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Introduction to Probability and
Statistics for Engineers and Scientists
Introduction to Probability
and Statistics for
Engineers and Scientists
Sixth Edition
Sheldon M. Ross
University of Southern California
Los Angeles, CA, United States
Academic Press is an imprint of Elsevier
125 London Wall, London EC2Y 5AS, United Kingdom
525 B Street, Suite 1650, San Diego, CA 92101, United States
50 Hampshire Street, 5th Floor, Cambridge, MA 02139, United States
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Copyright © 2021 Elsevier Inc. All rights reserved.
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or mechanical, including photocopying, recording, or any information storage and retrieval system,
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This book and the individual contributions contained in it are protected under copyright by the
Publisher (other than as may be noted herein).
Notices
Knowledge and best practice in this field are constantly changing. As new research and experience
broaden our understanding, changes in research methods, professional practices, or medical treatment
may become necessary.
Practitioners and researchers must always rely on their own experience and knowledge in evaluating
and using any information, methods, compounds, or experiments described herein. In using such
information or methods they should be mindful of their own safety and the safety of others, including
parties for whom they have a professional responsibility.
To the fullest extent of the law, neither the Publisher nor the authors, contributors, or editors, assume
any liability for any injury and/or damage to persons or property as a matter of products liability,
negligence or otherwise, or from any use or operation of any methods, products, instructions, or ideas
contained in the material herein.
ISBN: 978-0-12-824346-6
PREFACE ...........................................................................................................xiii
CHAPTER 1 Introduction to statistics............................................................ 1
1.1 Introduction ....................................................................... 1
1.2 Data collection and descriptive statistics........................ 1
1.3 Inferential statistics and probability models................... 2
1.4 Populations and samples ................................................. 3
1.5 A brief history of statistics................................................ 4
Problems ........................................................................... 7
CHAPTER 2 Descriptive statistics................................................................ 11
2.1 Introduction ..................................................................... 11
2.2 Describing data sets ....................................................... 12
2.2.1 Frequency tables and graphs ............................. 12
2.2.2 Relative frequency tables and graphs................ 14
2.2.3 Grouped data, histograms, ogives, and
stem and leaf plots.............................................. 16
2.3 Summarizing data sets................................................... 19
2.3.1 Sample mean, sample median, and sample
mode..................................................................... 19
2.3.2 Sample variance and sample standard
deviation ............................................................... 24
2.3.3 Sample percentiles and box plots ...................... 26
2.4 Chebyshev’s inequality ................................................... 29
2.5 Normal data sets ............................................................ 33
2.6 Paired data sets and the sample
correlation coefficient..................................................... 36
2.7 The Lorenz curve and Gini index.................................... 43
2.8 Using R ............................................................................ 48
Problems ......................................................................... 52
CHAPTER 3 Elements of probability............................................................ 63
3.1 Introduction ..................................................................... 63
3.2 Sample space and events............................................... 64 vii
viii Contents
∗ Optional chapter.
xii Contents
The sixth edition of this book continues to demonstrate how to apply probabil-
ity theory to gain insight into real, everyday statistical problems and situations.
As in the previous editions, carefully developed coverage of probability mo-
tivates probabilistic models of real phenomena and the statistical procedures
that follow. This approach ultimately results in an intuitive understanding of
statistical procedures and strategies most often used by practicing engineers
and scientists.
This book has been written for an introductory course in statistics or in proba-
bility and statistics for students in engineering, computer science, mathematics,
statistics, and the natural sciences. As such it assumes knowledge of elementary
calculus.
Smirnov procedure for testing whether data come from a specified continuous
probability distribution.
Chapter 12 deals with nonparametric hypothesis tests, which can be used
when one is unable to suppose that the underlying distribution has some spec-
ified parametric form (such as normal).
Chapter 13 considers the subject matter of quality control, a key statistical tech-
nique in manufacturing and production processes. A variety of control charts,
including not only the Shewhart control charts but also more sophisticated
ones based on moving averages and cumulative sums, are considered.
Chapter 14 deals with problems related to life testing. In this chapter, the ex-
ponential, rather than the normal, distribution plays the key role.
