Probability & Statistics for Engineers

MATH103
Spring 2021
Dr. Ali W. Mohamed
An Introduction and Overview
 Instructors

 Lecturer  Eng. Engy Adham

 Associate Prof. Ali W. Mohamed, Office Hours: TBA
Wireless Intelligent Networks Center
(WINC),School of Engineering and Applied Email:[email protected]
Sciences, Nile University.
 Office Hours:

 Sunday:10:30 pm-12:30 pm

 Monday: 10:30 pm- 2:30 pm

 Tuesday: 10:30 pm-12:30 pm

 Email: [email protected]
Course Aim
 The aim of this module is to introduce the students to the
basic concepts of probability theory and statistical analysis.
Further, the course introduces the notion of random
variables and emphasizes various important probability
distributions. Applications of the various probability
distribution functions are investigated. Descriptive
statistics is also investigated.
Course Description
 This course provides an elementary introduction to
probability and statistics with applications. Topics include:
The nature of probability and statistics, probability theory
axioms, notions of random variables and probability
distributions, various important probability distribution
functions, notions of mean and variance of a random
variable, and descriptive statistics.
Course Intended learning outcomes

Upon successful completion of this course, the student will be

able to:

 Understand combinatorial analysis and computations for

different fields.

 Learning basic principles of probability and identifying

different probability distributions.

 Learning measures of central tendency and variation of

collected data
 Apply basic principles of probability.

 Apply combinatorial analysis for diverse types of

conducted experiments.

 Perform assessment of conducted experiments based on

collected data.
 Make inferences, evaluate assumptions, and assess
limitations in statistical analysis

 Compute marginal, conditional and joint probabilities of

different events
 Course Outline

 Introduction and overview of Probability & Statistics.

 Data Description using Measures of Central Tendency,
Measures of Dispersion, Measures of Position.
 Definition and axioms of probability.
 Independence and conditional independence of Events.
 Conditional Probabilities and Bayes’ rule.
 Random Variables and Probability Distribution:
 Discrete RVs
 Continuous RVs.
 Some important discrete probability distributions.
 Some important continuous probability distributions.
 Reference Books
4

 “Probability and Statistics for Engineers and

Scientists,” Ronald E. Walpole, 9th edition.
 “Elementary Statistics, a step by step approach ,”
Allan G. Bluman,7th edition.
 Grades
5

Attendance and Class Performance 5%

Three Quizzes (best two) 20%
Midterm (7th Week): 15%

Assignments: 10%
Project (The coming UGRF will be announced soon): 10%
Final Exam 40%
Grading scale
6
 Class Rules
7

 Assignments will be weekly/biweekly

 No late Assignments are accepted.

 Individual efforts in assignments.

 Attendance of less than 80% of lectures is not

allowed to take final exam.

 You must get at least 40% of final grade, to pass the

course.
Statistics
 We are exposed to numerical information that describes
some aspects of the world around us daily ,i.e. numerical
measurement determined by a set of data (Specific
Numbers). Really, it is the first meaning of Statistics .

 Example: In Cairo, 15% of adults aged 25 and older have

at least a Master’s degree.
Statistics
 Statistics is used in almost all fields of human endeavor. In
sports, for example, a statistician may keep records of the
number of yards a running back gains during a football
game, or the number of hits a baseball player gets in a
season. In other areas, such as public health, an
administrator might be concerned with the number of
residents who contract a new strain of flu virus during a
certain year.
Statistics
 In education, a researcher might want to know if new
methods of teaching are better than old ones. These are
only a few examples of how statistics can be used in
various occupations. Furthermore, statistics is used to
analyze the results of surveys and as a tool in scientific
research to make decisions based on controlled
experiments.
Statistics
 Other uses of statistics include operations research, quality
control, estimation, and prediction. The applications of
Statistics are many and varied. People encounter them in
everyday life, such as in reading newspapers or magazines,
listening to the radio, or watching television.
Statistics
 Statistics is the science of conducting studies to collect,
organize, summarize, analyze, and draw conclusions from
data. i.e. it is considered (methods of Analysis) ,Second
meaning of Statistics.
Statistics
 Students or people study statistics for several reasons:
 Like professional people, you must be able to read and
understand the various statistical studies performed in
your fields.

 You may be called on to conduct research in your field,

since statistical procedures are basic to research .

