ENGINEERING STATISTICS - 4∗

Dr. Türker Ertem

Toros University Faculty of Engineering

October 25, 2022

∗ Complementary to the Class Notes

Textbook
Navidi W.
Statistics for Engineers and Scientists
McGraw-Hill

Reference Books
Montgomery D.C. & Runger G.C.
Applied Statistics and Probability for Engineers
John Wiley & Sons, Inc.

Rice J.A.
Mathematical Statistics and Data Analysis
Thomson Brooks/Cole
2.3 Conditional Probability and Independence

Sometimes we obtain some additional information that tells

us that the outcome comes from a certain part of the sample
space.

In this case, the probability of an event is based on the

outcomes in that part of the sample space.

A probability that is based on a part of a sample space is

called a conditional probability.
Definition Let A and B events with P(B) 6= 0. The conditional
probability of A given B is

P(A ∩ B)
P(A|B) = .
P(B)
Example 46 An extrusion die is used to produce aluminum rods.
Specifications are given for the length and the diameter of the rods.
For each rod, the length is classified as too short, too long, or OK,
and the diameter is classified as too thin, too thick, or OK. In a
population of 1000 rods, the number of rods in each class is as
follows:

Assume that a rod is sampled, and its length is measured and

found to meet the specification. What is the probability that the
diameter also meets the specification?
Example 47 The following table provides an example of 400 parts
classified by surface flaws and as (functionally) defective.

Let D denote the event that a part is defective and let F denote the
event that a part has a surface flaw. Compute P(D|F ), P(D|F c ),
P(F |D), and P(F c |D).
Example 48 The probability that it is Friday and that a student
is absent is 0.03. Since there are 5 school days in a week, the
probability that it is Friday is 0.2. What is the probability that a
student is absent given that today is Friday?
Example 49 At Toros University, the probability that a student
takes Probability Theory and Engineering Statistics is 0.087. The
probability that a student takes Probability Theory is 0.68. What
is the probability that a student takes Engineering Statistics given
that the student is taking Probability Theory?
Remark P(A|B) 6= P(B|A), in general.
Independent Events

Sometimes the knowledge that one event has occurred does not
change the probability that another event occurs.

In this case the conditional and unconditional probabilities are the

same, and the events are said to be independent.
Definition Two events A and B are independent if the probability
of each event remains the same whether or not the other occurs.

That is: If P(A) 6= 0 and P(B) 6= 0, then A and B are independent

if P(B|A) = P(B) or, equivalently, P(A|B) = P(A).

Clearly, if either P(A) = 0 or P(B) = 0, then A and B are inde-

pendent.
Remark If A and B are independent, then the following pairs of
events are also independent: A and B c , Ac and B, and Ac and B c .
Multiplication Rule If A and B are two events with P(B) 6= 0,
then
P(A ∩ B) = P(B)P(A|B).

If A and B are two events with P(A) 6= 0, then

P(A ∩ B) = P(A)P(B|A).

If P(A) 6= 0 and P(B) 6= 0, then the equalities above both hold.

Remark When two events are independent, then we have

P(A|B) = P(A) and P(B|A) = P(B)

so the multiplication rule simplifies

P(A ∩ B) = P(A)P(B).

We can generalize this property: If A1 , A2 , . . . , An are independent

events, then

P(A1 ∩ A2 ∩ . . . An ) = P(A1 )P(A2 ) . . . P(An ).

Example 50 A vehicle contains two engines, a main engine and a
backup. The engine component fails only if both engines fail. The
probability that the main engine fails is 0.05, and the probability
that the backup engine fails is 0.10. Assume that the main and
backup engines function independently. What is the probability
that the engine component fails?
Example 51 A system contains two components, A and B. Both
components must function for the system to work. The prob-
ability that component A fails is 0.08, and the probability that
component B fails is 0.05. Assume the two components function
independently. What is the probability that the system functions?
2.4 Random Variables

In many situations, it is desirable to assign a numerical value to

each outcome of an experiment. Such an assignment is called a
random variable.
There are two important types of random variables, discrete and
continuous.

A discrete random variable is one whose possible values can be

ordered, and there are gaps between adjacent values.