In Chapter 15, we consider the statistical inference techniques of bootstrap sta-
tistical methods and permutation tests. We first show how probabilities can be
obtained by simulation and then how to utilize simulation in these statistical
inference approaches.
Chapter 16, new to this edition, introduces machine learning and big data
techniques. These are methods that are applicable in situations where one has
a large amount of data that can be used to estimate probabilities without as-
suming any particular probability model. For instance, we consider situations
where one wants to estimate the probability that an experiment, characterized
by a vector (x1 , . . . , xn ), will be a success. When the characterizing vectors are
qualitative in nature, such techniques as the naive Bayes approach, and nearest
neighbor rules are studied. In cases where the components of the characteristic
vector are quantitative, we also study logistic regression models.
Aside from the newly added Chapter 16, the most important change in this
edition is the use of the statistical software R. No previous experience with R is
necessary, and we incorporate its use throught the text. Aside from additional
subsections devoted to R. we also have the newly added Section 2.7, dealing
with Lorenz curves and the Gini index. There are also many new examples and
problems in this edition. In addition, the sixth edition contains a multitude of
small changes designed to even further increase the clarity of the text’s presen-
tations and arguments.
Supplemental materials
Acknowledgments
We thank the following people for their helpful comments on material of the
sixth edition:
Introduction to statistics
1.1 Introduction
It has become accepted in today’s world that in order to learn about something,
you must first collect data. Statistics is the art of learning from data. It is con-
cerned with the collection of data, its subsequent description, and its analysis,
which often leads to the drawing of conclusions.
gramming skills. The accepted way of avoiding this pitfall is to divide the class
members into the two groups “at random.” This term means that the division
is done in such a manner that all possible choices of the members of a group
are equally likely.
At the end of the experiment, the data should be described. For instance, the
scores of the two groups should be presented. In addition, summary mea-
sures such as the average score of members of each of the groups should be
presented. This part of statistics, concerned with the description and summa-
rization of data, is called descriptive statistics.
After the preceding experiment is completed and the data are described and
summarized, we hope to be able to draw a conclusion about which teaching
method is superior. This part of statistics, concerned with the drawing of con-
clusions, is called inferential statistics.
To be able to draw a conclusion from the data, we must take into account the
possibility of chance. For instance, suppose that the average score of members
of the first group is quite a bit higher than that of the second. Can we conclude
that this increase is due to the teaching method used? Or is it possible that the
teaching method was not responsible for the increased scores but rather that
the higher scores of the first group were just a chance occurrence? For instance,
the fact that a coin comes up heads 7 times in 10 flips does not necessarily
mean that the coin is more likely to come up heads than tails in future flips.
Indeed, it could be a perfectly ordinary coin that, by chance, just happened to
land heads 7 times out of the total of 10 flips. (On the other hand, if the coin
had landed heads 47 times out of 50 flips, then we would be quite certain that
it was not an ordinary coin.)
To be able to draw logical conclusions from data, we usually make some as-
sumptions about the chances (or probabilities) of obtaining the different data
values. The totality of these assumptions is referred to as a probability model for
the data.
Sometimes the nature of the data suggests the form of the probability model
that is assumed. For instance, suppose that an engineer wants to find out what
proportion of computer chips, produced by a new method, will be defective.
The engineer might select a group of these chips, with the resulting data being
the number of defective chips in this group. Provided that the chips selected
were “randomly” chosen, it is reasonable to suppose that each one of them is
defective with probability p, where p is the unknown proportion of all the chips
produced by the new method that will be defective. The resulting data can then
be used to make inferences about p.
1.4 Populations and samples 3
In other situations, the appropriate probability model for a given data set will
not be readily apparent. However, careful description and presentation of the
data sometimes enable us to infer a reasonable model, which we can then try
to verify with the use of additional data.
Because the basis of statistical inference is the formulation of a probability
model to describe the data, an understanding of statistical inference requires
some knowledge of the theory of probability. In other words, statistical infer-
ence starts with the assumption that important aspects of the phenomenon
under study can be described in terms of probabilities; it then draws conclu-
sions by using data to make inferences about these probabilities.