 You can also use the knowledge gained from studying

statistics to become better consumers and citizens.
Statistics
 Simply, We use statistics for many goals, such as:
 To draw conclusions from our results.

 To test hypotheses about specific phenomena.

 To test for relationships among variables.

 To compare two or more data sets.

 To make estimates about population characteristics.

 To mathematically describe/depict our findings.

Statistics
 These are the reasons and the goals for studying statistics.
It is the purpose of this tutorial to introduce the reasons
and goals for studying statistics by answering questions
such as the following:

 What are the branches of statistics?

 What are population ,sample, variable and data?

 How are appropriate analysis and tests selected?

Statistics
 Probability : is the chance of an event occurring.
 In fact, Probability and statistics are related areas of
mathematics which concern themselves with analyzing the
relative frequency of events. Still, there are fundamental
differences in the way they see the world:

 Probability deals with predicting the likelihood of future

events, while statistics involves the analysis of the
frequency of past events.
Statistics
 Probability is primarily a theoretical branch of
mathematics, which studies the consequences of
mathematical definitions. Statistics is primarily an applied
branch of mathematics, which tries to make sense of
observations in the real world.

 Simply, Probability make a model, predict the future data.

Statistics observe the data, guess which model generated it.
Statistics
 Or Probability (see the animal, figure out the footprint).
Statistics: see the footprint, guess the animal.

 This distinction will perhaps become clearer if we trace the

thought process of a mathematician encountering her first
craps game:

 If this mathematician were a probabilist, she would see the

dice and think ``Six-sided dice?
Statistics
 Presumably each face of the dice is equally likely to land
face up. Now assuming that each face comes up with
probability 1/6, I can figure out what my chances of crapping
out are.''

 If instead a statistician wandered by, he would see the dice

and think ``Those dice may look OK, but how do I know that
they are not loaded or filled? i.e. biased.
Statistics
 I'll watch a while, and keep track of how often each
number comes up. Then I can decide if my observations
are consistent with the assumption of equal-probability
faces. Once I'm confident enough that the dice are fair, I'll
call a probabilist to tell me how to play.''
Statistics
 Example: You have a fair coin (equal probability of heads
or tails). You will toss it 100 times. What is the
probability of 60 or more heads? There is only one answer
(about 0.028444) and we will learn how to compute it.

 You have a coin of unknown provenance. To investigate

whether it is fair or not, you toss it 100 times and count the
number of heads.
Statistics
 Let’s say you count 60 heads. Your job as a statistician is

 to draw a conclusion (inference) from this data.

 There are many ways to proceed, both in terms of the form

the conclusion takes and the probability computations used

to justify the conclusion. In fact, different statisticians
might draw different conclusions.
Statistics
 Note that in the first example the random process is fully

known (probability of heads = .5). The objective is to find

the probability of a certain outcome (at least 60 heads)
arising from the random process.

 In the second example, the outcome is known (60 heads)

and the objective is to illuminate the unknown random

process (the probability of heads).
Statistics
 Statistics is divided into two main areas, depending on
how data are used. The two areas are

 Descriptive statistics consists of the collection,

organization, summarization, and presentation of data.

 Inferential statistics consists of generalizing from

samples to populations, performing estimations and
hypothesis tests, determining relationships among
variables, and making predictions.
 Statistics
 EXAMPLE (Descriptive)
 The 2006 Census of Egypt reveals the following:
 Population is about 73 million Egyptians.
 Number of households is 17,265,567.
 Family average is 4 to 5.
 Statistics
 EXAMPLE (Inferential)
 The estimated average height of Egyptian students is
1.75m
 There is a relationship between the performance of
students in mathematics classes and statistics classes.
 The population of Egypt is estimated to be around
160 million persons by the year 2050.
Statistics
 A population consists of all subjects (human or otherwise)
that are being studied.

 Usually, due to the expense, time, population size, limited

resourses,etc., it is not possible to use the entire population
for a statistical study; therefore, researchers use samples.
Statistics
 Population versus Sample

Population

Sample
Statistics
 A sample is a group of subjects selected from a
population.

