Course Name: MEM601 Statistics

for Engineering Managers (2 credit

hours)
 Course Contents

• 1- Introduction to probability.
• 2- Descriptive and inferential statistics.
• 3- Joint distribution.
• 4- Regression.
• 5- Multiple correlation and regression.
• 6- Analysis of variance.
• 7- Goodness of fit tests.
• 8- Fitting of distributions.
• 9- Design of experiments.
 Probability

• Definitions
• (1) Raw data : record information in its original collected form whether it
be counts or measurements.
• (2) Statistical experiment: Any process that generates raw data.
• (3) Sample space (S): The set of all possible outcomes of a statistical
experiment.
• e.g. S = (H,T)
• S = {x І x is a city with a population over one million}
• S = { (x,y) І x2 + y2 ≤ 4}
• Considering experiment of tossing a die
• S1 = {1, 2, 3, 4, 5, 6} S2 ={ even, odd}
• (4) Event: A subset of a sample space
• e.g. A = {t І t ˂ 5} is a subset of S = {t І t ≥ 0}, where t life of
in years of a certain electronic component.
• (5) Simple event: An event which contain one element of
the sample space.
• (6) Compound event: Union of simple events.
• e.g. A ={ heart} of sample space S ={ heart, spade, club,
diamond}.
• (7) Null space or empty space: subset of sample space that
contains no element.
(8) Venn diagram
 Operations with events

• The intersection of two events A and B,

denoted by the symbol A∩B, is the event
containing all elements that are common to A
and B.

e.g. A = {1, 2, 3, 4, 5} B = {2, 4, 6, 8] A∩B = {2, 4}

Two events are mutually exclusive if
A∩B = ɸ
• The union of two events A and B, denoted by
the symbol AUB, is the event containing all the
elements belong to A or B or to both.

e.g. A = {2, 3, 5, 8}, B= {3, 6, 8}, AUB = {2, 3, 5, 6, 8}.

• The complement of an event A with respect to
S is the set of all elements of S that are not in
A. We denote the complement of A by the
symbol A’.
 Counting sample points

• If an operation can be performed in n1 ways,

and if for each of these a second operation
can be performed in n2 ways, and for each of
the first two a third operation can be
performed in n3 ways and so on and so forth,
then the sequence of k operations can be
performed in n1n2 …….nk ways.
• A permutation is an arrangement of all or part
of a set of objects.
• Theory: The number of permutations of n
distinct objects is n!
• Theory: The number of permutations of n
distinct objects taken r at a time is nPr =
n!/(n-r)!
 Example

• 2 lottery tickets are to drawn from 20 for the

first and second prizes. Find the number of
sample points in the space S.
• 20 P2 = 20!/18! = (20)(19) = 380
• Theory: The number of distinct permutations
of n things of which n1 of one kind, n2 of a
second kind, ………..nk of kth kind is
n!/n1!n2!......nk!
• Example
• How many different ways can three red, four
yellow, two blue bulbs be arranged in a string
of lights with nine sockets.
• Solution: Number of ways = 9!/ 3!4!2! = 1260
Theory: The number of ways of partitioning a set of n objects into r cells

with n1 elements in the first cell, n2 elements in the second, and so forth is

Where n = n1 + n2 + ……..+nr
 Example

• How many ways can seven engineers be

assigned to one triple and two double hotel
rooms?
Solution

=210
Theory: The number of combinations
of an n distinct objects taken r a time is

Example
From four chemist and three physicist find
the number of committees of three that can
be formed consisting of two chemist and one physicist.
 Solution
Number of selecting two chemist from four is

Number of ways of selecting one physicist from three is

The number of committees to be = (6)(3) = 18

 Probability of an event

• The probability of any event A is the sum of

weights of all sample points in A. Therefore
• 0 ≤ P(A) ≤ 1 , P(ɸ) = 0 , P(S) = 1
• If an experiment can result in any one of N
different equally likely outcomes, and if
exactly n of these outcomes correspond to
event A, then the probability of event A is
P(A) = n/N.
 Example

• If a card is drawn from an ordinary deck, find

the probability that it is a heart.
• Solution
• The number of possible outcomes is 52 of
which 13 are hearts
• P(A) = 13/52 = ¼
 Some Probability Laws

• If A and B are any two events then the P(AUB) =

P(A) + P(B) – P(A∩B)
• If A and B are mutually exclusive then P(AUB) =
P(A) + P(B)
• If A1, A2, ……….An are mutually exclusive then
• P(A1UA2U……..UAn) = P(A1) + P(A2) + ………+P(An)
• If A1, A2, ……….An are partition of the sample
space S then
• P(A1UA2U……..UAn) = P(S) = 1
 Example

• The probability that student passes

mathematics is 2/3 and the probability that he
passes physics is 4/9. If the probability of
passing at least one course is 4/5. What is the
probability that he passes the two courses?
• Solution
• P(MUF) = P(M) + P(F) – P(M∩F)
• P(M∩F) = P(M) + P(F) – P(MUF) = 2/3 + 4/9 –
4/5 = 14/45
 Example

