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Nature of Probability:

Given the population and its parameters we draw inferences a


General --> A particular
e.g., Given that the whole population of items have a defectiv
If we randomly draw 5 items, what's the probability that the s

SIMTOOLS Function: BINOMINV( RAND(), 1, p )

BINOMINV(RAND(), 1, p): Generate a Bernoulli random variable X

In this case, we have p=0.1

Probability that the sample of 5 items contains no defective (from simulati

Are you able to obatin the probability above using what you learned in IEN
Probability that the sample of 5 items contains no defective (from probabi
(Provide formulas and give your answer below)

Simulation
Item Index Item 1 Item 2
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inferences about a sample.

ve a defective rate of p = 0.1, we are interested in:


lity that the sample of 5 items contains no defective?

X=1 with probability p


X=0 with probability 1-p Your credits will be based on the
give in the highlighted areas.

e (from simulation)=

u learned in IENG 213 without performing simulation?


e (from probability theory)=???
0.59049

mulation
Item 3 Item 4 Item 5
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ted in:
efective?

Your credits will be based on the answers you


give in the highlighted areas.

NumOfDefectives
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Nature of Statistics:
Given a sample we draw inferences about the population
A particular --> General
e.g., "observe" the interarrival times of 100 successive customers at a
supermarket, and estimate the mean of customer's interarrival time (on a
how much longer do you have to wait before the next costomer comes?)

S
CI [LCL, UCL ] X t n 1,1 / 2 , X t n 1,1
n
using t =2

1 1
PI X tn 1,1 / 2 S 1 , X tn 1,1 / 2 S 1
n n

1st 2nd 3rd

time1 time2 time3 time4

8/21/2015
Customer Interarrival Times Sample Mean (seconds)
Index (seconds)
Customer Interarrival Times
Index (seconds) 43.98392
1 35.498
2 27.381 Sample Stdev (seconds)
3 52.891 7.557532373
4 40.851
5 47.619 Confidence Interval (seconds)
6 46.872 Lower Bound (LCL)
7 45.172 Upper Bound (UCL)
8 36.968 (UCL-LCL)/2
9 37.423 What is the mean interarrival time for all
10 42.005 potential customers (the whole populatio
11 35.513 ---- With a probability of 95%, the true me
12 36.553 within [LCL,UCL]
13 56.78
14 45.446
15 35.261 Perdiction Interval (seconds)
16 44.67 Lower Bound (LPI)
17 35.973 Upper Bound (UPI)
18 34.206 Now that the 100th customer has just arr
19 42.911 wonder when would the 101th customer
20 52.628 the supermarket.
21 46.029 With a probability of 95%, he/she will arr
seconds later.
22 50.252
23 35.657
24 41.315
25 42.9
26 35.295
27 34.445
28 52.45
29 45.09
30 39.839
31 51.446
32 46.853
33 37.082
34 55.717
35 47.316
36 56.831
37 54.104
38 39.527
39 34.665
40 44.417
41 42.355
42 38.251
43 48.982
44 56.908
45 40.628
46 38.226
47 43.029
48 50.304
49 38.166
50 35.389
51 44.041
52 44.478
53 48.882
54 40.236
55 43.803
56 41.522
57 44.365
58 57.281
59 40.148
60 34.221
61 48.755
62 37.771
63 45.287
64 39.98
65 49.283
66 49.423
67 43.37
68 28.565
69 46.06
70 57.744
71 53.147
72 32.357
73 44.371
74 39.547
75 36.804
76 35.125
77 47.31
78 41.566
79 45.446
80 42.057
81 41.28
82 47.968
83 50.826
84 61.897
85 34.142
86 36.819
87 53.303
88 41.882
89 33.95
90 47.524
91 57.426
92 50.663
93 60.659
94 49.036
95 59.916
96 42.282
97 35.882
98 43.311
99 54.522
100 36.07
ulation

ssive customers at a
interarrival time (on average
next costomer comes?)

