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Statistics in Engineering
With Examples in MATLAB® and R
Second Edition
CHAPMAN & HALL/CRC
Texts in Statistical Science Series
Joseph K. Blitzstein, Harvard University, USA
Julian J. Faraway, University of Bath, UK
Martin Tanner, Northwestern University, USA
Jim Zidek, University of British Columbia, Canada
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With Examples in MATLAB® and R
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Andrew Metcalfe
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Tony Greenfield
Mahayaudin Mansor
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Contents
Preface xvii
1 Why understand statistics? 1

1.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 Using the book . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.3 Software . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
2 Probability and making decisions 3

2.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
2.2 Random digits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
2.2.1 Concepts and uses . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
2.2.2 Generating random digits . . . . . . . . . . . . . . . . . . . . . . . . 5
2.2.3 Pseudo random digits . . . . . . . . . . . . . . . . . . . . . . . . . . 6
2.3 Defining probabilities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
2.3.1 Defining probabilities – Equally likely outcomes . . . . . . . . . . . . 8
2.3.2 Defining probabilities – Relative frequencies . . . . . . . . . . . . . . 11
2.3.3 Defining probabilities – Subjective probability and expected monetary
value . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
2.4 Axioms of probability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
2.5 The addition rule of probability . . . . . . . . . . . . . . . . . . . . . . . . 15
2.5.1 Complement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
2.6 Conditional probability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
2.6.1 Conditioning on information . . . . . . . . . . . . . . . . . . . . . . 18
2.6.2 Conditional probability and the multiplicative rule . . . . . . . . . . 18
2.6.3 Independence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
2.6.4 Tree diagrams . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
2.7 Bayes’ theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
2.7.1 Law of total probability . . . . . . . . . . . . . . . . . . . . . . . . . 26
2.7.2 Bayes’ theorem for two events . . . . . . . . . . . . . . . . . . . . . . 27
2.7.3 Bayes’ theorem for any number of events . . . . . . . . . . . . . . . 28
2.8 Decision trees . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
2.9 Permutations and combinations . . . . . . . . . . . . . . . . . . . . . . . . 31
2.10 Simple random sample . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
2.11 Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
2.11.1 Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
2.11.2 Summary of main results . . . . . . . . . . . . . . . . . . . . . . . . 36
2.11.3 MATLAB R and R commands . . . . . . . . . . . . . . . . . . . . . 36
2.12 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
v
vi Contents
3 Graphical displays of data and descriptive statistics 55

3.1 Types of variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55
3.2 Samples and populations . . . . . . . . . . . . . . . . . . . . . . . . . . . . 58
3.3 Displaying data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61
3.3.1 Stem-and-leaf plot . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61
3.3.2 Time series plot . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62
3.3.3 Pictogram . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65
3.3.4 Pie chart . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68
3.3.5 Bar chart . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68
3.3.6 Rose plot . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70
3.3.7 Line chart for discrete variables . . . . . . . . . . . . . . . . . . . . . 70
3.3.8 Histogram and cumulative frequency polygon for continuous variables 73
3.3.9 Pareto chart . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77
3.4 Numerical summaries of data . . . . . . . . . . . . . . . . . . . . . . . . . 79
3.4.1 Population and sample . . . . . . . . . . . . . . . . . . . . . . . . . 79
3.4.2 Measures of location . . . . . . . . . . . . . . . . . . . . . . . . . . . 81
3.4.3 Measures of spread . . . . . . . . . . . . . . . . . . . . . . . . . . . . 90
3.5 Box-plots . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95
3.6 Outlying values and robust statistics . . . . . . . . . . . . . . . . . . . . . 97
3.6.1 Outlying values . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97
3.6.2 Robust statistics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 98
3.7 Grouped data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 99
3.7.1 Calculation of the mean and standard deviation for discrete data . 99
3.7.2 Grouped continuous data [Mean and standard deviation for grouped
continuous data] . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100
3.7.3 Mean as center of gravity . . . . . . . . . . . . . . . . . . . . . . . . 101
3.7.4 Case study of wave stress on offshore structure. . . . . . . . . . . . . 103
3.8 Shape of distributions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 103
3.8.1 Skewness . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 103
3.8.2 Kurtosis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 104
3.8.3 Some contrasting histograms . . . . . . . . . . . . . . . . . . . . . . 105
3.9 Multivariate data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 108
3.9.1 Scatter plot . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 108
3.9.2 Histogram for bivariate data . . . . . . . . . . . . . . . . . . . . . . 110
3.9.3 Parallel coordinates plot . . . . . . . . . . . . . . . . . . . . . . . . . 111
3.10 Descriptive time series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 113
3.10.1 Definition of time series . . . . . . . . . . . . . . . . . . . . . . . . . 113
3.10.2 Missing values in time series . . . . . . . . . . . . . . . . . . . . . . . 114
3.10.3 Decomposition of time series . . . . . . . . . . . . . . . . . . . . . . 114
3.10.3.1 Trend - Centered moving average . . . . . . . . . . . . . . 114
3.10.3.2 Seasonal component - Additive monthly model . . . . . . . 115
3.10.3.3 Seasonal component - Multiplicative monthly model . . . . 115
3.10.3.4 Seasonal adjustment . . . . . . . . . . . . . . . . . . . . . . 116
3.10.3.5 Forecasting . . . . . . . . . . . . . . . . . . . . . . . . . . . 116
3.10.4 Index numbers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 119
3.11 Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 121
3.11.1 Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 121
3.11.3 MATLAB and R commands . . . . . . . . . . . . . . . . . . . . . . . 122
3.12 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 123
Contents vii
4 Discrete probability distributions 137

4.1 Discrete random variables . . . . . . . . . . . . . . . . . . . . . . . . . . . 137
4.1.1 Definition of a discrete probability distribution . . . . . . . . . . . . 138
4.1.2 Expected value . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 139
4.2 Bernoulli trial . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 140
4.2.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 140
4.2.2 Defining the Bernoulli distribution . . . . . . . . . . . . . . . . . . . 141
4.2.3 Mean and variance of the Bernoulli distribution . . . . . . . . . . . . 141
4.3 Binomial distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 142
4.3.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 142
4.3.2 Defining the Binomial distribution . . . . . . . . . . . . . . . . . . . 142
4.3.3 A model for conductivity . . . . . . . . . . . . . . . . . . . . . . . . 147
4.3.4 Mean and variance of the binomial distribution . . . . . . . . . . . . 148
4.3.5 Random deviates from binomial distribution . . . . . . . . . . . . . 149
4.3.6 Fitting a binomial distribution . . . . . . . . . . . . . . . . . . . . . 149
4.4 Hypergeometric distribution . . . . . . . . . . . . . . . . . . . . . . . . . . 150
4.4.1 Defining the hypergeometric distribution . . . . . . . . . . . . . . . . 151
4.4.2 Random deviates from the hypergeometric distribution . . . . . . . 152
4.4.3 Fitting the hypergeometric distribution . . . . . . . . . . . . . . . . 152
4.5 Negative binomial distribution . . . . . . . . . . . . . . . . . . . . . . . . . 153
4.5.1 The geometric distribution . . . . . . . . . . . . . . . . . . . . . . . 153
4.5.2 Defining the negative binomial distribution . . . . . . . . . . . . . . 154
4.5.3 Applications of negative binomial distribution . . . . . . . . . . . . . 155
4.5.4 Fitting a negative binomial distribution . . . . . . . . . . . . . . . . 157
4.5.5 Random numbers from a negative binomial distribution . . . . . . . 157
4.6 Poisson process . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 158
4.6.1 Defining a Poisson process in time . . . . . . . . . . . . . . . . . . . 158
4.6.2 Superimposing Poisson processes . . . . . . . . . . . . . . . . . . . . 158
4.6.3 Spatial Poisson process . . . . . . . . . . . . . . . . . . . . . . . . . 158
4.6.4 Modifications to Poisson processes . . . . . . . . . . . . . . . . . . . 159
4.6.5 Poisson distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . 159
4.6.6 Fitting a Poisson distribution . . . . . . . . . . . . . . . . . . . . . . 160
4.6.7 Times between events . . . . . . . . . . . . . . . . . . . . . . . . . . 161
4.7 Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 162
4.7.1 Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 162
4.8 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 164
5 Continuous probability distributions 175

5.1 Continuous random variables . . . . . . . . . . . . . . . . . . . . . . . . . 175
5.1.1 Definition of a continuous random variable . . . . . . . . . . . . . . 175
5.1.2 Definition of a continuous probability distribution . . . . . . . . . . 176
5.1.3 Moments of a continuous probability distribution . . . . . . . . . . . 177
5.1.4 Median and mode of a continuous probability distribution . . . . . . 181
5.1.5 Parameters of probability distributions . . . . . . . . . . . . . . . . . 181
5.2 Uniform distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 181
5.2.1 Definition of a uniform distribution . . . . . . . . . . . . . . . . . . . 182
5.2.2 Applications of the uniform distribution . . . . . . . . . . . . . . . . 183
5.2.3 Random deviates from a uniform distribution . . . . . . . . . . . . . 183
5.2.4 Distribution of F (X) is uniform . . . . . . . . . . . . . . . . . . . . 183
viii Contents
5.2.5 Fitting a uniform distribution . . . . . . . . . . . . . . . . . . . . . . 184

5.3 Exponential distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . 184
5.3.1 Definition of an exponential distribution . . . . . . . . . . . . . . . . 184
5.3.2 Markov property . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 186
5.3.2.1 Poisson process . . . . . . . . . . . . . . . . . . . . . . . . . 186
5.3.2.2 Lifetime distribution . . . . . . . . . . . . . . . . . . . . . . 186
5.3.3 Applications of the exponential distribution . . . . . . . . . . . . . . 187
5.3.4 Random deviates from an exponential distribution . . . . . . . . . . 189
5.3.5 Fitting an exponential distribution . . . . . . . . . . . . . . . . . . . 190
5.4 Normal (Gaussian) distribution . . . . . . . . . . . . . . . . . . . . . . . . 194
5.4.1 Definition of a normal distribution . . . . . . . . . . . . . . . . . . . 194
5.4.2 The standard normal distribution Z ∼ N (0, 1) . . . . . . . . . . . . 195
5.4.3 Applications of the normal distribution . . . . . . . . . . . . . . . . 199
5.4.4 Random numbers from a normal distribution . . . . . . . . . . . . . 203
5.4.5 Fitting a normal distribution . . . . . . . . . . . . . . . . . . . . . . 203
5.5 Probability plots . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 203
5.5.1 Quantile-quantile plots . . . . . . . . . . . . . . . . . . . . . . . . . . 204
5.5.2 Probability plot . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 204
5.6 Lognormal distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 205
5.6.1 Definition of a lognormal distribution . . . . . . . . . . . . . . . . . 205
5.6.2 Applications of the lognormal distribution . . . . . . . . . . . . . . . 208
5.6.3 Random numbers from lognormal distribution . . . . . . . . . . . . . 209
5.6.4 Fitting a lognormal distribution . . . . . . . . . . . . . . . . . . . . . 209
5.7 Gamma distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 209
5.7.1 Definition of a gamma distribution . . . . . . . . . . . . . . . . . . . 210
5.7.2 Applications of the gamma distribution . . . . . . . . . . . . . . . . 212
5.7.3 Random deviates from gamma distribution . . . . . . . . . . . . . . 212
5.7.4 Fitting a gamma distribution . . . . . . . . . . . . . . . . . . . . . . 212
5.8 Gumbel distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 213
5.8.1 Definition of a Gumbel distribution . . . . . . . . . . . . . . . . . . . 213
5.8.2 Applications of the Gumbel distribution . . . . . . . . . . . . . . . . 215
5.8.3 Random deviates from a Gumbel distribution . . . . . . . . . . . . . 215
5.8.4 Fitting a Gumbel distribution . . . . . . . . . . . . . . . . . . . . . . 216
5.9 Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 218
5.9.1 Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 218
5.10 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 220
6 Correlation and functions of random variables 233