In contrast, the possible values of a continuous random variable

always contain an interval.
Example 52 Determine whether each of the following random
variables is discrete or continuous.
(a) The number of heads in 100 tosses of a coin.
(b) The length of a rod randomly chosen from a day’s production.
(c) The final exam score of a randomly chosen student from last
semester’s engineering statistics class.
(d) The age of a randomly chosen Toros University student.
(e) The age that a randomly chosen Toros University student will
be on his or her next birthday.
Discrete Random Variables
A random variable is discrete if its possible values form a discrete
set.
This means that if the possible values are arranged in order, there
is a gap between each value and the next one.
In a discrete random variable the set of possible values may be
infinite.
For example, the set of all integers and the set of all positive
integers are both discrete sets.
Definition The probability mass function of a discrete random
variable X is the function p(x) = P(X = x).
The probability mass function is sometimes called the probability
distribution.
Definition The cumulative distribution function of the random
variable X is the function F (x) = P(X ≤ x).
For any discrete random variable X , the cumulative distribution
function F (x) can be computed by summing the probabilities of
all the possible values of X that are less than or equal to x.
X X
F (x) = p(t) = P(X = t)
t≤x t≤x

Remarks (i) F (x) is defined for any number x, not just for the
possible values of X .
(ii) The summation of probabilities over all x’s is equal to 1, that
is, X
P(X = x) = 1.
x
Mean for Discrete Random Variables

Let X be a discrete random variable with probability mass function

p(x) = P(X = x). The mean of X is given by
X
µX = xP(X = x)
x

where the sum is over all possible values of X .

The population mean of a random variable X may also be called

the expectation, or expected value, of X , and can be denoted
by µX , by E (X ), or simply by µ.
Variance for Discrete Random Variables
Let X be a discrete random variable with probability mass function
p(x) = P(X = x). Then the variance of X is given by
X
σX2 = (x − µX )2 P(X = x)
x

or equivalently by
X
σX2 = x 2 P(X = x) − µ2X
x

Standard Deviation for Discrete Random Variables

The standard deviation of X is the square root of the variance:
q
σX = σX2 .
Example 53 A chemical supply company ships a certain solvent
in 10-gallon drums. Let X represent the number of drums ordered
by a randomly chosen customer. Assume X has the following
probability mass function:
(a) Find the mean number of drums ordered.
(b) Find the variance of the number of drums ordered.
(c) Find the standard deviation of the number of drums ordered.
(d) Let Y be the number of gallons ordered. Find the probability
mass function of Y.
(e) Find the mean number of gallons ordered.
(f) Find the variance of the number of gallons ordered.
(g) Find the standard deviation of the number of gallons ordered.
Example 54 A survey of cars on a certain stretch of highway
during morning commute hours showed that 70% had only one
occupant, 15% had 2, 10% had 3, 3% had 4, and 2% had 5. Let
X represent the number of occupants in a randomly chosen car.
(a) Find the probability mass function of X .
(b) Find P(X ≤ 2).
(c) Find P(X > 3).
(d) Find µX .
(e) Find σX .
Example 55 A computer sends a packet of information along a
channel and waits for a return signal acknowledging that the packet
has been received. If no acknowledgment is received within a cer-
tain time, the packet is re-sent. Let X represent the number of
times the packet is sent. Assume that the probability mass func-
tion of X is given by
(
c x if x = 1, 2, 3, 4 or 5
p(x) =
0 otherwise

where c is a constant.
(a) Find the value of the constant c so that p(x) is a probability
mass function.
(b) Find P(X = 2).
(c) Find the mean number of times the packet is sent.
(d) Find the variance of the number of times the packet is sent.
(e) Find the standard deviation of the number of times the packet
is sent.
Continuous Random Variables
A random variable is continuous if its probabilities are given by
areas under a curve.

The curve is called a probability density function for the random

variable.