Sample Stdev

S S
, X t n 1,1 / 2 Sample size n=100
n n
Sample Mean

1
/ 2 S 1
Your credits will be based on the answers

n you give in the highlighted areas.

4th 5th

time4 time5

8/22/2015
Customer
Index
Customer
Index
1
2
3
4
seconds) 5
42.4724135254 6
45.4954264746 7
1.5115064746 8
interarrival time for all the 9
ers (the whole population)? 10
ility of 95%, the true mean lies 11
12
13
14
15
28.7934679297 16
59.1743720703 17
h customer has just arrived, I 18
uld the 101th customer come into 19
---- 20
of 95%, he/she will arrive LPI~UPI 21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
n=100

on the answers
areas.

Interarrival Times Sample Mean (seconds)


(seconds)
Interarrival Times
(seconds) 44.37469
50.082
40.189 Sample Stdev (seconds)
49.409 7.6551989737
36.201
45.688 Confidence Interval (seconds)
28.963 Lower Bound (LCL)
41.055 Upper Bound (UCL)
48.696 (UCL-LCL)/2
42.432 What is the mean interarrival time for all
54.892 the potential customers (the whole
39.95 population)?
26.398 ---- With a probability of 95%, the true
mean lies within [LCL,UCL]
35.147
53.445
44.094 Perdiction Interval (seconds)
48.034 Lower Bound (LPI)
52.554 Upper Bound (UPI)
28.037 Now that the 100th customer has just
39.843 arrived, I wonder when would the 101th
39.366 customer come into the supermarket.
36.855 ---- With a
probability of 95%, he/she will arrive
43.543
LPI~UPI seconds later.
57.168
44.692
54.82
39.43
45.06
38.737
49.696
42.99
48.841
50.345
44.373
52.113
63.474
49.197
44.906
52.305
45.448
36.143
48.884
44.96
42.79
55.212
59.907
40.82
45.827
38.539
50.444
26.083
52.921
46.751
47.093
54.708
42.803
43.935
34.836
31.691
39.372
47.247
40.67
34.332
53.581
39.303
44.91
44.993
43.005
48.173
42.888
31.688
36.768
46.945
34.947
42.223
37.469
35.604
36.831
41.787
46.389
44.071
53.513
43.037
32.86
45.078
45.571
47.532
48.999
55.225
40.617
47.086
44.895
40.358
62.09
42.939
33.724
59.161
47.604
36.048
49.963
55.158
8/23/2015
Customer Interarrival Times
Index (seconds)
Customer Interarrival Times
Index (seconds)
1 36.032
2 44.281
3 42.088
4 33.893
5 52.67
42.8436502053 6 43.077
45.9057297947 7 47.49
1.5310397947 8 37.469
an interarrival time for all 9 37.956
stomers (the whole 10 45.715
11 44.055
ability of 95%, the true 12 57.986
[LCL,UCL]
13 40.999
14 60.9
15 55.268
28.9879304918 16 27.639
59.7614495082 17 29.756
0th customer has just 18 38.612
r when would the 101th 19 41.713
into the supermarket. 20 43.271
---- With a 21 49.896
%, he/she will arrive
22 37.422
ds later.
23 37.428
24 41.591
25 43.036
26 45.431
27 51.666
28 48.173
29 29.195
30 48.779
31 49.692
32 48.291
33 53.681
34 45.817
35 37.816
36 42.005
37 23.608
38 46.986
39 44.136
40 38.471
41 37.962
42 34.555
43 42.818
44 46.235
45 40.557
46 39.201
47 42.912
48 41.802
49 35.542
50 53.54
51 46.727
52 53.448
53 39.218
54 34.25
55 49.661
56 43.53
57 37.15
58 42.487
59 27.129
60 51.871
61 35.35
62 37.692
63 53.916
64 35.926
65 39.897
66 39.151
67 56.158
68 43.847
69 34.552
70 34.204
71 57.085
72 58.7
73 56.281
74 33.152
75 41.492
76 41.609
77 45.66
78 38.621
79 35.379
80 39.626
81 51.857
82 62.181
83 45.034
84 41.067
85 48.813
86 39.299
87 58.1
88 52.055
89 33.379
90 37.841
91 53.927
92 46.305
93 46.344
94 29.541
95 45.023
96 48.685
97 38.106
98 35.179
99 41.715
100 34.768
Sample Mean (seconds)
43.12102