6.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 233
6.2 Sample covariance and correlation coefficient . . . . . . . . . . . . . . . . . 236
6.2.1 Defining sample covariance . . . . . . . . . . . . . . . . . . . . . . . 236
6.3 Bivariate distributions, population covariance and correlation coefficient . 244
6.3.1 Population covariance and correlation coefficient . . . . . . . . . . . 245
6.3.2 Bivariate distributions - Discrete case . . . . . . . . . . . . . . . . . 246
6.3.3 Bivariate distributions - Continuous case . . . . . . . . . . . . . . . 248
6.3.3.1 Marginal distributions . . . . . . . . . . . . . . . . . . . . . 248
6.3.3.2 Bivariate histogram . . . . . . . . . . . . . . . . . . . . . . 249
6.3.3.3 Covariate and correlation . . . . . . . . . . . . . . . . . . . 250
6.3.3.4 Bivariate probability distributions . . . . . . . . . . . . . . 251
Contents ix
6.3.4 Copulas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 256

6.4 Linear combination of random variables (propagation of error) . . . . . . . 256
6.4.1 Mean and variance of a linear combination of random variables . . . 257
6.4.1.1 Bounds for correlation coefficient . . . . . . . . . . . . . . 259
6.4.2 Linear combination of normal random variables . . . . . . . . . . . . 260
6.4.3 Central Limit Theorem and distribution of the sample mean . . . . 262
6.5 Non-linear functions of random variables (propagation of error) . . . . . . 265
6.6 Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 267
6.6.1 Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 267
6.7 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 268
7 Estimation and inference 279

7.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 279
7.2 Statistics as estimators . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 279
7.2.1 Population parameters . . . . . . . . . . . . . . . . . . . . . . . . . 280
7.2.2 Sample statistics and sampling distributions . . . . . . . . . . . . . . 280
7.2.3 Bias and MSE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 282
7.3 Accuracy and precision . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 285
7.4 Precision of estimate of population mean . . . . . . . . . . . . . . . . . . . 285
7.4.1 Confidence interval for population mean when σ known . . . . . . . 285
7.4.2 Confidence interval for mean when σ unknown . . . . . . . . . . . . 288
7.4.2.1 Construction of confidence interval and rationale for the
t-distribution . . . . . . . . . . . . . . . . . . . . . . . . . . 288
7.4.2.2 The t-distribution . . . . . . . . . . . . . . . . . . . . . . . 289
7.4.3 Robustness . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 291
7.4.4 Bootstrap methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . 292
7.4.4.1 Bootstrap resampling . . . . . . . . . . . . . . . . . . . . . 292
7.4.4.2 Basic bootstrap confidence intervals . . . . . . . . . . . . . 293
7.4.4.3 Percentile bootstrap confidence intervals . . . . . . . . . . 293
7.4.5 Parametric bootstrap . . . . . . . . . . . . . . . . . . . . . . . . . . 296
7.5 Hypothesis testing . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 299
7.5.1 Hypothesis test for population mean when σ known . . . . . . . . . 300
7.5.2 Hypothesis test for population mean when σ unknown . . . . . . . . 302
7.5.3 Relation between a hypothesis test and the confidence interval . . . 303
7.5.4 p-value . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 304
7.5.5 One-sided confidence intervals and one-sided tests . . . . . . . . . . 304
7.6 Sample size . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 305
7.7 Confidence interval for a population variance and standard deviation . . . 307
7.8 Comparison of means . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 309
7.8.1 Independent samples . . . . . . . . . . . . . . . . . . . . . . . . . . 309
7.8.1.1 Population standard deviations differ . . . . . . . . . . . . 309
7.8.1.2 Population standard deviations assumed equal . . . . . . . 312
7.8.2 Matched pairs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 315
7.9 Comparing variances . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 317
7.10 Inference about proportions . . . . . . . . . . . . . . . . . . . . . . . . . . 318
7.10.1 Single sample . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 318
7.10.2 Comparing two proportions . . . . . . . . . . . . . . . . . . . . . . . 320
7.10.3 McNemar’s test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 323
7.11 Prediction intervals and statistical tolerance intervals . . . . . . . . . . . . 325
x Contents
7.11.1 Prediction interval . . . . . . . . . . . . . . . . . . . . . . . . . . . . 325

7.11.2 Statistical tolerance interval . . . . . . . . . . . . . . . . . . . . . . . 326
7.12 Goodness of fit tests . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 327
7.12.1 Chi-square test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 328
7.12.2 Empirical distribution function tests . . . . . . . . . . . . . . . . . . 330
7.13 Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 332
7.13.1 Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 332
7.14 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 335
8 Linear regression and linear relationships 357

8.1 Linear regression . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 357
8.1.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 357
8.1.2 The model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 359
8.1.3 Fitting the model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 361
8.1.3.1 Fitting the regression line . . . . . . . . . . . . . . . . . . . 361
8.1.3.2 Identical forms for the least squares estimate of the slope . 363
8.1.3.3 Relation to correlation . . . . . . . . . . . . . . . . . . . . 363
8.1.3.4 Alternative form for the fitted regression line . . . . . . . . 364
8.1.3.5 Residuals . . . . . . . . . . . . . . . . . . . . . . . . . . . . 365
8.1.3.6 Identities satisfied by the residuals . . . . . . . . . . . . . . 366
8.1.3.7 Estimating the standard deviation of the errors . . . . . . . 367
8.1.3.8 Checking assumptions A3, A4 and A5 . . . . . . . . . . . . 368
8.1.4 Properties of the estimators . . . . . . . . . . . . . . . . . . . . . . . 368
8.1.4.1 Estimator of the slope . . . . . . . . . . . . . . . . . . . . . 369
8.1.4.2 Estimator of the intercept . . . . . . . . . . . . . . . . . . . 371
8.1.5 Predictions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 371
8.1.5.1 Confidence interval for mean value of Y given x . . . . . . 371
8.1.5.2 Limits of prediction . . . . . . . . . . . . . . . . . . . . . . 373
8.1.5.3 Plotting confidence intervals and prediction limits . . . . . 374
8.1.6 Summarizing the algebra . . . . . . . . . . . . . . . . . . . . . . . . 375
8.1.7 Coefficient of determination R2 . . . . . . . . . . . . . . . . . . . . . 376
8.2 Regression for a bivariate normal distribution . . . . . . . . . . . . . . . . 376
8.2.1 The bivariate normal distribution . . . . . . . . . . . . . . . . . . . . 377
8.3 Regression towards the mean . . . . . . . . . . . . . . . . . . . . . . . . . 378
8.4 Relationship between correlation and regression . . . . . . . . . . . . . . . 380
8.4.1 Values of x are assumed to be measured without error and can be
preselected . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 381
8.4.2 The data pairs are assumed to be a random sample from a bivariate
normal distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . 381
8.5 Fitting a linear relationship when both variables are measured with error . 383
8.6 Calibration lines . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 386
8.7 Intrinsically linear models . . . . . . . . . . . . . . . . . . . . . . . . . . . . 389
8.8 Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 393
8.8.1 Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 393
8.9 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 395
Contents xi
9 Multiple regression 403

9.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 403
9.2 Multivariate data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 404
9.3 Multiple regression model . . . . . . . . . . . . . . . . . . . . . . . . . . . 405
9.3.1 The linear model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 405
9.3.2 Random vectors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 406
9.3.2.1 Linear transformations of a random vector . . . . . . . . . 406
9.3.2.2 Multivariate normal distribution . . . . . . . . . . . . . . . 407
9.3.3 Matrix formulation of the linear model . . . . . . . . . . . . . . . . . 407
9.3.4 Geometrical interpretation . . . . . . . . . . . . . . . . . . . . . . . . 407
9.4 Fitting the model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 408
9.4.1 Principle of least squares . . . . . . . . . . . . . . . . . . . . . . . . 408
9.4.2 Multivariate calculus - Three basic results . . . . . . . . . . . . . . 409
9.4.3 The least squares estimator of the coefficients . . . . . . . . . . . . . 410
9.4.4 Estimating the coefficients . . . . . . . . . . . . . . . . . . . . . . . . 411
9.4.5 Estimating the standard deviation of the errors . . . . . . . . . . . . 416
9.4.6 Standard errors of the estimators of the coefficients . . . . . . . . . . 417
9.5 Assessing the fit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 418
9.5.1 The residuals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 419
9.5.2 R-squared . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 420
9.5.3 F-statistic . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 421
9.5.4 Cross validation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 422
9.6 Predictions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 422
9.7 Building multiple regression models . . . . . . . . . . . . . . . . . . . . . . 424
9.7.1 Interactions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 424
9.7.2 Categorical variables . . . . . . . . . . . . . . . . . . . . . . . . . . . 428
9.7.3 F-test for an added set of variables . . . . . . . . . . . . . . . . . . . 433
9.7.4 Quadratic terms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 440
9.7.5 Guidelines for fitting regression models . . . . . . . . . . . . . . . . . 447
9.8 Time series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 450
9.8.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 450
9.8.2 Aliasing and sampling intervals. . . . . . . . . . . . . . . . . . . . . . 450
9.8.3 Fitting a trend and seasonal variation with regression . . . . . . . . 451
9.8.4 Auto-covariance and auto-correlation . . . . . . . . . . . . . . . . . . 456
9.8.4.1 Defining auto-covariance for a stationary times series model 457
9.8.4.2 Defining sample auto-covariance and the correlogram . . . 458
9.8.5 Auto-regressive models . . . . . . . . . . . . . . . . . . . . . . . . . . 459
9.8.5.1 AR(1) and AR(2) models . . . . . . . . . . . . . . . . . . . 460
9.9 Non-linear least squares . . . . . . . . . . . . . . . . . . . . . . . . . . . . 465
9.10 Generalized linear model . . . . . . . . . . . . . . . . . . . . . . . . . . . . 468
9.10.1 Logistic regression . . . . . . . . . . . . . . . . . . . . . . . . . . . . 468
9.10.2 Poisson regression . . . . . . . . . . . . . . . . . . . . . . . . . . . . 470
9.11 Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 474
9.11.1 Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 474
9.12 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 476
xii Contents
10 Statistical quality control 491

