CV2001 Chapter1

CV2001/MT2301
ENGINEERING PROBABILITY &

STATISTICS/STATISTICS
Assoc Prof CHUANG Poon Hwei

Office: N1-01c-92
Tel: 6790-5301
CV2001/MT2301 Chapter 1 1
Part I –Probability
14 lectures
1. Introduction & Review of Mathematical Statistics.
2. Basic Concepts in Probability.
3. Mathematics of Probability.
4. Probability Distributions, generally.
5. Some Common Probability Distributions.
Examination
◊Monday 23 November 2009 5:00pm
◊2.5-hour paper
◊Choose 4 out of 4 questions
◊Past Year Papers can be found in the NTU Library website

http://www.ntu.edu.sg/Library/Collections/exampapers/default.htm
Pre-requisite
GCE ‟O‟ Level Mathematics or equiv.

GCE „A‟ Level Mathematics or equiv.
Important to do your own revision NOW
CV2001/MT2301 Lecture & Tutorial Problems
For part 1 lecture notes and tutorial problems-hardcopy can be

purchased at the photocopy booth on basement 1 (near section
A) of block N1 (School of CEE)
Soft copy of tutorial problems is available in Edventure-Course

Documents of CV2001/MT2301 course site.
Please attempt the problems before attend the tutorial classes.
Quiz
◊Date:
◊Time:
◊Venue: an LT (to be confirmed)
◊Duration: about 45 minutes (to be confirmed)
TEXT
Jay L. Devore. “ Probability and Statistics for Engineering and the
Sciences”.7th Edition. Thomson, 2008.
REFFERENCES
Alfredo H-S. Ang, and Wilson H. Tang. “Probability Concepts in
Engineering: Emphasis on Applications to Civil and Environmental
Engineering ”. 2nd Edition Wiley, 2007. [TA340.A581P]
J. Susan Milton, and Jesse C. Arnold. “Introduction to Probability and

Statistics: Principles and Applications for Engineering and the
Computing Sciences”. Fourth Edition. McGraw-Hill, 2003.
1. Introduction & Review of
Mathematical Statistics
Route A: 27, 29, 29, 31, 31, 31, 31, 33, 33, 35 (min)
Route B: 15, 15, 25, 25, 30, 30, 40, 40, 45, 45 (min)
Route A
Time(min) Freq. Cum. Freq. Rel. Freq. Cum. Rel.
fi
Freq
xi fi Fi
27 1 1 0.1 0.1
29 2 3 0.2 0.3
31 4 7 0.4 0.7
33 2 9 0.2 0.9
35 1 10 0.1 1.0
f i  10  f  10
i
Route A
Time(min) Freq.
xi fi f i xi ( xi  x ) ( xi  x ) 2 fi ( xi  x ) 2
27 1 27 -4 16 16
29 2 58 -2 4 8
31 4 124 0 0 0
33 2 66 2 4 8
35 1 35 4 16 16
10 310 48
Sample mean
x
 fx

310
 31min
i i
 f ( n) 10
i
Sample variance
s2 
 fi ( xi  x ) 2

48
 5.33min 2
n 1 10  1
Sample standard deviation
48
s s  2
 2.31min
9
Uncertainty in Engineering
In engineering, the actual outcomes of many processes are
unpredictable.
Experimental observations are different from one experiment to another
(even if under apparently identical conditions).
e.g.
Values of yield strength fy of steel bars produced by a factory on a certain
day (under the same conditions).
270.5, 280.3, 250.1, 300.1, ........, 260.4 N / mm2.
The manufacturer's specified yield strength fy = 275 N / mm2 .
Some Terms:
(1) Population:
all conceivable observations (data) of the subject being studied.
e.g. to study the quiz results of CEE 2nd yr students, the results of
all CEE 2nd yr students.
Finite the total number of
students are fixed
e.g. all the numbers that occur when tossing a die indefinitely.
Infinite number of toss is
not fixed
e.g. when investigating the ultimate strength of stee bars produced

by a factory, the ultimate strength of all the steel bars
produced by the factory.
Finite (within a period),
Infinite.
(2) Sample: a limited number of observations out of the population.
Impossible or prohibitively expensive to examine every population