Graunt used London bills of mortality to estimate the city’s population. For in-
stance, to estimate the population of London in 1660, Graunt surveyed house-
holds in certain London parishes (or neighborhoods) and discovered that, on
average, there were approximately 3 deaths for every 88 people. Dividing by 3
shows that, on average, there was roughly 1 death for every 88/3 people. Be-
cause the London bills cited 13,200 deaths in London for that year, Graunt
1.5 A brief history of statistics 5
Graunt used this estimate to project a figure for all England. In his book he
noted that these figures would be of interest to the rulers of the country, as
indicators of both the number of men who could be drafted into an army and
the number who could be taxed.
Graunt also used the London bills of mortality — and some intelligent guess-
work as to what diseases killed whom and at what age — to infer ages at death.
(Recall that the bills of mortality listed only causes and places at death, not the
ages of those dying.) Graunt then used this information to compute tables giv-
ing the proportion of the population that dies at various ages. Table 1.2 is one
of Graunt’s mortality tables. It states, for instance, that of 100 births, 36 people
will die before reaching age 6, 24 will die between the age of 6 and 15, and so
on.
Graunt’s estimates of the ages at which people were dying were of great interest
to those in the business of selling annuities. Annuities are the opposite of life
insurance in that one pays in a lump sum as an investment and then receives
regular payments for as long as one lives.
Graunt’s work on mortality tables inspired further work by Edmund Halley
in 1693. Halley, the discoverer of the comet bearing his name (and also the
man who was most responsible, by both his encouragement and his financial
support, for the publication of Isaac Newton’s famous Principia Mathematica),
used tables of mortality to compute the odds that a person of any age would
live to any other particular age. Halley was influential in convincing the insurers
of the time that an annual life insurance premium should depend on the age
of the person being insured.
6 CHAP TE R 1: Introduction to statistics
Following Graunt and Halley, the collection of data steadily increased through-
out the remainder of the 17th and on into the 18th century. For instance, the
city of Paris began collecting bills of mortality in 1667, and by 1730 it had
become common practice throughout Europe to record ages at death.
The term statistics, which was used until the 18th century as a shorthand for the
descriptive science of states, became in the 19th century increasingly identified
with numbers. By the 1830s the term was almost universally regarded in Britain
and France as being synonymous with the “numerical science” of society. This
change in meaning was caused by the large availability of census records and
other tabulations that began to be systematically collected and published by
the governments of Western Europe and the United States beginning around
1800.
Throughout the 19th century, although probability theory had been developed
by such mathematicians as Jacob Bernoulli, Karl Friedrich Gauss, and Pierre-
Simon Laplace, its use in studying statistical findings was almost nonexistent,
because most social statisticians at the time were content to let the data speak
for themselves. In particular, statisticians of that time were not interested in
drawing inferences about individuals, but rather were concerned with the soci-
ety as a whole. Thus, they were not concerned with sampling but rather tried
to obtain censuses of the entire population. As a result, probabilistic infer-
ence from samples to a population was almost unknown in 19th century social
statistics.
It was not until the late 1800s that statistics became concerned with inferring
conclusions from numerical data. The movement began with Francis Galton’s
work on analyzing hereditary genius through the uses of what we would now
call regression and correlation analysis (see Chapter 9), and obtained much
of its impetus from the work of Karl Pearson. Pearson, who developed the
chi-square goodness of fit tests (see Chapter 11), was the first director of the
Galton Laboratory, endowed by Francis Galton in 1904. There Pearson origi-
nated a research program aimed at developing new methods of using statistics
in inference. His laboratory invited advanced students from science and in-
dustry to learn statistical methods that could then be applied in their fields.
One of his earliest visiting researchers was W.S. Gosset, a chemist by training,
who showed his devotion to Pearson by publishing his own works under the
name “Student.” (A famous story has it that Gosset was afraid to publish un-
der his own name for fear that his employers, the Guinness brewery, would be
unhappy to discover that one of its chemists was doing research in statistics.)
Gosset is famous for his development of the t-test (see Chapter 8).
