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Modeling and Analysis of Uncertainty (ENGR 2600) Spring 2015 Syllabus

Credit Hours: 3
INSTRUCTOR
William J. Foley, Ph.D., P.E, Industrial and Systems Engineering. Office location is CII 5211. Office Phone: 276-6837.
E-mail: foleyw@rpi.edu. New appointment calendar placed on office door weekly with available consultation times.
Place your name in an open slot to reserve the time. A good faith effort will be extended to honor the appointment time.
Course TA: See LMS for updated information.
REQUIRED TEXT AND SUPPLIES
Text Option 1. The required text is Probability and Statistics for Engineering and the Sciences 8th ed. by Jay L. Devore,
Brooks/ Cole, Cengage Learning, 2012. This book is available in print form from the Rensselaer Union Bookstore
packaged with the class required software.
Text Option 2. The text is also available in e-book form through WebAssign for a fee.
Text Option 3. Used texts are available both on and off campus. If you purchase a used text, the required software may not
be included.
Required Software: Minitab Version 14 Student Edition. The software is bundled with your textbook at the RPI Bookstore, or
you can rent it directly at http://www.onthehub.com/minitab/ (NOTE: Only version 17 is available online here, there may be
subtle command differences from version 14 used in the classroom). We will use Minitab almost all the time, so assume you
need it unless explicitly told otherwise. A free use is available for 30 days and that almost makes the whole term but not
quite.
Non-Text Resources: MAU uses Rensselaers LMS for posting the syllabus, project assignments,
recorded grades, and datasets used in the course from both the author and the course instructors.
This site will be updated with new material occasionally during the short summer session so check
back for updates.
COURSE DESCRIPTION
The course covers the appreciation and understanding of uncertainties and the conditions under which they occur, within
the context of the engineering problem-solving pedagogy of measurements, models, validation, and analysis. Problems
and concerns in the areas of obtaining measurements; tabular and graphical organization of data to minimize
misinformation and maximize information; and development and evaluation of models are covered. Concepts are
supported with computer demonstration. Applications to problems in engineering are emphasized.
Prerequisites/Corequisites: Prerequisite: MATH 1010.
COURSE GOAL
The course goal is to improve your effectiveness as an engineer by showing you how to account for risk and uncertainty in
analysis and design. To achieve this, you will learn how to create (through experimental design), describe (using statistical
theory), and model (using probability theory) engineering data and to analyze it using the Minitab statistical software
package.
LEARNING OUTCOMES
You should be able to accomplish the following upon completion of MAU:
Summarize data both numerically and graphically
Compute the probability of elementary and compound events
Fit and use common discrete and continuous probability models
Design, program and analyze Monte Carlo simulations of complex stochastic systems
Make statistical inference about means in the form of confidence intervals and hypothesis tests
Use control charts to test the stability of manufacturing and service processes
Use regression analysis to detect and estimate associations between variables
COURSE ORGANIZATION
Modeling and Analysis of Uncertainty (ENGR 2600 Spring 2015 Syllabus