member .
Hence, inference from a sample.
e.g.
ultimate strength test is destructive, a no. of bars (a sample) are
selected to be tested, inferences to evaluate the ultimate strength for
the entire population.
To be representative of the entire population, the sample should
be "random".
(3) Random Sample:

a sample in which every possible observation of the
population has equal chance of being selected.
(4) Sample Size:

the total number of observations in a sample.
Mathematical Statistics:
Collection, analysis and interpretation of data.
2 basic objectives:
(1) to describe (or summarize data);
(2) to make inferences from a sample about an entire population.
Statistics
Descriptive Inferential
.
DESCRIPTIVE STATISTICS
Techniques to describe a set of data.
Descriptive
Statistics
Graphical Numerical
Methods Methods
1.2 Graphical Representation (see Chapter 1 of Ang
&Teng)
Histograms or frequency diagrams

display data in a compact, understandable form → theoretical
model
(1) Absolute frequency (frequency):

Number of times, a value (or observation) xi occurs, fi .
(2) Relative frequency:


Absolute frequency divided by total number of observations, f j .
Year Rainfall Year Rainfall
Intensity Intensity
(in.) (in.)
1918 43.30 1933 54.91
1919 53.02 1934 51.28
1920 63.52 1935 39.91
1921 45.93 1936 53.29
1922 48.26 1937 67.59
1923 50.51 1939 58.71
1924 49.57 1938 42.96
1925 43.93 1940 55.77
1926 46.77 1941 41.31
1927 59.12 1942 58.83
1928 54.49 1943 48.21
1929 47.38 1944 44.67
1930 40.78 1945 67.72
1931 45.05 1946 43.11
1932 50.37
Observed rainfall intensity ranges from
39.91 to 67.72 in
Uniform interval of 4 in
38 in and 70 in 8 intervals
Interval Freq. Cum. Rel. Freq. Cum. Rel.
Freq. Freq.
38 - 42 3 3 0.1034 0.1034
42 - 46 7 10 0.2415 0.3449
46 - 50 5 15 0.1724 0.5173
50 - 54 5 20 0.1724 0.6897
54 - 58 3 23 0.1034 0.7931
58 - 62 3 26 0.1034 0.8965
62 - 66 1 27 0.0345 0.9310
66 - 70 2 29 0.0690 1.0000
~
 f j = 29  f j = 1.0000
Figure1.1 Histogram of rainfall
intensity (Esopus Creek
Watershed, N.Y., 1918-1946) (a)
In number of observations.(b) In
fraction of total observations. (c)
Frequency diagram of rainfall
intensity (Esopus Creek
Watershed, New York)
Annual Rainfall Intensity, in.
Example: A man kept count of the number of letters he
received everyday over a period of 100 days.
The observations are:
0 2 1 1 1 2 0 0 1 0 1 1 0 0 0 3 1 2 0 1
1 0 0 1 0 1 1 0 2 0 0 0 1 0 1 0 2 1 2 0
0 2 0 1 0 1 0 1 0 3 1 2 0 0 0 0 1 0 0 0
1 0 1 0 1 0 2 0 1 2 1 2 0 1 0 2 2 1 0 1
0 0 0 0 5 0 1 1 2 0 0 2 1 0 2 0 0 2 1 0
5 values: 0, 1, 2, 3, 5
Value Freq. Cum. Freq. Rel.
 Freq. Cum. Rel.
Xj fj fj fj Freq. Fj
0 48 48 0.48 0.48
1 32 80 0.32 0.80
2 17 97 0.17 0.97
3 2 99 0.02 0.99
4 0 99 0.00 0.99
5 1 100 0.01 1.00
f j  100  f  1.00
j
r=6
6
f x
j 1
j j
0  48  1 32  2  17  3  2  4  0  5  1
x 6
  0.77
100
f
j 1
j
6 ~
  f j x j  0  0.48  1 0.32  2  0.17  3  0.02  4  0.  5  0.01  0.77
j 1
~
Sum of f i for all i equals 1 ~

fi
i 1
Relative frequencies used to define frequency function of the

distribution
~ ~ Each value of x has a
f ( xi )  fi corresponding relative frequency
described by the function f(x).
For each x  x j , the function f ( x ) equals the corresponding relative

~
freq. and equals 0 for every x not in the sample.