Two of the most important areas of applied statistics in the early 20th century
were population biology and agriculture. This was due to the interest of Pear-
son and others at his laboratory and also to the remarkable accomplishments
of the English scientist Ronald A. Fisher. The theory of inference developed by
these pioneers, including among others Karl Pearson’s son Egon and the Pol-
Problems 7
Statistics has then for its object that of presenting a faithful representation of a state at a
determined epoch. (Quetelet, 1849)
Statistics are the only tools by which an opening can be cut through the formidable thicket
of difficulties that bars the path of those who pursue the Science of man. (Galton, 1889)
Statistics may be regarded (i) as the study of populations, (ii) as the study of variation, and
(iii) as the study of methods of the reduction of data. (Fisher, 1925)
Statistics is a scientific discipline concerned with collection, analysis, and interpretation of
data obtained from observation or experiment. The subject has a coherent structure based
on the theory of Probability and includes many different procedures which contribute to
research and development throughout the whole of Science and Technology. (E. Pearson,
1936)
Statistics is the name for that science and art which deals with uncertain inferences —
which uses numbers to find out something about nature and experience. (Weaver, 1952)
Statistics has become known in the 20th century as the mathematical tool for analyzing
experimental and observational data. (Porter, 1986)
Statistics is the art of learning from data. (this book, 2020)
ish born mathematical statistician Jerzy Neyman, was general enough to deal
with a wide range of quantitative and practical problems. As a result, after the
early years of the 20th century a rapidly increasing number of people in sci-
ence, business, and government began to regard statistics as a tool that was
able to provide quantitative solutions to scientific and practical problems (see
Table 1.3).
Nowadays the ideas of statistics are everywhere. Descriptive statistics are fea-
tured in every newspaper and magazine. Statistical inference has become indis-
pensable to public health and medical research, to engineering and scientific
studies, to marketing and quality control, to education, to accounting, to eco-
nomics, to meteorological forecasting, to polling and surveys, to sports, to
insurance, to gambling, and to all research that makes any claim to being sci-
entific. Statistics has indeed become ingrained in our intellectual heritage.
Problems
1. An election will be held next week and, by polling a sample of the voting
population, we are trying to predict whether the Republican or Demo-
cratic candidate will prevail. Which of the following methods of selection
is likely to yield a representative sample?
a. Poll all people of voting age attending a college basketball game.
b. Poll all people of voting age leaving a fancy midtown restaurant.
c. Obtain a copy of the voter registration list, randomly choose 100
names, and question them.
8 CHAP TER 1: Introduction to statistics
d. Use the results of a television call-in poll, in which the station asked
its listeners to call in and name their choice.
e. Choose names from the telephone directory and call these people.
2. The approach used in Problem 1(e) led to a disastrous prediction in the
1936 presidential election, in which Franklin Roosevelt defeated Alfred
Landon by a landslide. A Landon victory had been predicted by the Lit-
erary Digest. The magazine based its prediction on the preferences of a
sample of voters chosen from lists of automobile and telephone owners.
a. Why do you think the Literary Digest’s prediction was so far off?
b. Has anything changed between 1936 and now that would make you
believe that the approach used by the Literary Digest would work
better today?
3. A researcher is trying to discover the average age at death for people in the
United States today. To obtain data, the obituary columns of the New York
Times are read for 30 days, and the ages at death of people in the United
States are noted. Do you think this approach will lead to a representative
sample?
4. To determine the proportion of people in your town who are smokers, it
has been decided to poll people at one of the following local spots:
a. the pool hall;
b. the bowling alley;
c. the shopping mall;
d. the library.
Which of these potential polling places would most likely result in a rea-
sonable approximation to the desired proportion? Why?
5. A university plans on conducting a survey of its recent graduates to deter-
mine information on their yearly salaries. It randomly selected 200 recent
graduates and sent them questionnaires dealing with their present jobs.
Of these 200, however, only 86 were returned. Suppose that the average
of the yearly salaries reported was $75,000.
a. Would the university be correct in thinking that $75,000 was a good
approximation to the average salary level of all of its graduates? Ex-
plain the reasoning behind your answer.
b. If your answer to part (a) is no, can you think of any set of conditions
relating to the group that returned questionnaires for which it would
be a good approximation?