 Example: A group of students is selected randomly from

all students studying in Nile University for a research
study.
Statistics
 To obtain samples that are unbiased—i.e., that
give each subject in the population an equally
likely chance of being selected—statisticians use
four basic methods of sampling: random,
systematic, stratified, and cluster sampling. These
methods are called statistical sampling methods.
 Items of the sample are chosen based on
known or calculable probabilities
Statistical Sampling
(Probability Sampling)

Simple Random Stratified Systematic Cluster

Chap 1-
36
 Simple Random Sampling
 Every possible sample of a given size has
an equal chance of being selected
 Selection may be with replacement or
without replacement
 The sample can be obtained using a table of
random numbers or computer random
number generator
 A group of 10 students is selected using random
numbers from 30 students to check the
performance of a class.

7 8 9 10 11 12 3 13 21 8
13 14 15 16 17 18 6 25 30 7
19 20 21 22 23 24 11 17 20
25 26 27 28 29 30
 Systematic Random Sampling
 Decide on sample size: n
 Divide frame of N individuals into groups of
k individuals: k=N/n
 Randomly select one individual from the 1st
group
 Select every kth individual thereafter
N = 64
n=8 First Group
k=8
 Systematic samples are selected by using every kth
number after the first subject is randomly selected
from 1 through k .
 EXAMPLE
 Suppose we have 30 mobiles and a sample of 6 is
needed. Since 30/6=5, then k=5, thus every 5th
mobile would be selected. However, the first
mobile numbered between 1 and 5 would be
selected at random. Suppose mobile 3 were the
first mobile selected; then the sample would be
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
16 17 18 19 20 21 22 23 24 25 26 27 28 29 30

3 8 13
18 23 28
 Stratified Random Sampling
 Divide population into subgroups (called strata)
according to some common characteristic
 Select a simple random sample from each
subgroup
 Combine samples from subgroups into one

Population
Divided
into 4
strata

Sample
 Stratified samples are selected by dividing
the population into groups (strata ), then
subjects are randomly selected from each
group or strata.
 EXAMPLE
 Suppose we want to get a sample form a
high school but we need to be sure that the
sample contains subjects from each level in
the school.
 Cluster Sampling
 Divide population into several “clusters,”
each representative of the population
 Select a simple random sample of clusters
 All items in the selected clusters can be used, or items can
be chosen from a cluster using another probability
sampling technique

Population
divided into
16 clusters. Randomly selected
clusters for sample
 Cluster samples are selected by using intact
groups called clusters. Thus, dividing the
population into groups and then taking
samples of the groups.
Statistics
 A statistic is a characteristic or measure obtained by using
the data values from a sample.

 hence, the average of the sales from a sample of

representatives is a statistic, and the average of sales
obtained from the entire population is a parameter.

 To gain knowledge about situations, statisticians collect

information for variables, which describe the situation.
Statistics
 A variable is a characteristic or attribute that can assume
different values.

 Data are the values (measurements or observations) that

the variables can assume. Variables whose values are
determined by chance are called random variables.
Statistics
 Example : The values that the variable weight can
take when measuring the weights of students who
are studying Statistics in Nile University.

 statisticians gain information about a particular

situation or phenomena by collecting data for
random variables.
Statistics
 Variables can be classified as qualitative or quantitative.

 Qualitative variables are variables that can be placed

into distinct categories, according to some characteristic or
attribute. For example, if subjects are classified according
to gender (male or female), then the variable gender is
qualitative. Other examples of qualitative variables are
religious preference and geographic locations.
Statistics
 Quantitative variables are numerical and can be
ordered or ranked. For example, the variable age is
numerical, and people can be ranked in order according to
the value of their ages. Other examples of quantitative
variables are heights, weights, and body temperatures.
Statistics
 Quantitative variables can be further classified into two
groups: discrete and continuous.

 Discrete variables can be assigned values such as 0, 1, 2,

3 and are said to be countable.

 Examples of discrete variables are the number of children

in a family, the number of students in a classroom, the
number of calls received by an operator each day.
Statistics
 Continuous variables, by comparison, can assume an
infinite number of values in an interval between any two
specific values. They are obtained by measuring. They
often include fractions and decimals.

 Temperature, mass, length, time for example, are a

continuous variable, since the variable can assume an
infinite number of values between any two given values.
Statistics
 In addition to being classified as qualitative or quantitative,
variables can be classified by how they are categorized,
counted, or measured. For example, can the data be
organized into specific categories, such as area of
residence (rural, suburban, or urban)?