10.1 Continuous improvement . . . . . . . . . . . . . . . . . . . . . . . . . . . . 491
10.1.1 Defining quality . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 491
10.1.2 Taking measurements . . . . . . . . . . . . . . . . . . . . . . . . . . 492
10.1.3 Avoiding rework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 493
10.1.4 Strategies for quality improvement . . . . . . . . . . . . . . . . . . . 494
10.1.5 Quality management systems . . . . . . . . . . . . . . . . . . . . . . 494
10.1.6 Implementing continuous improvement . . . . . . . . . . . . . . . . . 495
10.2 Process stability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 496
10.2.1 Runs chart . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 496
10.2.2 Histograms and box plots . . . . . . . . . . . . . . . . . . . . . . . . 499
10.2.3 Components of variance . . . . . . . . . . . . . . . . . . . . . . . . . 501
10.3 Capability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 510
10.3.1 Process capability index . . . . . . . . . . . . . . . . . . . . . . . . . 510
10.3.2 Process performance index . . . . . . . . . . . . . . . . . . . . . . . 511
10.3.3 One-sided process capability indices . . . . . . . . . . . . . . . . . . 512
10.4 Reliability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 514
10.4.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 514
10.4.1.1 Reliability of components . . . . . . . . . . . . . . . . . . . 514
10.4.1.2 Reliability function and the failure rate . . . . . . . . . . . 515
10.4.2 Weibull analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 517
10.4.2.1 Definition of the Weibull distribution . . . . . . . . . . . . 517
10.4.2.2 Weibull quantile plot . . . . . . . . . . . . . . . . . . . . . 518
10.4.2.3 Censored data . . . . . . . . . . . . . . . . . . . . . . . . . 522
10.4.3 Maximum likelihood . . . . . . . . . . . . . . . . . . . . . . . . . . . 524
10.4.4 Kaplan-Meier estimator of reliability . . . . . . . . . . . . . . . . . . 529
10.5 Acceptance sampling . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 530
10.6 Statistical quality control charts . . . . . . . . . . . . . . . . . . . . . . . . 533
10.6.1 Shewhart mean and range chart for continuous variables . . . . . . . 533
10.6.1.1 Mean chart . . . . . . . . . . . . . . . . . . . . . . . . . . . 533
10.6.1.2 Range chart . . . . . . . . . . . . . . . . . . . . . . . . . . 535
10.6.2 p-charts for proportions . . . . . . . . . . . . . . . . . . . . . . . . . 538
10.6.3 c-charts for counts . . . . . . . . . . . . . . . . . . . . . . . . . . . . 539
10.6.4 Cumulative sum charts . . . . . . . . . . . . . . . . . . . . . . . . . 542
10.6.5 Multivariate control charts . . . . . . . . . . . . . . . . . . . . . . . 544
10.7 Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 548
10.7.1 Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 548
10.8 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 550
11 Design of experiments with regression analysis 559

11.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 559
11.2 Factorial designs with factors at two levels . . . . . . . . . . . . . . . . . . 562
11.2.1 Full factorial designs . . . . . . . . . . . . . . . . . . . . . . . . . . . 562
11.2.1.1 Setting up a 2k design . . . . . . . . . . . . . . . . . . . . . 562
11.2.1.2 Analysis of 2k design . . . . . . . . . . . . . . . . . . . . . 565
11.3 Fractional factorial designs . . . . . . . . . . . . . . . . . . . . . . . . . . . 580
11.4 Central composite designs . . . . . . . . . . . . . . . . . . . . . . . . . . . 585
11.5 Evolutionary operation (EVOP) . . . . . . . . . . . . . . . . . . . . . . . . 593
11.6 Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 597
Contents xiii
11.6.1 Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 597

11.7 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 598
12 Design of experiments and analysis of variance 605

12.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 605
12.2 Comparison of several means with one-way ANOVA . . . . . . . . . . . . 605
12.2.1 Defining the model . . . . . . . . . . . . . . . . . . . . . . . . . . . . 606
12.2.2 Limitation of multiple t-tests . . . . . . . . . . . . . . . . . . . . . . 606
12.2.3 One-way ANOVA . . . . . . . . . . . . . . . . . . . . . . . . . . . . 607
12.2.4 Testing H0O . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 610
12.2.5 Follow up procedure . . . . . . . . . . . . . . . . . . . . . . . . . . . 610
12.3 Two factors at multiple levels . . . . . . . . . . . . . . . . . . . . . . . . . 613
12.3.1 Two factors without replication (two-way ANOVA) . . . . . . . . . . 614
12.3.2 Two factors with replication (three-way ANOVA) . . . . . . . . . . . 618
12.4 Randomized block design . . . . . . . . . . . . . . . . . . . . . . . . . . . 621
12.5 Split plot design . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 626
12.6 Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 636
12.6.1 Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 636
12.7 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 638
13 Probability models 649

13.1 System reliability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 649
13.1.1 Series system . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 649
13.1.2 Parallel system . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 650
13.1.3 k-out-of-n system . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 651
13.1.4 Modules . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 652
13.1.5 Duality . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 653
13.1.6 Paths and cut sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . 655
13.1.7 Reliability function . . . . . . . . . . . . . . . . . . . . . . . . . . . . 656
13.1.8 Redundancy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 658
13.1.9 Non-repairable systems . . . . . . . . . . . . . . . . . . . . . . . . . 658
13.1.10 Standby systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 659
13.1.11 Common cause failures . . . . . . . . . . . . . . . . . . . . . . . . . . 661
13.1.12 Reliability bounds . . . . . . . . . . . . . . . . . . . . . . . . . . . . 661
13.2 Markov chains . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 662
13.2.1 Discrete Markov chain . . . . . . . . . . . . . . . . . . . . . . . . . . 663
13.2.2 Equilibrium behavior of irreducible Markov chains . . . . . . . . . . 667
13.2.3 Methods for solving equilibrium equations . . . . . . . . . . . . . . . 670
13.2.4 Absorbing Markov chains . . . . . . . . . . . . . . . . . . . . . . . . 675
13.2.5 Markov chains in continuous time . . . . . . . . . . . . . . . . . . . 681
13.3 Simulation of systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 684
13.3.1 The simulation procedure . . . . . . . . . . . . . . . . . . . . . . . . 685
13.3.2 Drawing inference from simulation outputs . . . . . . . . . . . . . . 689
13.3.3 Variance reduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . 692
13.4 Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 694
13.4.1 Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 694
xiv Contents
13.5 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 696
14 Sampling strategies 699

14.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 699
14.2 Simple random sampling from a finite population . . . . . . . . . . . . . . 702
14.2.1 Finite population correction . . . . . . . . . . . . . . . . . . . . . . . 702
14.2.2 Randomization theory . . . . . . . . . . . . . . . . . . . . . . . . . . 703
14.2.2.1 Defining the simple random sample . . . . . . . . . . . . . 703
14.2.2.2 Mean and variance of sample mean . . . . . . . . . . . . . 704
14.2.2.3 Mean and variance of estimator of population total . . . . 705
14.2.3 Model based analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . 707
14.2.4 Sample size . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 708
14.3 Stratified sampling . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 708
14.3.1 Principle of stratified sampling . . . . . . . . . . . . . . . . . . . . . 709
14.3.2 Estimating the population mean and total . . . . . . . . . . . . . . . 709
14.3.3 Optimal allocation of the sample over strata . . . . . . . . . . . . . . 711
14.4 Multi-stage sampling . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 713
14.5 Quota sampling . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 716
14.6 Ratio estimators and regression estimators . . . . . . . . . . . . . . . . . . 716
14.6.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 716
14.6.2 Regression estimators . . . . . . . . . . . . . . . . . . . . . . . . . . 716
14.6.3 Ratio estimator . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 716
14.7 Calibration of the unit cost data base . . . . . . . . . . . . . . . . . . . . . 718
14.7.1 Sources of error in an AMP . . . . . . . . . . . . . . . . . . . . . . . 718
14.7.2 Calibration factor . . . . . . . . . . . . . . . . . . . . . . . . . . . . 719
14.8 Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 721
14.8.1 Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 721
14.9 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 722
Appendix A - Notation 727

A.1 General . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 727
A.2 Probability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 727
A.3 Statistics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 728
A.4 Probability distributions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 729
Appendix B - Glossary 731
Appendix C - Getting started in R 745

C.1 Installing R . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 745
C.2 Using R as a calculator . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 745
C.3 Setting the path . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 747
C.4 R scripts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 747
C.5 Data entry . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 747
C.5.1 From keyboard . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 747
C.5.2 From a file . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 748
C.5.2.1 Single variable . . . . . . . . . . . . . . . . . . . . . . . . . 748
C.5.2.2 Several variables . . . . . . . . . . . . . . . . . . . . . . . . 748
C.6 R vectors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 749
C.7 User defined functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 750
C.8 Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 750
Contents xv
C.9 Loops and conditionals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 751

C.10 Basic plotting . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 752
C.11 Installing packages . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 753
C.12 Creating time series objects . . . . . . . . . . . . . . . . . . . . . . . . . . . 753
Appendix D - Getting started in MATLAB 755

D.1 Installing MATLAB . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 755
D.2 Using MATLAB as a calculator . . . . . . . . . . . . . . . . . . . . . . . . 755
D.3 Setting the path . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 756
D.4 MATLAB scripts (m-files) . . . . . . . . . . . . . . . . . . . . . . . . . . . 756
D.5 Data entry . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 757
D.5.1 From keyboard . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 757
D.5.2 From a file . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 757
D.5.2.1 Single variable . . . . . . . . . . . . . . . . . . . . . . . . . 757
D.5.2.2 Several variables . . . . . . . . . . . . . . . . . . . . . . . . 758
D.6 MATLAB vectors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 758
D.7 User defined functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 761
D.8 Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 761
D.9 Loops and conditionals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 761
D.10 Basic plotting . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 763
D.11 Creating time series objects . . . . . . . . . . . . . . . . . . . . . . . . . . . 764
Appendix E - Experiments 765

E.1 How good is your probability assessment? . . . . . . . . . . . . . . . . . . 765
E.1.1 Objectives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 765
E.1.2 Experiment . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 765
E.1.3 Question sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 765
E.1.4 Discussion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 767
E.1.5 Follow up questions . . . . . . . . . . . . . . . . . . . . . . . . . . . 767
E.2 Buffon’s needle . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 767
E.2.1 Objectives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 767
E.2.2 Experiment . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 767
E.2.3 Questions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 768
E.2.4 Computer simulation . . . . . . . . . . . . . . . . . . . . . . . . . . . 768
E.2.5 Historical note . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 768
E.3 Robot rabbit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 768
E.3.1 Objectives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 768
E.3.2 Experiment . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 769
E.3.3 Data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 770
E.3.4 Discussion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 770
E.3.5 Follow up question . . . . . . . . . . . . . . . . . . . . . . . . . . . . 772
E.4 Use your braking brains . . . . . . . . . . . . . . . . . . . . . . . . . . . . 772
E.4.1 Objectives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 772
E.4.2 Experiment . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 772
E.4.3 Discussion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 772
E.5 Predicting descent time from payload . . . . . . . . . . . . . . . . . . . . . 773
E.5.1 Objectives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 773
E.5.2 Experiment . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 773
E.5.3 Discussion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 774
E.5.4 Follow up question . . . . . . . . . . . . . . . . . . . . . . . . . . . . 774
E.6 Company efficiency, resources and teamwork . . . . . . . . . . . . . . . . . 774
xvi Contents
E.6.1 Objectives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 774

E.6.2 Experiment . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 774
E.6.3 Discussion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 776
E.7 Factorial experiment – reaction times by distraction, dexterity and
distinctness . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 776
E.7.1 Aim . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 776
E.7.2 Experiment . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 776
E.7.3 Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 776
E.7.4 Discussion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 777
E.7.5 Follow up questions . . . . . . . . . . . . . . . . . . . . . . . . . . . 777
E.8 Weibull analysis of cycles to failure . . . . . . . . . . . . . . . . . . . . . . 778
E.8.1 Aim . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 778
E.8.2 Experiment . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 778
E.8.3 Weibull plot . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 778
E.8.4 Discussion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 779
E.9 Control or tamper? . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 779
E.10 Where is the summit? . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 781
References 783
Index 789
Preface
Engineering is a wide ranging discipline with a common theme of mathematical modeling.