The probability density function is sometimes called the probabil-

ity distribution.
Computing Probabilities Using Probability Density Function
Let X be a continuous random variable with probability density
function f (x). Let a and b be any two numbers, with a < b. Then
Z b
P(a ≤ X ≤ b) = f (x)dx
a

Remark Note that the area under the curve does not depend on
whether the endpoints a and b are included in the interval.
Therefore probabilities involving X do not depend on whether end-
points are included and so we have

P(a ≤ X ≤ b) = P(a < X ≤ b) = P(a ≤ X < b) = P(a < X < b)

Remark If f (x) is the probability density function of a continuous
random variable X , the area under the entire curve f (x) is equal
to 1, that is, Z ∞
f (x)dx = 1
−∞
Remark For any real numbers a and b we have
Z b
P(X ≤ b) = P(X < b) = f (x)dx
−∞

and Z ∞
P(X ≥ a) = P(X > a) = f (x)dx
a
The Cumulative Distribution Function of a Continuous Ran-
dom Variable
Let X be a continuous random variable with probability density
function f (x). The cumulative distribution function F (x) of X is
the function
Z x
F (x) = P(X ≤ x) = f (t)dt
−∞
Mean for Continuous Random Variables
Let X be a continuous random variable with probability density
function f (x). Then the mean of X is given by
Z ∞
µX = x f (x) dx
−∞

The mean of X is sometimes called the expectation, or expected

value, of X . It may also be denoted by E (X ) or by µ.
Variance for Continuous Random Variables
Let X be a continuous random variable with probability density
function f (x). Then the variance of X is given by
Z ∞
2
σX = (x − µX )2 f (x)dx
−∞

An alternate formula for the variance is given by

Z ∞
2
σX = x 2 f (x)dx − µ2X
−∞

Standard Deviation for Continuous Random Variables

The standard deviation is the square root of the variance:
q
σX = σX2 .
Example 56 Resistors labeled 100 Ω have true resistances that are
between 80 Ω and 120 Ω. Let X be the mass of a randomly chosen
resistor. The probability density function of X is given by
x − 80


 80 < x < 120
f (x) = 800


0 otherwise
(a) What proportion of resistors have resistances less than 90 Ω?
(b) Find the mean resistance.
(c) Find the standard deviation of the resistances.
(d) Find the cumulative distribution function of the resistances.
Example 57 The repair time (in hours) for a certain machine is a
random variable with probability density function
 −x
 xe 0<x
f (x) =
0 otherwise


(a) What is the probability that the repair time is less than 2 hours?
(b) What is the probability that the repair time is between1.5 and
3 hours?
(c) Find the mean repair time.
(d) Find the cumulative distribution function of the repair times.
Example 58 The thickness of a washer (in mm) is a random
variable with probability density function
3


 x(6 − x) 2 < x < 4
f (x) = 52


0 otherwise
(a) What is the probability that the thickness is less than 2.5 mm?
(b) What is the probability that the thickness is between 2.5 and
3.5 mm?
(c) Find the mean thickness.
(d) Find the standard deviation σ of the thicknesses.
(e) Find the probability that the thickness is within ±σ of the
mean.
(f) Find the cumulative distribution function of the thickness.
Example 59 Let the continuous random variable X denote the
current measured in a thin copper wire in milliamperes. Assume
that the range of X is [0, 20], and assume that the probability
density function of X is f (x) = 0.05 for 0 ≤ x ≤ 20.
(a) What is the probability that a current measurement is less than
10 milliamperes?
(b) Find the cumulative distribution function.
(c) Find the mean, variance, and standard deviation.
Fact Given the cumulative distribution function F (x). Then the
distribution function is
d F (x)
dx
as long as the derivative exists.
The Population Median and Percentiles
Let X be a continuous random variable with probability mass func-
tion f (x) and cumulative distribution function F (x). Then:
The median of X is the point xm that solves the equation
Z xm
F (xm ) = P(X ≤ xm ) = f (x)dx = 0.5
−∞

If p is any number between 0 and 100, the pth percentile is the

point xp that solves the equation
Z xp
F (xp ) = P(X ≤ xp ) = f (x)dx = p/100
−∞
Example 60 The time until a chemical reaction is complete (in
milliseconds) is approximated by the cumulative distribution func-
tion

 0 x <0
F (x) =
1 − e −0.01x x ≥ 0


Determine the probability density function of X . Find the median

time. What proportion of reactions is complete within 200 mil-
liseconds?