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CLASS MEETINGS: The class meets twice weekly. The class meeting will review text material, complete class
exercises applying and exploring probability modeling and statistical analysis, and exam your progress through scheduled
minor and major exams. To get the most out of MAU, prepare for and then be active in the class. Preparing for class
means reading the text and working problems prior to class meeting. Plan to devote about 8 hours per week to MAU. Bring
your laptop computer to each class.
Computer usage on course topics is necessary to learn the topics of the course. If one or more students use the open
computer privilege in class to read or compose email, explore the internet, use instant message, complete homework
assignments, or for any purpose other than this class, all computers must be closed for the duration of the class. Students
are expected to take an active role in class.
EVALUATION. Evaluation of mastery of the material in the course will be done through two major exams of 60 minutes
each, scheduled minor exams of 15 minutes each with answers submitted via Blackboard / LMS, a comprehensive final,
and homework. Homework answers must be submitted through Blackboard / LMS by the due date of Tuesday 8:00 AM.
All exams including the final are open book and notes. Any exam may include a question related to material which was
the subject of a previous exam. Computer use on exams is required to solve many problems on a typical statistics exam.
Even if you use a computer, you are responsible for the answer correctness despite what the computer might state. The
computer cannot be used to access the Internet to locate answers. If abuse of academic integrity occurs by any student on
any exam, the student will fail the course. In addition, the penalties for academic dishonesty stated later in this syllabus
will be imposed on the offending student(s). Abuse includes searching the Internet for a problem answer, maintaining an
open email or instant message window, use of software solutions to problems from others including use of software
developed by students in prior years and sharing software with another student. Sharing software for problem solution is
academic dishonesty and will be pursued as such.
Exams submitted for regrading must not be altered from the original work submitted for grading. Altering work for
regrading is academic dishonesty and will be treated as such. All requests must be made in writing by attaching a well
phrased note to the original work explaining in full the reason for the request. Requests for a regrade must be submitted
no later than next class meeting after the material is handed back to the class for the request to be considered.
Homework is assigned for nearly every week with required submission no later than 8:00 AM on
the due date. Doing homework problems is strongly recommended even though assigned points
are low.
GRADING. All exams will be graded out of 100 points. The two major exams will carry different weights based on your
performance. Your best scored major exam will carry the weight of 0.30. Your worst scored exam will carry the weight
of 0.20. The final exam will carry the weight of 0.35. Minor exams carry the weight of 0.13 with the lowest 2 or 3 grades
dropped (instructor discretion).
Homework will carry the weight of 0.05 to the 100 point basis for determining the final grade. The cutoff date for
accepting homework is 8:00 AM on the Tuesday due date. A grade of 100 for the homework total will be awarded if 60%
or more of the questions are correct. Because many problems have multiple questions, the 60% will be on the basis of
responses required to complete all problems. For example, if 8 problems are assigned over the week and 12 responses
are required, the grade of 100 will be awarded if 7 or more responses are correct. A grade of 50 will be awarded for above
30% but below 60% correct. No points are earned for less than 30% correct. The lowest 2 homework grades will be
dropped.
A grade of A indicates excellent performance in all aspects of the course. B indicates good work and a thorough
understanding of the coursework. A C indicates a satisfactory achievement level of the relevant coursework. D and
F indicate two degrees of insufficiency, the latter below a passing level. While time and effort expended toward work
often reflects positively in the quality of individual and project performance, it cannot be, in itself, a guarantee of a high
grade. For the final course grade, the total of weighted points will be calculated. Point totals will be rounded down for
assigning the final grade. The final course grade will be assigned using the following guidelines:
93 or
90 to
87 to
83 to
80 to
77 to
73 to
70 to
67 to
60 to
59 or
Modeling and Analysis of Uncertainty (ENGR 2600 Spring 2015 Syllabus

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higher
92
89
86
82
79
76
72
69
66
lower
A
AB+
B
BC+
C
CD+
D
F
From above, one can see that the total sum of weights possible in the course is 1.03 so it is possible to earn more than 100
points but more realistically this means that a baseline curve of 3 points out of 100 is already built into the grading of the
course.
Tracking Course Performance. The final grade in the course is not based on a curve or performance of others in the
class. Students should maintain a record of points earned and maintain a file of returned graded exams to serve as the
source for resolving recorded grade differences should they arise. Other than the score earned on an exam and homework
available on the course LMS site, no report will be prepared and distributed.
SCHEDULE
The course will follow the schedule below. Adjustment to this schedule will only occur if there is a strong reason for
modification based on factors external to the course. All reading for a class should be completed prior to the class and the
student should be prepared to discuss and/or answer quiz questions on the reading assignment
Class Date Topic
Reading
1
1/27
Overview. Data display and summary
Ch. 1
2
3

1/30
2/3

Minitab. Basics of probability theory.


Conditional probability and Bayes rule, Applications of probability.
System reliability
Minor Exam 1
Discrete random variables. PMF and CDF. Expectation
Binomial & Poisson Distributions
Continuous random variables. PDF and CDF. Expectation

Ch. 2.1-2.3
Ch. 2.4-2.5

2/6

2/10

2/13

Ch. 4.3-4.4, 4.6

3/6

Models for continuous random variables. Exponential. Normal


Application of probability models
Minor Exam 2
Joint distributions, independence and correlation. Sampling
distributions and Central Limit Theorem
Sampling distributions and Central Limit Theorem
Monte Carlo simulation
Minor Exam 3
Point estimation. Standard error. Confidence interval for a mean.
Sample size
Hypothesis tests for a mean. Power and sample size. p-values.
Statistical and practical significance.
Statistical and practical significance.