Probability and statistics is the field of mathematics that deals with uncertainty and vari-
ation, features that are part of every engineering project. Engineering applications have
provided inspiration for the development of mathematics, and just a few examples from
the last century alone are Shannon’s theory of communication, Shewhart’s focus on the im-
provement of industrial processes, Wiener’s contribution to signal processing and robotics,
and Gumbel’s research into extreme values in hydrology.
We aim to motivate students of engineering by demonstrating that probability and statis-
tics are an essential part of engineering design, enabling engineers to assess performance
and to quantify risk. Uncertainties include variation in raw materials, variation in manufac-
turing processes, and the volatile natural environment within which engineered structures
operate. Our emphasis is on modeling and simulation. Engineering students generally have
a good mathematical aptitude and we present the mathematical basis for statistical meth-
ods in a succinct manner, that in places assumes a knowledge of elementary calculus. More
mathematical detail is given in the appendices. We rely on a large number of data sets that
have either been provided by companies or are available from data archives maintained
by various organizations. We appreciate the permission to use these data and thank those
involved. All of these data sets are available on the book website.
A feature of the book is the emphasis on stochastic simulation, enabled by the generation
of pseudo-random numbers. The principal reason for this emphasis is that engineers will
generally perform stochastic simulation studies as part of their design work, but it has other
advantages. Stochastic simulation provides enlightening demonstrations of the concept of
sampling distributions, which is central to statistical analysis but unfamiliar to students
beginning the subject. Stochastic simulation is also part of modern statistical analysis,
enabling bootstrap methods and Bayesian analyses.
The first eight chapters are designed to be read in sequence, although chapters two
and three could be covered in reverse order. The following six chapters cover: multiple
regression; the design of experiments; statistical quality control; probability models; and
sampling strategies. We use the multiple regression model to introduce the important topics
of time series analysis and the design of experiments.
The emphasis on stochastic simulation does not diminish the importance of physical
experiments and investigations. We include an appendix of ten experiments that we have
used with classes of students, alternated with computer based practical classes. These sim-
ple experiments, for example descent times of paper helicopters with paperclip payloads
and cycles to failure when bending paperclips, offer scope for discussing principles of good
experimentation and observing how well mathematical models work in practice. They also
provide an opportunity for students to work together in small groups, which have suggested
intriguing designs for paper helicopters.
The choice of the mathematical software MATLAB R and R rather than a statistical
package provides a good combination of an interactive environment for numerical computa-
tion, statistical analysis, tools for visualization, and facility for programming and simulation.
In particular, MATLAB is very widely used in the engineering community for design and
xvii
xviii Preface
simulation work and has a wide range of inbuilt statistical functions. The R software has
similar capabilities, and has the potential advantage of being open source. It too has a
wide range of inbuilt statistical functions augmented with hundreds of specialist packages
that are available on the CRAN website. Many advances in statistical methodology are
accompanied by new packages written in R.
The exercises at the end of each chapter are an essential part of the text, and are orga-
nized by targeting each section within the chapter and followed by more general exercises.
The exercises fall into three categories: routine practice of the ideas presented; additions to
the explanatory material in the chapter including details of derivations, special cases and
counter examples; and extensions of the material in the chapter. Additional exercises, and
solutions including code are given to odd numbered exercises on the website.
We thank John Kimmel for his generous support and encouragement. We are also grate-
ful to several anonymous reviewers for their helpful comments and constructive advice.
Andrew Metcalfe
David Green
Tony Greenfield
Mahayaudin Mansor
Andrew Smith
Jonathan Tuke
MATLAB R is a registered trademark of The MathWorks, Inc. For product information

please contact:
The MathWorks, Inc.
3 Apple Hill Drive
Natick, MA, 01760-2098 USA
Tel: 508-647-7000
Fax: 508-647-7001
E-mail: [email protected]
Web: www.mathworks.com
1
Why understand statistics?
Engineers need to take account of the uncertainty in the environment and to assess how
engineered products will perform under extreme conditions. They have to contend with er-
rors in measurement and signals that are corrupted by noise, and to allow for variation in
raw materials and components from suppliers. Probability and statistics enable engineers to
model and to quantify uncertainty and to make appropriate allowances for it.
1.1 Introduction
The Voyager 1 and Voyager 2 spacecraft were launched from Cape Canaveral in 1977, taking
advantage of a favorable alignment of the outer planets in the solar system. Thirty five years
later Voyager 1 entered interstellar space traveling “further than anyone or anything in
history” [The Times, 2017]. The trajectory of Voyager 2 included flybys of Jupiter, Saturn,
Uranus and Neptune and the spacecraft is now in the heliosheath where the solar wind is
compressed and turbulent. The robotic spacecraft have control systems that keep their high
gain antennas pointing towards the earth. They have the potential to transmit scientific data
until around 2020 when the radioisotope thermoelectric generators will no longer provide
sufficient power.
The work of renowned engineers such as Rudolf Kalman and Norbert Weiner in electrical
engineering, in particular control theory and robotics, Claude Shannon in communication
theory, and Waloddi Weibull in reliability theory is directly applicable to the space program.
Moreover, statistics is an essential part of all engineering disciplines. A glance at the titles
of journals published by American Society of Civil Engineers (ASCE), American Society
of Mechanical Engineers (ASME), and Institute of Electrical and Electronics Engineers
(IEEE) give an indication of the wide range of applications. These applications have also
led to advances in statistical theory, as seen, for example, in the work of: Emil Gumbel
in hydrology and Walter Shewhart [Shewhart, 1939] in manufacturing. In this book we
consider examples from many engineering disciplines including: hydrology; water quality;
strengths of materials; mining engineering; ship building; chemical processes; electrical and
mechanical engineering; and management.
Engineers have always had to deal with uncertainty, but they are now expected to do
so in more accountable ways. Probability theory provides a mathematical description of
random variation and enables us to make realistic risk assessments. Statistics is the analysis
of data and the subsequent fitting of probability models.
1
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And what have we to oppose them. Shall we try argument? Sir, we
have been trying that for the last ten years. Have we anything new
to offer upon the subject? Nothing. We have held the subject up in
every light of which it is capable, but it has been all in vain. Shall we
resort to entreaty and humble supplication? What terms shall we
find which have not been already exhausted? Let us not, I beseech
you, sir, deceive ourselves longer.
Sir, we have done everything that could be done to avert the
storm that is now coming on. We have petitioned, we have
remonstrated, we have supplicated, we have prostrated ourselves
before the throne, and have implored its interposition to arrest the
tyrannical hands of the ministry and Parliament. Our petitions have
been slighted; our remonstrances have produced additional violence
and insult; our supplications have been disregarded, and we have
been spurned with contempt from the foot of the throne.
In vain, after these things, may we indulge the fond hope of
peace and reconciliation. There is no longer any room for hope. If
we wish to be free, if we mean to preserve inviolate those
inestimable privileges for which we have been so long contending, if
we mean not basely to abandon the noble struggle in which we have
been so long engaged, and which we have pledged ourselves never
to abandon until the glorious object of our contest shall be obtained,
we must fight! I repeat it, sir, we must fight! An appeal to arms and
to the God of hosts is all that is left us!...
They tell us, sir, that we are weak—unable to cope with so
formidable an adversary. But when shall we be stronger? Will it be
the next week, or the next year? Will it be when we are totally
disarmed, and when a British guard shall be stationed in every
house? Shall we gather strength by irresolution and inaction? Shall
we acquire the means of effectual resistance by lying supinely on
our backs, and hugging the delusive phantom of hope, until our
enemies shall have bound us hand and foot? Sir, we are not weak if
we make a proper use of those means which the God of nature hath
placed in our power.
Three millions of people armed in the holy cause of liberty, and in
such a country as that which we possess, are invincible by any force
which our enemy can send against us. Besides, sir, we shall not fight
our battles alone. There is a just God who presides over the
destinies of nations, and who will raise up friends to fight our battles
for us.
The battle, sir, is not to the strong alone; it is to the vigilant, the
active, the brave. Besides, sir, we have no election. If we were base
enough to desire it, it is now too late to retire from the contest.
There is no retreat but in submission and slavery! Our chains are
forged. Their clanking may be heard on the plains of Boston! The
war is inevitable, and let it come! I repeat it, sir, let it come!
It is in vain, sir, to extenuate the matter. Gentlemen may cry
peace, peace, but there is no peace. The war has actually begun!
The next gale that sweeps from the north will bring to our ears the
clash of resounding arms! Our brethren are already in the field! Why
stand we here idle? What is it that the gentlemen wish? What would
they have? Is life so dear, or peace so sweet, as to be purchased at
the price of chains and slavery? Forbid it, Almighty God! I know not
what course others may take, but as for me, give me liberty or give
me death!
EMANCIPATION FROM BRITISH DEPENDENCE
by philip freneau
(The following note in explanation of proper names, etc., in this

poem is copied from Duyckinck’s edition of Freneau.)
Note.—Sir James Wallace, Admiral Graves, and Captain Montague, were British
naval officers, employed on our coast. The Viper and Rose were vessels in the
service. Lord Dunmore, the last royal governor of Virginia, had recently in April,
1775, removed the public stores from Williamsburg, and, in conjunction with a
party of adherents, supported by the naval force on the station, was making war
on the province. William Tryon, the last Royal governor of New York, informed of a
resolution of the Continental Congress: “That it be recommended to the several
provincial assemblies in conventions and councils, or committees of safety, to
arrest and secure every person in their respective colonies whose going at large
may, in their opinion, endanger the safety of the colony or the liberties of
America,” discerning the signs of the times, took refuge on board the Halifax
packet in the harbor, and left the city in the middle of October, 1775.
Libera nos, Domine—Deliver us, O Lord,