Sample Stdev (seconds)


7.9819075541

Confidence Interval (seconds)


Lower Bound (LCL) 41.5246384892
Upper Bound (UCL) 44.7174015108
(UCL-LCL)/2 1.5963815108
What is the mean interarrival time for
all the potential customers (the whole
population)?
---- With a probability of 95%, the true
mean lies within [LCL,UCL] =
[41.42,44.72]

Perdiction Interval (seconds)


Lower Bound (LPI) 27.0775843725
Upper Bound (UPI) 59.1644556275
Now that the 100th customer has just
arrived, I wonder when would the
101th customer come into the
supermarket.
---- With a probability of 95%, he/she
will arrive LPI~UPI seconds later.
What happens when we increase the sample size n?

Let's increase n from 100 to 200.

S
CI [LCL, UCL ] X t n 1,1 / 2 , X t n 1,
n
using t =2 Sample

1 1
PI X tn 1,1 / 2 S 1 , X t n 1,1 / 2 S 1
n n

1st 2nd 3rd

time1 time2 time3 time4

8/23/2013
Customer Interarrival Times Sample Mean (seconds)
Index (seconds) 44.138865
1 44.428
2 47.234 Sample Stdev (seconds)
3 55.986 7.7616359001
4 46.439
5 40.664 Confidence Interval (seconds)
6 58.074 Lower Bound (LCL)
7 51.602 Upper Bound (UCL)
8 46.846 (UCL-LCL)/2
9 50.373 What is the mean interarrival time for all
10 40.935 potential customers (the whole populatio
11 51.851 ---- With a probability of 95%, the true me
12 47.148 within [LCL,UCL]
13 50
14 36.621
15 57.285 Perdiction Interval (seconds)
16 48.475 Lower Bound (LPI)
17 29.663 Upper Bound (UPI)
18 48.76 Now that the 100th customer has just arr
19 55.195 wonder when would the 101th customer
20 50.108 the supermarket.
21 56.046 With a probability of 95%, he/she will arr
seconds later.
22 55.559
23 37.725
24 26.555
25 59.31
26 48.126
27 45.163
28 41.752
29 32.721
30 46.771
31 34.004
32 38.286
33 43.331
34 51.047
35 48.006
36 34.237
37 56.855
38 45.262
39 59.964
40 35.328
41 38.739
42 38.862
43 44.142
44 37.184
45 37.288
46 25.967
47 38.294
48 47.059
49 43.529
50 43.659
51 44.064
52 46.348
53 40.99
54 39.359
55 49.065
56 41.633
57 46.833
58 37.324
59 43.832
60 50.956
61 37.876
62 46.112
63 43.111
64 44.396
65 42.131
66 28.379
67 43.852
68 56.147
69 50.214
70 41.983
71 39.708
72 46.992
73 41.932
74 40.772
75 45.443
76 55.03
77 24.84
78 49.679
79 36.935
80 52.554
81 25.608
82 43.209
83 45.465
84 41.603
85 43.377
86 32.895
87 35.989
88 38.48
89 47.933
90 40.311
91 57.299
92 46.121
93 30.098
94 41.366
95 39.783
96 45.827
97 43.235
98 42.768
99 39.131
100 44.484
101 33.448
102 49.899
103 34.412
104 39.707
105 43.831
106 46.985
107 44.387
108 58.905
109 57.976
110 50.011
111 45.735
112 38.539
113 41.309
114 33.752
115 42.004
116 41.233
117 59.01
118 51.026
119 45.52
120 42.658
121 45.663
122 51.13
123 62.895
124 47.615
125 51.906
126 50.435
127 49.438
128 53.013
129 55.075
130 45.353
131 42.487
132 46.814
133 52.974
134 54.727
135 40.658
136 52.298
137 43.623
138 42.312
139 49.332
140 52.457
141 40.438
142 33.011
143 44.597
144 49.424
145 45.668
146 57.62
147 42.354
148 51.361
149 38.722
150 34.895
151 50.333
152 33.859
153 34.596
154 40.16
155 33.091
156 49.468
157 42.781
158 34.651
159 37.893
160 37.108
161 44.427
162 25.683
163 39.445
164 33.869
165 47.637
166 49.788
167 46.177
168 44.188
169 23.92
170 45.224
171 37.99
172 42.876
173 42.379
174 35.734
175 49.64
176 46.918
177 42.193
178 52.137
179 57.626
180 36.135
181 44.793
182 36.115
183 51.007
184 49.001
185 40.862
186 40.526
187 38.973
188 52.407
189 43.012
190 43.801
191 34.933
192 47.501
193 66.522
194 47.318
195 33.618
196 46.974
197 33.514
198 46.189
199 31.455
200 50.754
e n?