• What is the probability of getting a total of 7 or 11

when a pair of dice are tossed?
•
• Solution
• Let A = the event that a total of seven occurs
• Let B = the event that a total of 11 occurs
• A total of 7 occurs = 6 of the 36 sample points
• A total of 11 occurs = 2 of 36 sample points
• P(A) -= 6/36 = 1/6, P(B) = 2/36 = 1/18
• The events A and B are mutually exclusive
• P(AUB) = P(A) + P(B) = 1/6 + 1/18 = 4/18 = 2/9
• IF A and B are complementary events then P(A’) = 1 – P(A)
• Example
• A coin is tossed 6 times in successive. What is the
probability at least one head occurs?
• Solution
• Let E = the event that at least one head occurs
• Sample space S = 26 = 64
• P(E) = 1- P(E’), E’ = no head occurs, this happen only when
all tosses result in a tail
• P(E’} = 1/64
• P(A) = 1 – P(E’) = 1 – 1/64 = 63/64
 Conditional probability

• The probability of an event B occurring when

it is known that event A has occurred is called
conditional probability and denoted by
P(B│A) .
• P(B│A) = P(A∩B)/P(A)
 Example

• Suppose that we have a fuse box containing

20 fuses of which 5 are defective. If 2 fuses are
selected at random and removed in
succession without replacing the first, what is
the probability that both fuses are defective.
 Solution

• Let A be the event that the first fuse is

defective
• Let B be the event that the second fuse is
defective
• P(A) = 5/20 = ¼
• P(B│A) = 4/19
• P(A∩B) = P(A)P(B│A) = (1/4)(4/19) = 1/19
• If in an experiment the events A1, A2,
A3,………… can occur, then
• P(A1∩ A2∩A3∩………….) =
P(A1)P(A2ІA1)P(A3ІA1∩A2)………
•
• In the above example if the first fuse is
replaced and the fuses are thoroughly
rearranged before the second is removed, P(A)
= 1/4, P(BІA) =1/4
• The events A and B are independent if and
only if P(A∩B) = P(A)P(B)
•
•
• Example
• A pair of dice are thrown twice. What is the
probability of getting totals of 11 and 7?
 Solution

• Let A1 = total of 7 occurs in the first throw

• Let A2 = total of 7 occurs in the second throw
• Let B1 = total of 11 occurs in the first throw
• Let B2 = total of 11 occurs in the second throw
• We are looking for P((A1∩B2)U(B1∩A2)) =
P(A1∩B2) + P(B1∩A2)
• =
P(A1)P(B2) + P(B1)P(A2)
• =
(1/6)(1/18) + (1/18)(1/6) =1/54
Bayes’ Rules
• An individual is being selected at random from
adults of small town to tour the country and
publicize the advantages of establishing a new
industries in the town.
• E = the event that the one chosen is employed
with P(E) = 2/3
• Additional information, 36 of those employed
and 12 of those unemployed are members of a
club. What is the probability that the individual
selected is employed if it is known that the
person selected belongs to the club.
• Let A = the event that the person selected is a
member of the club
• P(EІA) = P(E∩A)/P(A)
• A = (E∩A)U(E’∩A), P(A) = P(E∩A) + P(E’∩A)
• P(EІA) =P(E∩A)/(P(E∩A) + P(E’∩A))
• Consider the following data for the small town
we are considering:
 Employed Unemployed
Male 460 40
Female 140 260

P(E∩A) = 36/900 = 1/25, P(E’∩A)= 12/900 = 1/75

P(EІA) =( 1/25)/((1/25) +(1/75)) =3/4
 Bayes’ rule

• Let (B1, B2, ……………., Bn) be a set of events

forming a partition of sample space S, where
P(Bi) ≠ 0 for I = 1,2, 3,………..n, Let A be any
event of S such that P(A) ≠ 0.
•
• Then for k = 1, 2, ……,n
• P(BkІA) = P(BK∩A)/∑ni = 1P(Bi∩A)
• = P(Bk)P(AІBK)/ ∑ni = 1P(Bi)P(AІBi)
 Example

• Three members of a private club have been nominated

for the office of the president. The probability that Mr.
Ahmed will be elected is 0.3, the probability that Mr.
Hassan to be elected is 0.5, the probability that Mr.
Omer to be elected is 0.2. Should Mr. Ahmed be
elected the probability of an increase in membership
fees is 0.8. Should Mr. Hassan or Mr. Omer be elected,
the corresponding probabilities for an increase in fees
are 0.1 and 0.4. If someone is considering joining the
club but delays his decision for several weeks only to
find out that the fees have been increased, what is the
probability that Mr. Omer was elected President of the
club?
 Solution

• A = the event that the person elected increased the fees

• B1 = Mr. Ahmed is elected
• B2 = Mr. Hassan is elected
• B3 = Mr. Omer is elected
• Using Bayes’ rule
• P(B3│A) = P(B3∩A)/(P(B1∩A) + P(B2∩A) +P(B3∩A))
• P(B1∩A) = P(B1)P(A│B1) = (0.3)(0.8) = 0.24
• P(B2∩ A) = P(B2)P(A│B2) = (0.5)(0.1) = 0.05
• P(B3∩A) = P(B3)P(A│B3) = (0.2)(0.4) = 0.08
• Hence P(B3│A) = (0.08)/(0.24 + 0.05 + 0.08) = 8/37 = 0.216