • Combined Lecture Materials
      • Review
    • HW1-HW4
    • Approximately 15% on Section 1-4
    • Approximately 10% on Section 5
    • Approximately 35% on Section 6
    • Approximately 35% on Section 7-8
  • Results:
    • The leftmost column contains the last three digits of your student IDs
    • Mean = 65, Std = 25
• Welcome to IES302! Feel free to look around this site. [Posted @ 5PM on Jan 5]

General Information

• Instructor: Dr. Prapun Suksompong (prapun@siit.tu.ac.th)
  • Office: BKD3601-7
• Office Hours
• Room: BKD3601-7
• Time:
  • Wednesday: 15:30-16:30
  • Friday: 9:30-10:30
• Please feel free to ask any question or express any concern after class.
• Course Syllabus [Last updated at 8PM on Jan 10]
• Class information
  
• Textbook: Douglas C. Montgomery and George C. Runger, Applied Statistics and Probability for Engineers, 5 edition, June 2010
  • Student Companion Site
• References
• Douglas C. Montgomery, George C. Runger, and Norma Faris Hubele, Engineering Statistics, Fifth Edition, Wiley, 2011
• A first course in probability / Sheldon Ross. Call No. QA273 R83 2002
  • A first course in probability / Sheldon Ross. Call No. QA273 R83 1976
• Random signals for engineers using MATLAB and Mathcad / Richard C. Jaffe. Call No. TK5102.9 J34 2000
• Probability theory and its applications, an introduction to / William Feller Call No. QA273 F37 1966
• Free textbooks
  • Introduction to Probability by Charles M. Grinstead and J. Laurie Snell
• Leonard Mlodinow. The Drunkard's Walk: How Randomness Rules Our Lives. Pantheon; 8th Printing edition, 2008.
• Peter Olofsson. Probabilities: The Little Numbers That Rule Our Lives. Wiley, 2006.
• Henk Tijms. Understanding Probability: Chance Rules in Everyday Life. Cambridge University Press, 2 edition, August 2007.
• MATLAB Primer, 8th edition T. A. Davis. CRC Press, 2010.

Handouts and Course Material

• Slides: Course Organiztion and Introduction [Posted at 4PM on Jan 11]
• Part I.1 Section 1-4[Posted at 10PM on Jan 10; Updated at 9AM on Jan 11]
  • Commented version [Posted at 4PM on Jan 11; Updated @ 2PM on Jan 21]
  • Slides [Posted at 5PM on Jan 18]
• Part I.2 Section 5-6.1 [Posted @ 11AM on Jan 18]
  • Commented version [Posted @ 2PM on Jan 21; Updated @ 5PM on Feb 1]
  • Slides for Section 5 [Posted @ 4PM on Jan 25]
  • Slides for Section 6.1 [Posted @ 3PM on Jan 27]
• Part I.3 Section 6.2-6.3 [Posted @ 10PM on Jan 25]
  • Commented version [Posted @ 3PM on Jan 27; Updated @ 10PM on Feb 4]
  • Slides for Section 6.2 [Posted @ 3PM on Jan 27]
• Part I.4 Section 7-8.3 [Posted @ 10:30PM on Jan 31; Updated @ 9:30AM on Feb 1]
  • Annotated version [Posted @ 10PM on Feb 4; Updated @ 10PM on Feb 10]
• Part I.5 Section 8.4-8.7 [Posted @ 11AM on Feb 8]
  • Annotated version [Posted @ 7PM on Feb 15; Updated @ 5PM on Feb 17]
  • Solution for Quiz 1 [Posted @ 7PM on Feb 15]
  • Slides for Section 8 [Posted @ 5PM on Feb 17]
• Review [Posted @5PM on Feb 1; Updated @5PM on Feb 17]
• Part I.6 Section 9 [Posted @ 11AM on Feb 15]
  • Annotated version [Posted @ 9PM on Feb 29; Updated @ 3PM on Mar 2]
  • Extra examples
  • Extra Note on Least Square
• Part I.7 Section 10.1-10.4 [Posted @ 11PM on Mar 1]
  • Annotated version [Posted @ 10PM on Mar 11, Updated @6PM on Mar 15]
  • Table: Cumulative Standard Normal Distribution
    • Annotated version [Posted @ 9AM on Mar 16]
  • Quiz 2: Solution
• Part II.1 Section 11 [Posted @ 11AM on Mar 14]
  • Annotated version [Posted @ 11PM on Mar 18]
• Part II.2 Section 12 [Posted @ 11PM on Mar 15]
  • No annotated version
  • Quiz 3: Solution
• Part II.3 Section 13.1 [Posted @ 1PM on Mar 21]
  • Annotated version [Posted @ 12AM on Mar 26]
• Part II.4 Section 13.2 and 14.0 [Posted @ 11PM on Mar 22]
  • Annotated version [Posted @ 12AM on Mar 26; Updated @ 11AM on Apr 2]
• Part II.5 Section 14.1-15 [Posted @ 11AM on Mar 28]
  • Annotated version [Posted @ 11AM on Apr 2]