Not only from British dependence, but also,
From a junto that labor for absolute power,
Whose schemes disappointed have made them look sour;
From the lords of the council, who fight against freedom
Who still follow on where delusion shall lead ’em.
From groups at St. James’s who slight our Petitions,

And fools that are waiting for further submissions;
From a nation whose manners are rough and abrupt,
From scoundrels and rascals whom gold can corrupt.
From pirates sent out by command of the king

To murder and plunder, but never to swing;
From Wallace, and Graves, and Vipers and Roses,
Whom, if Heaven pleases, we’ll give bloody noses.
From the valiant Dunmore, with his crew of banditti

Who plunder Virginians at Williamsburg city,
From hot-headed Montague, mighty to swear,
The little fat man with his pretty white hair.
From bishops in Britain, who butchers are grown,

From slaves that would die for a smile from the throne,
From assemblies that vote against Congress’ proceedings,
(Who now see the fruit of their stupid misleadings).
From Tryon, the mighty, who flies from our city,

And swelled with importance, disdains the committee;
(But since he is pleased to proclaim us his foes,
What the devil care we where the devil he goes.)
From the caitiff, Lord North, who could bind us in chains,

From our noble King Log, with his toothful of brains,
Who dreams, and is certain (when taking a nap)
He has conquered our lands as they lay on his map.
From a kingdom that bullies, and hectors, and swears,

I send up to Heaven my wishes and prayers
That we, disunited, may freemen be still,
And Britain go on—to be damn’d if she will.
IV
THE DECLARATION
THE ORIGIN OF THE DECLARATION[6]
by sydney george fisher
Besides the semi-independent character of their political