~ ~
Formula f ( x )  f j , x  x j , j  1,..., n
 0, otherwise
- Frequency function of the sample
e.g.
~
f (0)  0.48,
~
f (x)
~
f (1)  0.32, 0.5
0.48
~
f (2)  0.17,
0.4 0.32
0.3
~ 0.17
f (3)  0.02, 0.2
~ 0.1 0.02
f (5)  0.01.
0.1
0 1 2 3 4 5
(3) Cumulative frequency: for a certain value of x  xi
the sum of frequencies corresponding to x which are less

than or equal to xi
(4) Relative cumulative frequency: sum of corresponding relative

frequencies.
A function F ( x) representing relative cumulative frequency,

distribution function: ~
F(x )   f
i j i j
1.3 NUMERICAL REPRESENTATION
(1) Measure of Central Tendency:

a value typical or representative of a set of data.
(2) Measure of Variability:

an indication of the degree to which a set of data is dispersed.
Numerical representation
(i) Parameters: Numerical characteristics of a population.
e.g. population mean, population variance of ultimate strength.
Denoted by Greek letters, e.g. , 2 .
(ii) Statistics: numerical characteristics from a sample.
Denoted by English alphabets, e.g. x , s 2 .
A population parameter: a single fixed number characteristic of the

population (usually unknown),
A sample statistic is a number that could change from sample to
sample.
Measure of Central Tendency
Gives a value typical or representative of a set of data.
The most common:

the arithmetic mean, usually referred to as the mean.
Consider a sample of size n,
x1, x2, x3,..., xn.
(1) Mean x
x  x ..... x 1 n
Sample mean x  1 2 n   x
n n j 1 j
The true mean of a population,  ,only for a finite population when all
possible observations made.
Normally, the sample mean x is an estimate for 
A sample contains only r distinct values x1, x2, x3,..., xr , with

absolute frequencies f1,f2,f3,...,fr , respectively,
r
 fjxj
j  1 1 r r ~
x   f x   f jx
r n j 1 j j j 1 j
 fj
j 1
(2) Mode xm
The sample value xm that occurs most frequently.

In a frequency diagram, the sample value xm corresponding to the
peak.
Only one mode (unimodal) or more than one mode, e.g. two modes
(bimodal).
~
(3) Median x
~
When the sample values are arranged in order of magnitude , x is the
middle value (or the average of the middle values for even n).
~ ~
At least 50% of the value are ≤ x and at least 50% of the value are ≥ x
~
On a cumulative relative frequency diagram, x is the value at which
~
F ( x)  0.5
x  m
xxx
xm
x
Example 1.1
Observations of vehicle speeds in km/h:
60, 50, 70, 70, 50, 80, 60, 80, 70, 50, 70, 60
n = 12,  v  770  v 2
 50,700
Rearranged in ascending order

50, 50, 50, 60, 60, 60, 70, 70, 70, 70, 80, 80
(a)Mean x    64.17km / h
v
n
(b) Mode xm  70km / h

(occurring most often, f = 4)
~ 60  70
(c) Median x   65km / h
2
Measure of Variability
A measure of variability (or dispersion): an indication of the degree to
which a set of data is dispersed.
Common measures:
range, variance, standard deviation, and coefficient of variation (C.O.V.).
(1) Range:
Difference between the largest and the smallest values of a sample
(or a population).
(2) Variance:
For a finite population of n nobservations with population mean 
1
Population variance    ( x j   ) where (xj - ): the deviation of
2 2
n j 1
xj from . square sign is to
cancel of the
negative sign
For a sample, sample variance
1 n
s 
2

n  1 j 1
( x j  x)2
The deviations measured from x instead of  (unknown).
For convenience
1
[ x 2j  nx ]
2
s2  j = 1 to n
n 1
1 1
or  [ x 2j  ( x j )2 ]
n 1 n
* the unit of variance is square of that of the mean.
(3) Standard deviation: the ≥ 0 square root of the variance,
sample standard deviation
1 n
s 
n  1 j 1
( x j  x)2
(4) Coefficient Of Variation (C.O.V.): measure of dispersion relative to