Sample Stdev

S S Sample size n=200


, X t n 1,1 / 2
n
2
n
Sample Mean

1
/ 2 S 1 Your credits will be based on the answers
n you give in the highlighted areas.

4th 5th

time4 time5
seconds)
43.0412039244
45.2365260756
1.0976610756
interarrival time for all the
ers (the whole population)?
ility of 95%, the true mean lies

28.5768334096
59.7008965904
h customer has just arrived, I
uld the 101th customer come into
----
of 95%, he/she will arrive LPI~UPI
Put your answers to question 3 in this spreadsheet.

Interval Times (hours)


364.37 Mean= 396.2
333.93
429.59 Sample Stdev= 28.34
384.44
409.82 PERCENTILE= 446.1
407.02
400.64
369.88 Percentile is indicating that the value below which a g
371.59 that means all numbers which are less or equal than
388.77 Probability that the 95% percentile of the proce
364.42
368.32 Number of interval time less than 446=
444.17
401.67 Number of interval time bigger than 446=
363.48
398.76
366.15
359.52
392.17
428.6
403.86
419.69
364.97
386.18
392.13
363.61
360.42
427.94
400.34
380.65
424.17
406.95
370.31
440.19
408.69
444.37
434.14
379.48
361.24
397.81
390.08
374.69
414.93
444.65
383.61
374.6
392.61
419.89
374.37
363.96
396.4
398.04
414.56
382.14
395.51
386.96
397.62
446.05
381.81
359.58
414.08
372.89
401.08
381.17
416.06
416.59
393.89
338.37
403.98
447.79
430.55
352.59
397.64
379.55
369.26
362.97
408.66
387.12
401.67
388.96
386.05
411.13
421.85
463.36
359.28
369.32
431.14
388.31
358.56
409.47
446.6
421.24
458.72
415.14
455.94
389.81
365.81
393.67
435.71
366.51
ue below which a given percentage which in our case is 95%
less or equal than 446 are included in this percentile.
entile of the processing time of these wafer lots = 0.94

han 446= 94

r than 446= 6
Put your answers to question 4 in this spreadsheet.

The probability distribution of a discrete random variable sometimes called the probability

Example 1: Toss a Coin S={H, T}


Example 2: Count the Number of Pepole acrossing a street S={ 1, 2, 3,N}

The probability continuous distribution sometimes called the probability density function

Example 1: The life time of a car battery S={0, }


Example 2: Measure oven temperature in celsius S={ 150 deg, 300 deg}
mes called the probability mass function (PMF).

obability density function (PDF).


Put your answers to question 5 in this spreadsheet.

The probability mass function (PMF) of the Poisson distribution=

Poisson distrbution is a discrete distribution

The probability density function (PDF) of the exponential distribution=

The exponential distribution is a continuous distribution


on distribution= p(xi) = P(X = xi) for i = 1, 2, 3,

for i = 1, 2, 3,

nential distribution=

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