governments, there were other circumstances which tended to
inspire a large part of the colonists with a strong passion for
independence, and led them to resist with unusual energy the
remodeling plans which England began in 1764.
The sturdy influences of Protestantism and American life had,
however, not so great an effect on that large body of people called
loyalists, whose numbers have been variously estimated at from
one-third to over half the population. They remained loyal to
England, and were so far from being inspired with a love of
independence that they utterly detested the whole patriot cause and
sacrificed their property and lives in the effort to stamp out its
principles and put in their place the British empire method of alien
control as the best form of government for America.
Patriot parties have existed in other countries without the aid of
the particular influences which Burke described. The love of national
independence is, in fact, the most difficult passion to eradicate, as
the Irish, the Poles, and other broken nationalities bear witness. The
desire for independence is natural to all vigorous communities, is
generally regarded as more manlike and honorable than
dependence, and usually springs up spontaneously whether in
Holland, Switzerland or America, in spite of the commercial and
conservative influences of loyalism. But, nevertheless, the influences
mentioned by Burke, and several that he did not mention, had no
doubt considerable effect in creating the patriot party in America and
inspiring it with enthusiasm and energy.
The self-confidence aroused in the colonists by their success in
subduing the wilderness, felling the vast forests, hunting the wild
game and still wilder red men, has often been given as a cause of
the Revolution and the American love of independence. Eloquence is
easily tempted to enlarge upon such causes, and to describe in
romantic language the hunter and the woodsman, the farmer in the
fresh soil of primeval forests, the fishermen of the Grand Banks, the
merchants and sailors who traded with the whole world in defiance
of the British navigation laws, and the crews of the whaling ships
that pursued their dangerous game from the equator to the poles.
The American lawyers, according to Burke, were an important
cause of the Revolution. They were very numerous in the colonies;
law and theories of government were much read and studied, and
the people were trained to discussion of political rights as well as of
religious doctrine. Burke described in picturesque detail how, in the
South, the ruling class lived scattered and remote from one another,
maintaining themselves in self-reliant authority on plantations with
hundreds of slaves; and slavery, he said, inspired in the white
master a fierce love of independence for himself and an undying
dread of any form of the bondage which his love of gain had inflicted
on a weaker race.
The geographical position of the thirteen contiguous colonies, so
situated that they could easily unite and act together, and having a
population that was increasing so rapidly that it seemed likely in a
few years to exceed the population of England, was possibly a more
effective cause of the Revolution than any of those that have been
named. The consciousness of possessing such a vast fertile
continent, which within a few generations would support more than
double the population of little England, furnished a profound
encouragement for theories of independence. People in England
were well aware of this feeling in the colonies, and Joshua Gee, a
popular writer on political economy in 1738, tried to quiet their fears.
Some, he said, were objecting that “if we encourage the Plantations
they will grow rich and set up for themselves and cast off the English
government”; and he went on to show that this fear was groundless
because the colonists nearly all lived on the navigable rivers and
bays of America, where the British navy could easily reach and
subdue them. He also attempted to argue away the advantage of
the contiguous situation of the colonies and described them as split
up into a dozen or more separate provinces, each with its own
governor; and it was inconceivable, he said, that such diverse
communities would be able to unite against England.
English statesmen, however, saw the danger of union among the
colonies long before the outbreak of the Revolution; and they
shrewdly rejected the plan of union of the Albany conference of
1754; and in the Revolution itself a large part of England’s diplomatic
and military efforts were directed towards breaking up the easy
communication among the colonies.
In modern times England’s colonies have been widely separated
from one another. There has been no large and rapidly increasing
white population on contiguous territory with ability for union. The
dark-skinned population of India is enormous in numbers, but
incapable of the united action of the Americans of 1776, and India is
not considered a colony but a territory continuously held by
overwhelming military force. Instead of a colonial population which
threatened in a short time to outnumber her own people, England’s
power and population have, in modern times, grown far beyond any
power or population in her well-scattered white colonies.
The colonists at the time of the Revolution have often been
described as speaking of England as home and regarding the
mother-country with no little degree of affection; and while there is
no doubt some truth in this, especially as regards the people who
were loyalists, yet a very large proportion of the colonists had
become totally differentiated from the people of England. This was
the inevitable result of having lived for over a hundred years in the
American environment. They were no longer Englishmen. They had
become completely Americanized. Certain classes kept up their
connection with England, and many of the rich planters of the South
sent their sons to England to be educated. But a very large part of
the colonists, especially in the older settled provinces, like
Massachusetts and Virginia, had forgotten England and were another
people.
Instead of speaking, as novelists often describe them, in a formal
archaic way, using quaint phrases of old English life, the colonists
spoke with mannerisms and colloquial slang which were peculiarly
American. These peculiarities were ridiculed by Englishmen of the
time and formed part of Grant’s famous speech in Parliament, the
burden of which appears to have been that the colonists had
become entirely different from English people, and Grant is said to
have given imitations of what he considered their strange speech
and manners. Mrs. Knight, in her Journal of Travel from Boston to
New York, had, many years before the Revolution, given specimens
of this difference; and the language of the New Englanders which
she describes was certainly not like anything in England.
“Law for me—what in the world brings you here at this time of
night? I never see a woman on the Rode so Dreadful late in all the
days of my versall life. Who are you? Where are you going?”—Mrs.
Knight’s Journal, p. 23.
In 1775 some one wrote a set of humorous verses, said to have
been the original Yankee Doodle song, to illustrate the colloquial
Americanism of the time. “Slapping” was used for “large,” as in the
phrase “a slapping stallion.” “Nation” was used for “a great deal,” as
in such a phrase as “only a nation louder.” “Tarnal” was used for
“very.” “I see” was used for “I saw,” “I come” for “I came,” and “I
hooked it off” in place of “I went away.”
Not only did the patriots feel themselves to be quite different from
Englishmen, but they had a consciousness of ability and power, the
result of having governed themselves so long in their towns,
counties, and provinces, and of having carried on a commerce of
their own in defiance of the English navigation laws. They felt that
they, not Englishmen, had created the country; and they had a
resolute intention to develop its future greatness in their own way
without the advice of aliens across three thousand miles of ocean.
This high confidence, which was a conspicuous motive in the
patriot party, was always ridiculed by the loyalists as mere
bumptiousness and conceit. It was difficult for a loyalist to
understand how any one could seriously put himself in opposition to
the British empire or want any form of government except the British
constitution. But the patriot estimate of their own ability was by no
means an exaggeration. They could be overcome, of course, as the
Boer republics and other peoples have been overcome, by the
superior numbers or wealth of Great Britain. But the history of the
Revolution disclosed qualities in which the Americans notoriously
excelled Europeans as well as the Anglo-Saxon stock in England
from which they were derived. They were of keener practical
intelligence, more promptness in action, more untiring energy, more
originality in enterprise, better courage and endurance, and more
natural military skill among the rank and file. These distinctively
American qualities, we now call them, seem to have been much
more in evidence among the patriot party than among the loyalists.
Every circumstance of their past and every consideration of their
present convinced the patriot of the infinite pleasure and value of
home rule and they had codified their opinions into a political
philosophy which not only justified their semi-independence and
disregard of acts of Parliament, but would also justify them in
breaking off from England, at the first opportunity and becoming
absolutely independent. They had gathered this philosophy from the
works of certain European writers—Grotius, Puffendorf, Locke,
Burlamaqui, Beccaria, Montesquieu, and others—who had applied to
politics and government the doctrines of religious liberty and the
right of private judgment which had been developed by the
Reformation. Being such extreme Protestants, and having carried so
far the religious ideas of the Reformation, the colonists naturally
accepted in their fullest meaning the political principles of the
Reformation. If we are looking for profound influences in the
Revolution, it would be difficult to find any that were stronger than
two of the writers just mentioned, Locke and Burlamaqui, whose
books had a vast effect in the break-up of the British empire which
we are about to record.
Beginning with Grotius, who was born in 1582, and ending with
Montesquieu, who died in 1755, the writers mentioned covered a
period of about two hundred years of political investigation, thought
and experience. In fact, they covered the period since the
Reformation. They represented the effect of the Reformation on
political thought. They represented also all those nations whose
opinions on such subjects were worth anything. Grotius was a
Dutchman, Puffendorf a German, Locke an Englishman, Burlamaqui
an Italian Swiss, and Montesquieu a Frenchman.
Hooker, who lived from 1553 to 1600, and whom Locke cites so
freely, might be included in the number, and that would make the
period quite two hundred years. Hooker, in his “Ecclesiastical Polity,”
declared very emphatically that governments could not be legitimate
unless they rested on the consent of the governed; and this principle
forms the foundation of Locke’s famous essays.
There were, of course, other minor writers; and the colonists
relied upon them all; but seldom troubled themselves to read the
works of the earlier ones, or to read Hutchinson, Clarke and other
followers of that school, because Locke, Burlamaqui, and Beccaria
had summarized them all and brought them down to date. To this
day any one going to the Philadelphia Library, and asking for No. 77,
can take in his hands the identical, well-worn volume of Burlamaqui
which delegates to the Congress and many an unsettled
Philadelphian read with earnest, anxious minds. It was among the
first books that the library had obtained; and perhaps the most
important and effective book it has ever owned.
The rebellious colonists also read Locke’s “Two Treatises on
Government” with much profit and satisfaction to themselves. Locke
was an extreme Whig, an English revolutionist of the school of 1688.
Before that great event, he had been unendurable to the royalists,
who were in power, and had been obliged to spend a large part of
his time on the continent. In the preface of his “Two Treatises,” he
says that they will show how entirely legitimate is the title of William
III to the throne, because it is established on the consent of the
people. That is the burden of his whole argument—the consent of
the people as the only true foundation of government. That principle
sank so deep into the minds of the patriot colonists that it was the
foundation of all their political thought, and became an essentially
American idea.
Beccaria, who, like Burlamaqui, was an Italian, also exercised
great influence on the colonists. His famous book, “Crimes and
Punishments,” was also a short, concise, but very eloquent volume.
It caused a great stir in the world. The translation circulated in
America had added to it a characteristic commentary by Voltaire.
Beccaria, though not writing directly on the subject of liberty,
necessarily included that subject, because he dealt with the
administration of the criminal law. His plea for more humane and
just punishments, and for punishments more in proportion to the
offense, found a ready sympathy among the Americans, who had
already revolted in disgust from the brutality and extravagant cruelty
of the English criminal code.
But Beccaria also stated most beautifully and clearly the essential
principles of liberty. His foundation doctrine, that “every act of
authority of one man over another for which there is not absolute
necessity is tyrannical,” made a most profound impression in
America. He laid down also the principle that “in every human
society there is an effort continually tending to confer on one part
the highest power and happiness, and to reduce the other to the
extreme of weakness and misery.” That sentence became the life-
long guide of many Americans. It became a constituent part of the
minds of Jefferson and Hamilton. It can be seen as the foundation,
the connecting strand, running all through the essays of the
Federalist. It was the inspiration of the “checks and balances” in the
national Constitution. It can be traced in American thought and
legislation down to the present time.
Burlamaqui’s book, devoted exclusively to the subject of liberty
and independence, is still one of the best expositions of the true
doctrines of natural law, or the rights of man. At the time of the
Revolution these rights of man were often spoken of as our rights as
men, which is a very descriptive phrase, because the essence of
those rights is political manhood, honorable self-reliance as opposed
to degenerate dependence.
Burlamaqui belonged to a Protestant family that had once lived at
Lucca, Italy; but had been compelled, like the family of Turretini, and
many others, to take refuge in Switzerland. He became a professor
at Geneva, which gave him the reputation of a learned man. He also
became a counselor of state and was noted for his practical sagacity.
He had intended to write a great work in many volumes on the
subject to which he had devoted so much of his life, “The Principles
of Natural Law,” as it was then called. Ill health preventing such a
huge task, he prepared a single volume, which he said was only for
beginners and students, because it dealt with the bare elements of
the science in the simplest and plainest language.
This little book was translated into English in 1748, and contained
only three hundred pages; but in that small space of large, clear
type, Burlamaqui compressed everything that the patriot colonists
wanted to know. He was remarkably clear and concise, and gave the
Americans the qualities of the Italian mind at its best. He aroused
them by his modern glowing thought and his enthusiasm for
progress and liberty. His handy little volume was vastly more
effective and far-reaching than would have been the blunderbuss he
had intended to load to the muzzle.
If we examine the volumes of Burlamaqui’s predecessors, Grotius,
Puffendorf, and the others, we find their statements about natural
law and our rights as men rather brief, vague, and general, as is
usual with the old writers on any science. Burlamaqui brought them
down to date, developed their principles, and swept in the results of
all the thought and criticism since their day.
The term natural law, which all these writers used, has long since
gone out of fashion. They used it because, inspired by the
Reformation, they were struggling to get away from the arbitrary
system, the artificial scholasticism, the despotism of the middle
ages. They were seeking to obtain for law and government a
foundation which should grow out of the nature of things, the
common facts of life that everybody understood. They sought a
system that, being natural, would become established and eternal
like nature; a system that would displace that thing of the middle
ages which they detested, and called “arbitrary institution.”
Let us, they said, contemplate for a time man as he is in himself,
the natural man, his wants and requirements.
“The only way,” said Burlamaqui, “to attain to the knowledge of
that natural law is to consider attentively the nature and constitution
of man, the relations he has to the beings that surround him, and
the states from thence resulting. In fact, the very term of natural law
and the notion we have given of it, show that the principles of this
science must be taken from the very nature and constitution of
man.”
Men naturally, he said, draw together to form societies for mutual
protection and advantage. Their natural state is a state of union and
society, and these societies are merely for the common advantage of
all of the members.
This was certainly a very simple proposition, but it had required
centuries to bring men’s minds back to it; and it was not altogether
safe to put forth because it implied that each community existed for
the benefit of itself, for the benefit of its members, and not for the
benefit of a prince or another nation, or for the church, or for an
empire.
It was a principle quickly seized upon by the Americans as soon as
their difficulties began in 1764. In their early debates and
discussions we hear a great deal about a “state of nature,” which at
first seems rather meaningless to us. But it was merely their attempt
to apply to themselves the fundamental principles of the
Reformation. Were the colonies by the exactions and remodeling of
the mother-country thrown into that “state of nature,” where they
could reorganize society afresh, on the basis of their own
advantage? How much severity or how much oppression or
dissatisfaction would bring about this state of nature? Was there any
positive rule by which you could decide? Patrick Henry, who was
always very eloquent on the subject, declared that the boundary had
been passed; that the colonies were in a state of nature.
Any one who is at all familiar with the trend of thought for the last
hundred years can readily see how closely this idea of going back to
natural causes and first conceptions for the discovery of political
principles is allied to every kind of modern progress; to the modern
study of natural history, the study of the plants and animals in their
natural environment, instead of by preconceived scholastic theories;