 Can the data values be ranked, such as first place, second

place, etc.?
Statistics
 Or are the values obtained from measurement, such as
heights, IQs, or temperature? This type of classification—
i.e.,

 how variables are categorized, counted, or measured—uses

measurement scales, and

 four common types of measurement scales (levels) are

used: Nominal, Ordinal, Interval, and Ratio.

Statistics
 Levels of Measurement – the relationship among the
values that are assigned to a variable and the attributes of
that variable.

 Qualitative scales: (Nominal and Ordinal) data.

 Quantitative scales:( Interval and Ratio) data, Interval and

Ratio data can further be classified as: (Discrete and
Continuous) data.
Statistics
 The nominal level of measurement classifies data
into mutually exclusive (non-overlapping), exhausting
categories in which no order or ranking can be imposed on
the data.

 Gender ( Male, Female)

 Major Field (English, history, psychology, Statistics
or mathematics )
Statistics
 political party ( Democratic, Republican, Independent,
etc.)
 Religion (Christianity, Judaism, Islam, etc.),
 Marital status (single, married, divorced, widowed,
separated).

 Eye Color ( Brown, Green, Blue, Hazel)

 Nationality ( Egyptian, Saudi, …)

Statistics
 The ordinal level of measurement classifies data into
categories that can be ranked; however, precise differences
between the ranks do not exist.

 Alternatively, All the characteristics of a nominal scale,

plus there is a ranking among the categories.

 Student Grade ( A, B, C, D, F).

 Ranking of Tennis Players.

Statistics
 Flight Classes ( First, Business, Economy)
 Judging ( First place, second place,…)
 The interval level of measurement ranks data, and
precise differences between units of measure do exist;
however, there is no meaningful zero.

 SAT Score, IQ score, Temperature.

 There is no true zero. For example, IQ tests do not measure

people who have no intelligence.
Statistics
 For temperature, 0F does not mean no heat at all.
 There is a meaningful difference of 1 point between an IQ
of 109 and an IQ of 110. Temperature is another example
of interval measurement, since there is a meaningful
difference of 1F between each unit, such as 72 and 73F.

 However, 60 degrees F is not twice as warm as 30 degrees.

Besides, IQ of 110 is not twice as IQ of 55.
Statistics
 The ratio level of measurement possesses all the
characteristics of interval measurement, and there exists
a true zero. In addition, true ratios exist when the same
variable is measured on two different members of the
population.

 Height, Weight, Time, Age, Salary , Wealth and number of

phone calls received.
Statistics
 Wealth: $0 means no money, $100 is twice as much as $50

 Defining levels of measurement facilitates the choice of

appropriate statistical techniques for data analysis.

 Non-parametric testing is generally performed with

nominal and ordinal level data.

 Parametric testing with interval and ratio.

Nominal    Ratio
Increasing ability to use higher level statistical analyses
Statistics
In fact, the measure of central tendency that is chosen is
often dependent on the shape of the distribution and the
type of variable (categorical or measurement) that is being
examined. There are 4 levels of measurements. The
appropriate central tendency measure for each type of these
levels of measurements are as follows:

NOMINAL VARIABLES: Mode

ORDINAL VARIABLES: Mode, Median
INTERVAL VARIABLES: Mode, Median, Mean
RATIO VARIABLES: Mode, Median, Mean
Statistics
 Parametric statistical tests generally require interval or
ratio level data and assume that the scores were drawn
from a normally distributed population or that both sets of
scores were drawn from populations with the same
variance or spread of scores.

 Nonparametric methods do not make assumptions about

the shape of the population distribution. These are typically
less powerful and often need large samples.
Statistics
Selecting an Appropriate Statistical Test

 The appropriate measurement scale(s) to use

 Is intent to characterize respondents (descriptive statistics)

or draw inferences to population (inferential statistics)

 The level of significance used and focusing on one- or

two-tailed distribution and appropriate sample size and
method.
Statistics
 Whether the mean or median better characterize the dataset

 Whether the population is normal

 The number of independent (experimental or predicator

variables that evaluators manipulate and that presumably
change) and dependent (influenced by the independent
variable(s)).

 Uses parametric or nonparametric statistics.

 Chapter Review
 Determine whether each statement is true or false. If the
statement is false, explain why.
 Probability is used as a basis for inferential statistics.