6. An article reported that a survey of clothing worn by pedestrians killed
at night in traffic accidents revealed that about 80 percent of the victims
were wearing dark-colored clothing and 20 percent were wearing light-
colored clothing. The conclusion drawn in the article was that it is safer
to wear light-colored clothing at night.
a. Is this conclusion justified? Explain.
b. If your answer to part (a) is no, what other information would be
needed before a final conclusion could be drawn?
Problems 9
Descriptive statistics
2.1 Introduction
Data from a frequency table can be graphically represented by a line graph that
plots the distinct data values on the horizontal axis and indicates their fre-
quencies by the heights of vertical lines. A line graph of the data presented in
Table 2.1 is shown in Figure 2.1.
When the lines in a line graph are given added thickness, the graph is called a
bar graph. Figure 2.2 presents a bar graph.
Another type of graph used to represent a frequency table is the frequency poly-
gon, which plots the frequencies of the different data values on the vertical axis,
2.2 Describing data sets 13
FIGURE 2.1
Starting salary data.
FIGURE 2.2
Bar graph for starting salary data.
14 CHAPTER 2: Descriptive statistics
FIGURE 2.3
Frequency polygon for starting salary data.
and then connects the plotted points with straight lines. Figure 2.3 presents a
frequency polygon for the data of Table 2.1.
A pie chart is often used to indicate relative frequencies when the data are not
numerical in nature. A circle is constructed and then sliced into different sec-
Exploring the Variety of Random
Documents with Different Content
vida de una cortesana andaluza en Roma, con todas
las obscenidades tomadas del natural, sin recato ni
ideal alguno; no siendo novela ni comedia, sino
narración, pero hablada, dialogada y viva, "en lengua
española muy claríssima". Conocía La Celestina, el
Asno de oro, de Apuleyo; pero no á Pedro Aretino,
como se ha dicho, pues sus obras son posteriores á
1528; antes, ya ha dicho Arturo Graf que, si imitación
hubo, lo fué del Aretino y no al revés, y cierto, el
parecido es grandísimo, aunque M. Pelayo y Farinelli
nieguen tal imitación. Menos tiene La Lozana del
Diálogo de las hetairas, de Luciano, del cual tomó lo
más indecente el Aretino. La Lozana no salió de los
libros, sino de la vida real de Roma, vivida por su
autor. Encierra muchos elementos folklóricos y
frases españolas; pero no menor mezcla de
italianismos, propios de la lengua franca que en
Roma usaban los españoles de baja estofa, de la
cual echó mano igualmente Torres Naharro, sin
dejar, con todo eso, de tener trozos y frases en
castizo y familiar lenguaje, con su propio color y brío.
58. El Ragionamento della Nanna e della Antonia, del Aretino, es de
1533; el Diálogo della Nanna é della Pippa sua figliuola, de 1536; el
Ragionamento del Zoppino fatto frate... dove contiensi la vita e
genealogia de tutte le cortegiane di Roma, no se publicó hasta 1539.
Acaban de ser elegantemente impresos Los Diálogos del divino
Pedro Aretino, por Joaquín López Barbadillo, Madrid, 1914, 2 vols.,
las dos primeras jornadas. Véase Graf, Giornale Storico della
letteratura italiana, Turín, 1880, t. XIII, pág. 317. A. Farinelli, en
Ressegna Bibliographica della letteratura Italiana, t. VII, pág. 281,
Pisa, 1900. M. Pelayo, Oríg. nov., t. III, pág. cxcvi. "Y si quisieren
reprender que por qué no van munchas palabras en perfeta lengua
castellana, digo que siendo andaluz y no letrado y escribiendo para
darme solacio y pasar mi fortuna, que en este tiempo el Señor me
había dado, conformaba mi hablar al sonido de mis orejas, que es la
lengua materna y el común hablar entre mugeres, y si dicen por qué
puse algunas palabras en italiano, púdelo hacer escribiendo en
Italia..., si me dicen que por qué no fuí más elegante, digo que soy
iñorante" (pág. 333).
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