the study of the human body by dissection instead of by supposition;
the study of heat, light, electricity, the soil, the rocks, the ocean, the
stars by actual observation, without regard to what the Scriptures
and learned commentators had to say.
A large part of the American colonists were very far advanced in
all the ideas of the Reformation. Burlamaqui’s book, applying to
politics and government, these free and wonderful principles, came
to a large number of them as the most soul-stirring and mind-
arousing message they had ever heard. It has all become trite
enough to us; but to them it was fresh and marvelous. Their
imaginations seized on it with the indomitable energy and passion
which the climate inspired, and some who breathed the air of
Virginia and Massachusetts were on fire with enthusiasm.
“This state of nature,” argued Burlamaqui, “is not the work of
man, but established by divine institution.”
“Natural society is a state of equality and liberty; a state in which
all men enjoy the same prerogatives, and an entire independence on
any other power but God. For every man is naturally master of
himself, and equal to his fellow-creatures so long as he does not
subject himself to another person’s authority by a particular
convention.”
Here we find coupled with liberty that word equality which played
such a tremendous part in history for the succeeding hundred years.
And we must bear in mind that what the people of that time meant
by it was political equality, equality of rights, equality before the law
and the government; and not equality of ability, talents, fortunes, or
gifts, as some have fancied.
Burlamaqui not only found liberty, independence, and equality
growing out of nature itself; but he argued that all this was part of
the divine plan, the great order of nature and the universe. Indeed,
that was what he and his Reformation predecessors had set out to
discover, to unravel the system of humanity, to see if there really
was a system that could be gathered from the actual plain facts; and
to see also if there was a unity and completeness in this system.
“The human understanding,” he says, “is naturally right, and has
within itself a strength sufficient to arrive at the knowledge of truth,
and to distinguish it from error.” That he announces as the
fundamental principle of his book, “the hinge whereon the whole
system of humanity turns,” and it was simply his way of restating the
great doctrine of the Reformation, the right of private judgment.
But he goes on to enlarge on it in a way particularly pleasing to
the patriot colonists, for he says we have this power to decide for
ourselves, “especially in things wherein our respective duties are
concerned.”
“Yes,” said the colonists, “we have often thought that we were the
best judges of all our own affairs.”
“Those who feel,” said Franklin, in his examination before
Parliament, “can best judge.”
The daring Burlamaqui went on to show that liberty instead of
being, as some supposed, a privilege to be graciously accorded, was
in reality a universal right, inherent in the nature of things.
Then appears that idea common to the great leaders of thought in
that age, that man’s true purpose in the world is the pursuit of
happiness. To this pursuit, they said, every human being has a
complete right. It was part of liberty; a necessary consequence of
liberty. This principle of the right to pursue happiness, which is
merely another way of stating the right of self-development, has
played as great a part in subsequent history as equality. It is one of
the foundation principles of the Declaration of Independence. It is
given there as the ground-work of the right of revolution, the right
of a people to throw off or destroy a power which interferes with this
great pursuit, “and to institute a new government, laying its
foundation on such principles, and organizing its power in such form
as to them shall seem most likely to effect their safety and
happiness.”
It has been interpreted in all sorts of ways—as the right to
improve your condition, to develop your talents, to grow rich, or to
rise into the class of society above you. It is now in its broadest
meaning so axiomatic in this country that Americans can hardly
realize that it was ever disputed.
But it was, and still is, disputed in England and on the continent.
Even so liberal an Englishman as Kingsley resented with indignation
the charge that he favored the aspiration of the lower classes to
change their condition. Once a cobbler, remain a cobbler, and be
content to be a good cobbler. In other words, the righteousness
which he so loudly professed was intended to exalt certain fortunate
individuals, and not to advance society.
This desire and pursuit of happiness being part of nature, or part
of the system of Providence, and as essential to every man and as
inseparable from him as his reason, it should be freely allowed him,
and not repressed. This, Burlamaqui declares, is a great principle,
“the key of the human system,” opening to vast consequences for
the world.
The consequences have certainly been vaster than he dreamed of.
Millions of people now live their daily life in the sunshine of this
doctrine. Millions have fled to us from Europe to seek its protection.
Not only the whole American system of laws, but whole philosophies
and codes of conduct have grown up under it. The abolitionists
appealed to it, and freed six millions of slaves. The transcendental
philosophy of New England, that extreme and beautiful attempt to
develop conscience, nobility, and character from within; that call of
the great writers like Lowell to every humble individual to stand by
his own personality, fear it not, advance it by its own lines; even our
education, the elective system of our colleges—all these things have
followed under that “pursuit of happiness,” which the patriot
colonists seized upon so gladly in 1765 and enshrined in their
Declaration of Independence in 1776.
They found in the principles of natural law how government, civil
society, or “sovereignty,” as those writers were apt to call it, was to
be built up and regulated. Civil government did not destroy natural
rights and the pursuit of happiness. On the contrary, it was intended
to give those rights greater security and a fresh force and efficiency.
That was the purpose men had in coming together to form a civil
society for the benefit of all; that was the reason, as Burlamaqui put
it, that “the sovereign became the depositary, as it were, of the will
and strength of each individual.”
This seemed very satisfactory to some of the colonists. You
choose your sovereign, your government, for yourself, and make it
your mere depositary or agent. Then as to the nature of the
government, the right to govern, they were very much pleased to
find that the only right there was of this sort was the right of each
community to govern itself. Government by outside power was
absolutely indefensible, because the notion that there was a divine
right in one set of people to rule over others was exploded
nonsense, and the assertion that mere might or superior power
necessarily gave such right was equally indefensible. There remained
only one plausible reason, and that was that superior excellence,
wisdom, or ability might possibly give such right.
As to this “superior excellence” theory, if you admitted it you
denied man’s inherent right to liberty, equality and the pursuit of
happiness; you denied his moral accountability and responsibility;
you crippled his independent development, his self-development, his
individual action; in a word, you destroyed the whole natural system.
Because a man is inferior to another is no reason why he should
surrender his liberty, his accountability, his chance for self-
development, to the superior. We do not surrender our property to
the next man who is richer or an abler business manager. Our
inferiority does not give him a right over us. On the contrary, the
inferiority of the inferior man is an additional reason why he should
cling to all those rights of nature which have been given to him, that
he may have wherewithal to raise himself, and be alone accountable
for himself. Or, as Burlamaqui briefly summarized it:
“The knowledge I have of the excellency of a superior does not
alone afford me a motive sufficient to subject myself to him, and to
induce me to abandon my own will in order to take his for my rule;
... and without any reproach of conscience I may sincerely judge
that the intelligent principle within me is sufficient to direct my
conduct.”
Only the people, Burlamaqui explained, have inherent inalienable
rights; and they alone can confer the privilege of commanding. It
had been supposed that the sovereign alone had rights, and the
people only privileges. But here were Burlamaqui, Puffendorf,
Montesquieu, Locke, and fully half the American colonists,
undertaking to reverse this order and announcing that the people
alone had rights, and the sovereign merely privileges.
These principles the Americans afterwards translated in their
documents by the phrase, “a just government exists only by consent
of the governed.” All men being born politically equal, the colonies,
as Dickinson and Hamilton explained, are equally with Great Britain
entitled to happiness, equally entitled to govern themselves, equally
entitled to freedom and independence.
It is curious to see the cautious way in which some of the
colonists applied these doctrines by mixing them up with loyalty
arguments. This is very noticeable in the pamphlets written by
Alexander Hamilton. He gives the stock arguments for redress of
grievances, freedom from internal taxation, government by the king
alone, and will not admit that he is anything but a loyal subject. At
the same time there runs through all he says an undercurrent of
strong rebellion which leads to his ultimate object. “The power,” he
says, “which one society bestows upon any man or body of men can
never extend beyond its own limits.” This he lays down as a
universal truth, independently of charters and the wonderful British
Constitution. It applied to the whole world. Parliament was elected
by the people of England, therefore it had no authority outside of
the British isle. That British isle and America were separate societies.
“Nature,” said Hamilton, “has distributed an equality of rights to
every man.” How then, he asked, can the English people have any
rights over life, liberty, or property in America? They can have
authority only among themselves in England. We are separated from
Great Britain, Hamilton argued, not only by the ocean, by geography,
but because we have no part or share in governing her. Therefore,
as we have no share in governing her, she, by the law of nature, can
have no share in governing us; she is a separate society.
The British, he said, were attempting to involve in the idea of a
colony the idea of political slavery, and against that a man must fight
with his life. To be controlled by the superior wisdom of another
nation was ridiculous, unworthy of the consideration of manhood;
and at this point he used that sentence which has so often been
quoted—“Deplorable is the condition of that people who have
nothing else than the wisdom and justice of another to depend
upon.”
Charters and documents, he declared, must yield to natural laws
and our rights as men.
“The sacred rights of man are not to be rummaged for among old
parchments or musty records. They are written as with a sunbeam in
the whole volume of human nature by the hand of divinity itself and
can never be erased by mortal power.”
The Declaration of Independence was an epitome of these
doctrines of natural law applied to the colonies. The Declaration of
Independence originated in these doctrines, and not in the mind of
Jefferson, as so many people have absurdly supposed. In order to
see how directly the Declaration was an outcome of these teachings
we have only to read its opening paragraphs:
“When, in the course of human events, it becomes necessary for
one people to dissolve the political bands which have connected
them with another, and to assume, among the powers of the earth,
the separate and equal station to which the laws of nature and of
nature’s God entitle them, a decent respect to the opinions of
mankind requires that they should declare the causes which impel
them to the separation.
“We hold these truths to be self-evident, that all men are created
equal; that they are endowed by their Creator with certain
inalienable rights; that among these are life, liberty and the pursuit
of happiness. That, to secure these rights, governments are
instituted among men, deriving their just powers from the consent of
the governed; that, whenever any form of government becomes
destructive of these ends, it is the right of the people to alter or to
abolish it, and to institute a new government, laying its foundation
on such principles, and organizing its powers in such form as to
them shall seem most likely to effect their safety and happiness.
Prudence, indeed, will dictate that governments long established
should not be changed for light and transient causes; and,
accordingly, all experience hath shown, that mankind are more
disposed to suffer, while evils are sufferable, than to right
themselves by abolishing the forms to which they are accustomed.”
By understanding the writings of Burlamaqui, Locke, and Beccaria,
which the colonists were studying so intently, we know the origin of
the Declaration, and need not flounder in the dark, as so many have
done, wondering where it came from, or how it was that Jefferson
could have invented it. Being unwilling to take the trouble of
examining carefully the influences which preceded the Declaration,
historical students are sometimes surprised to find a document like
the Virginia Bill of Rights or the supposed Mecklenburg resolutions,
issued before the Declaration and yet containing the same principles.
They instantly jump to the conclusion that here is the real origin and
author of the Declaration, and from this Jefferson stole his ideas.
Jefferson merely drafted the Declaration. Neither he, Adams,
Franklin, Sherman, nor Livingston, who composed the committee
which was responsible for it, ever claimed any originality for its
principles. They were merely stating principles which were already
familiar to the people, which had been debated over and over again
in Congress; which were so familiar in fact, that they stated them
rather carelessly and took too much for granted. It would have been
better, instead of saying, “all men are created equal,” to have said
that all men are created politically equal, which was what they
meant, and what every one at that time understood. By leaving out
the word “politically” they gave an opportunity to a generation
unfamiliar with the doctrines of natural law to suppose that they
meant that all men are created, or should be made, equal in
conditions, opportunities or talents.
THE DECLARATION OF INDEPENDENCE
by john d. long
Recall the quaint and homely city of Philadelphia, the gloom that
hung over it from the terrible responsibility of the step there taken,
the modest hall still standing and baptized as the Cradle of Liberty.
On its tower swung the bell which yet survives with its legend,
—“Proclaim liberty throughout all the world to all the inhabitants
thereof.” That day it rang out a proclamation of liberty that will
indeed echo round the world and in the ears of all the inhabitants
thereof long after the bell itself shall have crumbled into dust.
Hancock is in the president’s chair; before him sit the half-hundred
delegates who at that time represent America. Among the names it
is remarkable how many there are that have since been famous in
our annals. The committee appointed to draft the declarations are
Jefferson, youngest and tallest; John Adams; Sherman, shoemaker;
Franklin, printer; and Robert R. Livingston. If the patriot, Samuel
Adams, at the sunrise of Lexington could say,—“Oh, what a glorious
morning!” how well might he have renewed in the more brilliant
noontime of July 4, 1776, the same prophetic words!
There is nothing in the prophecies of old more striking and
impressive than the words of John Adams, who declared the event
would be celebrated by succeeding generations as a great
anniversary festival and commemorated as a day of deliverance,
from one end of the continent to the other; that through all the
gloom he could see the light; that the end was worth all the means
and that posterity would triumph in the transaction. I am not of
those who overrate the past. I know that the men of 1776 had the
common weaknesses and shortcomings of humanity. I read the
Declaration of Independence with no feeling of awe; and yet if I
were called upon to select from the history of the world any crisis
grander, loftier, purer, more heroic, I should not know where to turn.
It seems simple enough to-day, but it was something else in that
day. The men who signed the Declaration knew not but they were
signing warrants for their own ignominious execution on the gibbet.
The bloody victims of the Jacobite rebellions of 1715 and 1745 were
still a warning to rebels; and the gory holocaust of Culloden was
fresh in the memory. But it was not only the personal risk; it was
risking the homes, the commerce, the lives, the property, the honor,
the future destiny of three million innocent people,—men, women,
and children. It was defying on behalf of a straggling chain of
colonies clinging to the sea-board, the most imperial power of the
world. It was, more than all, like Columbus sailing into awful
uncertainty of untried space, casting off from an established and
familiar form of government and politics, drifting away to unknown
methods, and upon the dangerous and yawning chaos of democratic
institutions, flying from ills they had to those they knew not of, and
perhaps laying the way for a miserable and bloody catastrophe in
anarchy and riot.
There are times when ordinary men are borne by the tide of an
occasion to crests of grandeur in conduct and action. Such a time,
such an occasion, was that of the Declaration. While the signers
were picked men, none the less true is it that their extraordinary
fame is due not more to their merits than to the crisis at which they
were at the helm and to the great popular instinct which they
obeyed and expressed. And why do we commemorate with such
veneration and display this special epoch and event in our history?
Why do we repeat the words our fathers spoke or wrote? Why
cherish their names, when our civilization is better than theirs and
when we have reached in science, art, education, religion, politics, in
every phase of human development, even in morals, a higher level?
It is because we recognize that in their beginnings the eternal
elements of truth and right and justice were conspicuous. To those
eternal verities we pay our tribute, and not to their surroundings,
except so far as we let the form stand for the spirit, the man for the
idea, the event for the purpose. And it is also because we can do no
better work than to perpetuate virtue in the citizen by keeping
always fresh in the popular mind the great heroic deeds and times of
our history. The valuable thing in the past is not the man or the
events,—which are both always ordinary and which under the
enchantment of distance and the pride of descent, we love to
surround with exaggerated glory,—it is rather in the sentiment for
which the man and the event stand. The ideal is alone substantial
and alone survives.
THE SIGNING OF THE DECLARATION