 The height of President Lincoln is an example of a variable.

 The highest level of measurement is the interval level.

 Cont.
 When the population of college professors is divided into
groups according to their rank (instructor, assistant professor,
etc.) and then several are selected from each group to make
up a sample, the sample is called a cluster sample.

 The variable age is an example of a qualitative variable.

 The weight of pumpkins is considered to be a continuous

variable.
Cont.
 Select the best answer.
 The number of absences per year that a worker has is an

example of what type of data?

a. Nominal
b. Qualitative
c. Discrete
d. Continuous
Cont.
 A researcher divided subjects into two groups according to
gender and then selected members from each group for her
sample. What sampling method was the researcher using?
a. Cluster
b. Random
c. Systematic
d. Stratified
Cont.
 Data that can be classified according to color are measured
on what scale?
a. Nominal
b. Ratio
c. Ordinal
d. Interval
 Cont.
 Data
a) ___________ are the values (measurements or observations)
that the variables can assume
b) A __________ consists of all subjects (human or otherwise)
that are being studied.
c) The ________ in an experimental study is the one that is
being manipulated by the researcher.
d) ________ assume values that can be counted.
Cont.
 A parameter is ________
a) a characteristic or measure obtained by using all the data
values from a specific population.
b) the midpoint of the data array.
c) defined as the sum of the lowest and highest values in the
data set, divided by 2.
d) a characteristic or measure obtained by using the data
values from a sample.
Cont.
 Which statement belongs to inferential statistics?
a) The average life in Cairo is 75 years.
b) A diet high in fruits and vegetables will lower blood
pressure.
c) In 2020, the number of high school graduates will be 4
million students.
d) B and C.
Cont.
 The student Name is _________________ variable
a) Qualitative.
b) Ordinal.
c) Quantitative.
d) Discrete.
Cont.
 The measurement Scales of ( Flight Classes ) is _______
a) Ordinal.
b) Continues.
c) Discrete.
d) Nominal.
Cont.
 ____________ consists of generalizing from samples to
populations, performing estimations and hypothesis tests,
determining relationships among variables, and making
predictions.
a) Descriptive statistics.
b) A sample.
c) A population.
d) Inferential statistics.
Cont.
 The time it takes a student to drive to school is what type
of data?
a) Discrete.
b) Continuous.
c) Random sample.
d) Stratified sample.
Cont.
 A statistic is ________
a) a characteristic or measure obtained by using all the data
values from a specific population.
b) defined as the sum of the lowest and highest values in the
data set, divided by 2.
c) a characteristic or measure obtained by using the data
values from a sample.
d) the midpoint of the data array.
Cont.
 Which statement belongs to inferential statistics?
a) The average life in Cairo is 75 years.
b) A diet high in fruits and vegetables will lower blood
pressure.
c) In 2020, the number of high school graduates will be 4
million students.
d) B and C.
Cont.
 The age is _________________ variable
a) Discrete.
b) Ordinal.
c) Qualitative.
d) Quantitative.
Cont.
 The student height is _______
a) Nominal.
b) Ordinal.
c) Continues.
d) Discrete.
Cont.
 ____________ consists of the collection, organization,
summarization, and presentation of data.
a) Descriptive statistics.
b) A sample.
c) Inferential statistics.
d) A population.
Cont.
 Population
a) The ________ in an experimental study is the one that is
being manipulated by the researcher.
b) ___________ are the values (measurements or
observations) that the variables can assume.
c) A __________ consists of all subjects (human or
otherwise) that are being studied.
d) ________ assume values that can be counted.
Cont.
 The number of students in class is _______
a) Discrete.
b) Nominal.
c) Continues.
d) Ordinal.
Cont.
 ____________ consists of all subjects (human or
otherwise) that are being studied.
a) Descriptive statistics.
b) A population.
c) Inferential statistics.
d) A sample.
Cont.
 The number of films on one-day in television channel, is
what type of data?
a) Stratified sample.
b) Discrete.
c) Random sample.
d) Continuous.
Cont.
 The ID Number is _________________ variable
a) Ordinal.
b) Quantitative.
c) Discrete.
d) Qualitative.
 Answers
 True and False questions:
T , F, F ,F ,F, T.
 Select Best Answer Question:
C, D, A,A,A,D,A,A,D,B,C,A,D,C,A,C,A,B,B,D