Problem Set

1. HW 1 (Due: Feb 1)
   • Solution
2. HW 2 (Due: Feb 8)
   • Solution
3. HW 3 (Due: Feb 15)
   • Solution
4. HW 4 (Not Due)
   • Solution
5. Self-evaluation form (Due: Mar 2)
6. HW 5 (Due Mar 16)
   • Tutorial: If you are having trouble working on the problems in this HW, here are two examples with solutions. The explanation of the solutions is provided via this video for the first example and this video for the second example. You can also download the Excel file that I used in the solution. Those who are familiar with MATLAB may prefer this .m file.
   • Solution
   • Excel file (and MATLAB file) for the solution
7. HW6 (Due Mar 28)
   • Solution
8. HW7 (Not Due)
   • Solution
9. Self-evaluation form (2) (Due: Apr 10)

Calendar

Reading Assignment

Misc. Links

• Quotations about Statistics
• Video: Statistics - Dream Job of the next decade
• Simulation: Coin Flipping (EJS). You must have JAVA RUNTIME ENVIRONMENT installed to run this simulation.
• Video: Probability 101
• Microsoft Excel
  • Probability and Statistics in Microsoft Excel
  • Using Microsoft Excel for Probability and Statistics
  • Excel For Statistical Data Analysis
• More information about Monty Hall Problem
  • Interactive
  • Video: The Monty Hall Problem Explained
• Video: The Monty Hall Problem
• Video: Monty Hall Problem: Numb3rs and 21 [Updated @ 10 PM on Jan 15]
• Paper: Monty Hall, Monty Fall, Monty Crawl
• Video: It *could* just be coincidence
• MV: Bill Nye the Science Guy - "50 Fifty"
• Coin Tosses Not as Neutral As You Think
  • Paper: Dynamical Bias in the Coin Toss
• Video: Chevalier de Mere's Scandal of Arithmetic
• Free educational software: Orstat2000
  • Originally developed to promote probability and operations research in the senior forms of Dutch high schools (and early college).
  • Contain modules for coin-tossing, central limit theorem, etc.
• Probability review from MATH REVIEW for Practicing to Take the GRE General Test
• Video: Mlodinow’s talk @ Google
• Paper: Quantum minds: Why we think like quarks
• Video: The Binomial Distribution / Binomial Probability Function
• Video: The Poisson Distribution
• If you want to experience probability theory at a more advance level, one standard textbook that you can refer to is "Probability: Theory and Examples" by Prof. Durrett. Currently, the 4th edition of the textbook is available online.
• Paper: Cheung, Y. L. "Why Poker is Played with Five Cards." Math. Gaz. 73, 313-315, 1989.
• Video: Peter Donnelly shows how stats fool juries (same clip on youtube)
• Video: Lies, damned lies and statistics (about TEDTalks): Sebastian Wernicke on TED.com
• The Median Isn't the Message by Stephen Jay Gould
• Video: Daniel Kahneman: The riddle of experience vs. memory
  • Happiness Can Be Bought For About $60,000 Per Year
• Book: You Are Not So Smart: Why You Have Too Many Friends on Facebook, Why Your Memory Is Mostly Fiction, and 46 Other Ways You're Deluding Yourself
  • Blog: You Are Not So Smart
  • The Texas Sharpshooter Fallacy (Chapter 5 in the book above): "You tend to ignore random chance when the results seem meaningful or when you want a random event to have a meaningful cause."
• NIST/SEMATECH e-Handbook of Statistical Methods
• Google Calculator (Cheat Sheet)
• Sometimes the easiest way to get information on a counting problem is to compute a few small values of a function, then look for a match at the sequence server; if you find a hit, you can sometimes get citations to the literature.
• Prapun's Notes on Probability Theory (Cornell Version)
• Learn the Greek Alphabet in less than 10 minutes
• The Greek Alphabet Song