by george lippard
It is a cloudless summer day; a clear blue sky arches and expands

above a quaint edifice rising among the giant trees in the center of a
wide city. That edifice is built of plain red brick, with heavy window
frames, and a massive hall door.
Such is the State House of Philadelphia in the year of our Lord
1776.
In yonder wooden steeple, which crowns the summit of that red
brick State House, stands an old man with snow-white hair and
sunburnt face. He is clad in humble attire, yet his eye gleams as it is
fixed on the ponderous outline of the bell suspended in the steeple
there. By his side, gazing into his sunburnt face in wonder, stands a
flaxen-haired boy, with laughing eyes of summer blue. The old man
ponders for a moment upon the strange words written upon the bell,
then, gathering the boy in his arms, he speaks: “Look here, my
child; will you do this old man a kindness? Then hasten down the
stairs, and wait in the hall below till a man gives you a message for
me; when he gives you that word, run out into the street and shout
it up to me. Do you mind?” The boy sprang from the old man’s arms
and threaded his way down the dark stairs.
Many minutes passed. The old bell-keeper was alone. “Ah!”
groaned the old man, “he has forgotten me.” As the word was upon
his lips a merry, ringing laugh broke on his ear. And there, among
the crowd on the pavement, stood the blue-eyed boy, clapping his
tiny hands while the breeze blew his flaxen hair all about his face,
and, swelling his little chest, he raised himself on tiptoe, and
shouted the single word, “Ring!”
Do you see that old man’s eye fire? Do you see that arm so
suddenly bared to the shoulder? Do you see that withered hand
grasping the iron tongue of the bell? That old man is young again.
His veins are filling with a new life. Backward and forward, with
sturdy strokes, he swings the tongue. The bell peals out; the crowds
in the street hear it, and burst forth in one long shout. Old Delaware
hears it, and gives it back on the cheers of her thousand sailors. The
city hears it, and starts up from desk and workshop, as if an
earthquake had spoken.
Under that very bell, pealing out at noonday, in an old hall, fifty-
six traders, farmers and mechanics had assembled to break the
shackles of the world. The committee, who had been out all night,
are about to appear. At last the door opens, and they advance to the
front. The parchment is laid on the table. Shall it be signed or not?
Then ensues a high and stormy debate. Then the faint-hearted
cringe in corners. Then Thomas Jefferson speaks his few bold words,
and John Adams pours out his whole soul.
Still there is a doubt; and that pale-faced man, rising in one
corner, speaks out something about “axes, scaffolds, and a gibbet.”
A tall, slender man rises, and his dark eye burns, while his words
ring through the halls: “Gibbets! They may stretch our necks on
every scaffold in the land. They may turn every rock into a gibbet,
every tree into a gallows; and yet the words written on that
parchment can never die. They may pour out our blood on a
thousand altars, and yet, from every drop that dyes the axe, or drips
on the sawdust of the block, a new martyr to freedom will spring
into existence. What! are there shrinking hearts and faltering voices
here, when the very dead upon our battle-fields arise and call upon
us to sign that parchment, or be accursed forever?
“Sign! if the next moment the gibbet’s rope is around your neck.
Sign! if the next moment this hall rings with the echo of the falling
axe. Sign! by all your hopes in life or death, as husbands, as fathers,
as men! Sign your names to that parchment.
“Yes! were my soul trembling on the verge of eternity; were this
voice choking in the last struggle, I would still, with the last impulse
of that soul, with the last gasp of that voice, implore you to
remember this truth: God has given America to the free. Yes! as I
sink down in the gloomy shadow of the grave, with my last breath I
would beg of you sign that parchment.”
SUPPOSED SPEECH OF JOHN ADAMS
by daniel webster
Sink or swim, live or die, survive or perish, I give my hand and my

heart to this vote. It is true, indeed, that in the beginning we aimed
not at independence. But there is a Divinity which shapes our ends.
The injustice of England has driven us to arms; and, blinded to her
own interest and our good she has obstinately persisted, till
independence is now within our grasp. We have but to reach forth to
it, and it is ours. Why, then, should we defer the Declaration? Is any
man so weak as now to hope for a reconciliation with England,
which shall leave neither safety to the country and its liberties, nor
safety to his life and his own honor? Are you not, sir, who sit in that
chair, is not he, our venerable colleague near you, are you not both
already the proscribed and predestined objects of punishment and of
vengeance? Cut off from all hope of royal clemency, what are you,
what can you be, while the power of England remains, but outlaws?
If we postpone independence, do we mean to carry on or give up
the war? Do we mean to submit to the measures of Parliament,
Boston Port-Bill and all? Do we mean to submit, and consent that we
ourselves shall be ground to powder, and our country and its rights,
trodden down in the dust? I know we do not mean to submit. We
never shall submit. Do we mean to violate that most solemn
obligation ever entered into by men, that plighting before God, of
our sacred honor to Washington, when, putting him forth to incur
the dangers of war, as well as the political hazards of the times, we
promised to adhere to him, in every extremity, with our fortunes and
our lives? I know there is not a man here, who would not rather see
a general conflagration sweep over the land, or an earthquake sink
it, than one jot or tittle of that plighted faith fall to the ground. For
myself, having, twelve months ago, in this place, moved you, that
George Washington be appointed commander of the forces raised,
or to be raised, for defense of American liberty, may my right hand
forget her cunning, and my tongue cleave to the roof of my mouth,
if I hesitate or waver in the support I give him.
The war, then, must go on. We must fight it through. And if the
war must go on, why put off longer the Declaration of
Independence? That measure will strengthen us. It will give us
character abroad. The nations will then treat with us, which they
never can do while we acknowledge ourselves subjects in arms
against our sovereign. Nay, I maintain that England herself will
sooner treat for peace with us on the footing of independence than
consent, by repealing her Acts, to acknowledge that her whole
conduct toward us has been a course of injustice and oppression.
Her pride will be less wounded by submitting to that course of things
which now predestinates our independence than by yielding the
points in controversy to her rebellious subjects. The former she
would regard as the result of fortune; the latter she would feel as
her own deep disgrace. Why, then, why, then, sir, do we not as soon
as possible change this from a civil to a national war? And, since we
must fight it through, why not put ourselves in a state to enjoy all
the benefits of victory, if we gain the victory?
If we fail, it can be no worse for us. But we shall not fail. The
cause will raise up armies; the cause will create navies. The people,
the people, if we are true to them, will carry us, and will carry
themselves, gloriously through the struggle. I care not how fickle
other people have been found. I know the people of these Colonies,
and I know that resistance to British aggression is deep and settled
in their hearts, and cannot be eradicated. Every Colony, indeed, has
expressed its willingness to follow, if we but take the lead.
Sir, the Declaration will inspire the people with increased courage.
Instead of a long and bloody war for restoration of privileges, for
redress of grievances, for chartered immunities, held under a British
King, set before them the gloriousness of entire independence, and
it will breathe into them anew the breath of life. Read this
Declaration at the head of the army; every sword will be drawn from
its scabbard, and the solemn vow uttered to maintain it, or to perish
on the bed of honor. Publish it from the pulpit; religion will approve
it, and the love of religious liberty will cling round it, resolved to
stand with it, or fall with it. Send it to the public halls; proclaim it
there; let them hear it who heard the first roar of the enemy’s
cannon; let them see it who saw their brothers and their sons fall on
the field of Bunker Hill, and in the streets of Lexington and Concord,
and the very walls will cry out in its support.
Sir, I know the uncertainty of human affairs, but I see, I see
clearly, through this day’s business. You and I, indeed, may rue it.
We may not live to the time when this Declaration shall be made
good. We may die; die, colonists; die, slaves; die, it may be,
ignominiously and on the scaffold. Be it so; be it so! If it be the
pleasure of heaven that my country shall require the poor offering of
my life, the victim shall be ready at the appointed hour of sacrifice,
come when that hour may. But, while I do live, let me have a
country, or at least, the hope of a country, and that a free country.
But whatever may be our fate, be assured, be assured that this
Declaration will stand. It may cost treasure, and it may cost blood,
but it will stand, and it will richly compensate for both. Through the
thick gloom of the present, I see the brightness of the future, as the
sun in heaven. We shall make this a glorious, an immortal day. When
we are in our graves, our children will honor it. They will celebrate it
with thanksgiving, with festivity, with bonfires and illuminations. On
its annual return, they will shed tears, copious, gushing tears, not of
subjection and slavery, not of agony and distress, but of exultation,
of gratitude and of joy. Sir, before God, I believe the hour is come.
My judgment approves this measure, and my whole heart is in it. All
that I have, and all that I am, and all that I hope, in this life, I am
now ready here to stake upon it. And I leave off as I began, that,
live or die, survive or perish, I am for the Declaration. It is my living
sentiment, and by the blessing of God it shall be my dying
sentiment, Independence now, and INDEPENDENCE FOREVER!
THE LIBERTY BELL
by j. t. headley
On July fourth, 1776, the representatives of the American people

gathered at the State House in Philadelphia to take final action upon
the Declaration of Independence, which had been under discussion
for three days.
It was soon known throughout the city; and in the morning,
before Congress assembled, the streets were filled with excited men,
some gathered in groups engaged in eager discussion, and others
moving toward the State House. All business was forgotten in the
momentous crisis which the country had now reached. No sooner
had the members taken their seats than the multitude gathered in a
dense mass around the entrance. The bell-man mounted to the
belfry, to be ready to proclaim the joyful tidings of freedom as soon
as the final vote was passed. A bright-eyed boy was stationed below
to give the signal.
Around the bell, brought from England, had been cast, more than
twenty years before, the prophetic motto: “Proclaim liberty
throughout all the land, unto all the inhabitants thereof.” Although its
loud clang had often sounded over the city, the proclamation
engraved on its iron lip had never yet been spoken aloud.
It was expected that the final vote would be taken without delay;
but hour after hour wore on, and no report came from the
mysterious hall where the fate of a continent was in suspense. The
multitude grew impatient. The old man leaned over the railing,
straining his eyes downward, till his heart misgave him, and hope
yielded to fear. But at length, about two o’clock the door of the hall
opened, and a voice exclaimed, “It has passed!”
The word leaped like lightning from lip to lip, followed by huzzas
that shook the building. The boy-sentinel turned to the belfry,
clapped his hands, and shouted, “Ring! ring!” The desponding bell-
man, electrified into life by the joyful news, seized the iron tongue
and hurled it backward and forward with a clang that startled every
heart in Philadelphia like a bugle blast.
“Clang! Clang!” the bell of Liberty resounded on, higher and
clearer and more joyous, blending in its deep and thrilling vibration,
and proclaiming in loud and long accents over all the land the motto
that encircled it.
INDEPENDENCE BELL, PHILADELPHIA

inscription, “proclaim liberty throughout the land to all the inhabitants
thereof.” july 4, 1776.
anonymous
There was tumult in the city,

In the quaint Old Quaker town,
And the streets were rife with people
Pacing restless up and down,—
People gathering at corners,
Where they whispered each to each,
And the sweat stood on their temples
With the earnestness of speech.
As the bleak Atlantic currents

Lash the wild Newfoundland shore,
So they beat against the State House,
So they surged against the door;
And the mingling of their voices
Made a harmony profound,
Till the quiet street of Chestnut
Was all turbulent with sound.
“Will they do it?” “Dare they do it?”

“Who is speaking?” “What’s the news?”

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1 Why understand statistics? 1

2 Probability and making decisions 3

3 Graphical displays of data and descriptive statistics 55

4 Discrete probability distributions 137

5 Continuous probability distributions 175

5.2.5 Fitting a uniform distribution . . . . . . . . . . . . . . . . . . . . . . 184

6 Correlation and functions of random variables 233

6.3.4 Copulas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 256

7 Estimation and inference 279

7.11.1 Prediction interval . . . . . . . . . . . . . . . . . . . . . . . . . . . . 325

8 Linear regression and linear relationships 357

9 Multiple regression 403

10 Statistical quality control 491

11 Design of experiments with regression analysis 559

11.6.1 Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 597

12 Design of experiments and analysis of variance 605

13 Probability models 649

13.5 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 696

14 Sampling strategies 699

Appendix A - Notation 727

Appendix B - Glossary 731

Appendix C - Getting started in R 745

C.9 Loops and conditionals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 751

Appendix D - Getting started in MATLAB 755

Appendix E - Experiments 765

E.6.1 Objectives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 774

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