the mean:
. .   (dimensionless)
C.OV 
e.g. 1 1000mm , 1  50mm

 1m ,   0.05m
2 2
 50  0.05
C.OV. .  
1  2   0.05
1 1000 2 1
Example 1.2
Tests on a sample of 20 concrete specimens gave the
following results in (N / mm2) :
38.6 36.5 27.6 30.4 37.9 39.3 41.4 38.6 49.0 32.4
37.9 40.7 44.1 40.0 46.2 37.2 34.5 40.0 42.8 38.6
n  20  x  773.8  x2  30419.2
(a) Range = 49.0 - 27.6 = 21.4 N / mm2
773.8
(b) x  38.69 N / mm2
20
 ( x  x)2  480.878 , n -1 = 19
1
s2  (480.878)  25.309
19
1 [30419.2  20(38.69)2 ]  25.309

Alternatively, s2  19
1 [30419.2  1 (773.8)2 ]  25.309

or 19 20
s  5.03N / mm2,
. .  s  5.03  0.13
C.OV
x 38.69
Descriptive Statistics (Summary)
Population, Sample, Random Sample
1 Graphical Representation:
Frequency, Relative freq., Cumulative freq.,
Relative cumulative freq..
Histogram.
2 Numerical Representation:
Parameter, Statistic.
(i) Measure of Central Tendency

Mean, Mode, Median
(ii) Measure of Variability

Range, Variance, Standard Deviation,
Coefficient of Variation (C.O.V.).

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CV2001/MT2301

ENGINEERING PROBABILITY &

Assoc Prof CHUANG Poon Hwei

1. Introduction & Review of Mathematical Statistics.

2. Basic Concepts in Probability.

4. Probability Distributions, generally.

5. Some Common Probability Distributions.

◊Choose 4 out of 4 questions

◊Past Year Papers can be found in the NTU Library website

GCE ‟O‟ Level Mathematics or equiv.

Important to do your own revision NOW

For part 1 lecture notes and tutorial problems-hardcopy can be

Soft copy of tutorial problems is available in Edventure-Course

Please attempt the problems before attend the tutorial classes.

◊Venue: an LT (to be confirmed)

◊Duration: about 45 minutes (to be confirmed)

J. Susan Milton, and Jesse C. Arnold. “Introduction to Probability and

Sample standard deviation

270.5, 280.3, 250.1, 300.1, ........, 260.4 N / mm2.

The manufacturer's specified yield strength fy = 275 N / mm2 .

e.g. when investigating the ultimate strength of stee bars produced

Impossible or prohibitively expensive to examine every population

Hence, inference from a sample.

(3) Random Sample:

(4) Sample Size:

Collection, analysis and interpretation of data.

Techniques to describe a set of data.

Histograms or frequency diagrams

(1) Absolute frequency (frequency):

(2) Relative frequency:

Sum of f i for all i equals 1 ~

Relative frequencies used to define frequency function of the

For each x  x j , the function f ( x ) equals the corresponding relative

freq. and equals 0 for every x not in the sample.

- Frequency function of the sample

the sum of frequencies corresponding to x which are less

(4) Relative cumulative frequency: sum of corresponding relative

A function F ( x) representing relative cumulative frequency,

(1) Measure of Central Tendency:

(2) Measure of Variability:

e.g. population mean, population variance of ultimate strength.

Denoted by Greek letters, e.g. , 2 .

(ii) Statistics: numerical characteristics from a sample.

Denoted by English alphabets, e.g. x , s 2 .

A population parameter: a single fixed number characteristic of the

Gives a value typical or representative of a set of data.

The most common:

Normally, the sample mean x is an estimate for 

A sample contains only r distinct values x1, x2, x3,..., xr , with

The sample value xm that occurs most frequently.

Rearranged in ascending order

(b) Mode xm  70km / h

The deviations measured from x instead of  (unknown).

* the unit of variance is square of that of the mean.

(4) Coefficient Of Variation (C.O.V.): measure of dispersion relative to

e.g. 1 1000mm , 1  50mm

1 [30419.2  20(38.69)2 ]  25.309

1 [30419.2  1 (773.8)2 ]  25.309

(i) Measure of Central Tendency

(ii) Measure of Variability

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