2/20

2/24

2/27

10

3/3

11
12
13

3/10
3/13

Major Exam 1 60 minutes.


Statistical and practical significance.

14

3/17

Ch. 9.1-9.3

15
16
17

3/20
3/31
4/3

Inference for two sample means. Randomized comparisons.


Applications of inference for means
Minor Exam 4
Applications of inference for means
ANOVA
ANOVA

18

4/7

Ch. 12.1-12.2

19

4/10

Simple linear regression


Minor Exam 5
Inference in regression, correlation

20

4/14

Transformations and applications of regression.

Ch. 13.1-13.3

Modeling and Analysis of Uncertainty (ENGR 2600 Spring 2015 Syllabus

Ch. 3.1-3.4, 3.6


Ch. 4.1-4.2

Ch. 5.1-5.5
Ch. 6.1-6.2
Ch. 7.1-7.3
Ch. 8.1, 8.2, 8.4, 8.5

Ch. 10
Ch. 10

Ch. 12-3-12.5

Page 3

21

4/17

Multiple Regression Analysis

Ch. 13.4, 13.5

22
23

4/21
4/24

Major Exam 2 60 minutes.


Categorical Data Analysis

Ch. 14.1 14.3

24

4/28

Ch. 14.1 14.3

25

5/1

Categorical Data Analysis


Minor Exam 6
Quality control methods. Control charts for process location

26
27

5/5
5/8

Ch. 16.3, 16.4


Ch. 16.6

28

5/12

Quality control methods. Control charts for process variation


Acceptance Sampling
Minor Exam 7
Topics Review

Ch. 16.1-16.2

ACADEMIC INTEGRITY AND STUDENT ROLES AND RESPONSIBILITIES


1. Students are expected to be prepared for class meetings. Students have the responsibility of reading assigned material
and working problems based on the reading. Use all the resources provided by the text and web site to absorb course
material.
2. Participation in class discussions and activities is expected from all students. Computer usage on course topics is
required in the class period. If one or more students use the open computer privilege in class to read or compose email,
explore the internet, use instant message, complete homework assignments, or for any purpose other than this class, all
computers must be closed for the duration of the class. On some occasions, a cooperative learning approach will used in
class and students will have assigned roles. These approaches will include consultation among students to present an
answer. Participation cannot occur when absent from the class so this responsibility includes regular attendance at
scheduled meetings.
3. Timely use of instructional support services is requested. Open consultation hours will be maintained by the course
instructor and teaching assistant(s). Students should use these services when needed and do so in a timely fashion.
4. Notice of missing an exam is required no later than the day the exam is scheduled prior to the start time of the exam.
Except for university sponsored sports participation, the only valid reason for missing an exam is a grave personal
emergency which is present on the day of the exam. Exams missed for other reasons cannot be made up. Excused missed
exams will be made up during the final exam period.
5. Honesty and integrity are expected from all students.
I. Students will complete their own exams and homework. Reading from another's exam or homework is not
allowed. Using the answers of another current or past student, either given in written or verbal form, is not
allowed. On homework, discussion to resolve problems is allowed but collaboration to calculate the answer is
not.
II. Only permitted reference material may be used during an exam if announced as usable. Not permitted as
reference during an exam is a copy of exams used previously in this class or any other class.
III. Only permitted computational aids may be used during an exam.
IV. Students will not make arrangements for another to take an exam for them.
V. Students knowing of academic integrity infractions or concerns are encouraged to contact the course instructor on
the matter so that the instructor may address the issue through administrative channels or adjust the course
structure as a consequence of failure to abide by high standards of integrity.
VI. Violation of academic integrity requirements written in this syllabus, contained in the student handbook, or listed
on the assignment itself, will result in the award of the grade of F in the course and a report made to the Dean of
Students office or if applicable, the Graduate School.
These penalties apply no matter the magnitude of the infraction as perceived by the student or others who may be
consulted on the matter. These penalties may be decreased if the student identified cooperates with the investigation into
the matter and identifies others involved in the academic integrity incident.

Modeling and Analysis of Uncertainty (ENGR 2600 Spring 2015 Syllabus

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