Lecture Slides

Chapter 20

Statistical Considerations

The McGraw-Hill Companies 2012

Chapter Outline

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 Random Variables
A random experiment is an experiment in which a number of
specimens are selected at random from a larger batch.
A random variable is a variable quantity whose value depends on
the outcome of a random experiment.
A random variable is also called a stochastic variable.
A sample space contains all the possible outcomes.
An example sample space for a pair of dice,

Fig. 201 Shigleys Mechanical Engineering Design

 Probability Distribution
The probability of a random variable x taking on a specific value is
called p = f (x).
p is the number of times a specific x occurs divided by the total
number of possible outcomes.
A list of all possible values along with the corresponding
probabilities is called a probability distribution.
Define a random variable x as the sum of numbers obtained from
tossing a pair of dice. The probability distribution for x,

Table 201

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 Frequency Distribution
Plotting the probability distribution makes it clear that the
probability is a function of x.
The probability function p = f (x) is often called the frequency
function, or the probability density function (PDF).

Fig. 202
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 Cumulative Probability Distribution
The probability that x is less than or equal to a certain value of xi is
found by summing the probability of all xs up to and including xi.
This results in a cumulative probability distribution.

Table 202

The function F(x) is a cumulative density function (CDF) of x.

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 Cumulative Frequency Distribution
A plotof the cumulative density function is called a cumulative
frequency distribution.

Fig. 203 Shigleys Mechanical Engineering Design

 Continuous Random Variables
A discrete random variable x can only have discrete values.
A continuous random variable x can have any value in a specified
interval.
For continuous random variables, the distribution plots are
continuous curves.
For a continuous probability density function F(x),

When x goes to ,

Differentiation of Eq. (20-2) gives

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 Arithmetic Mean, Variance, and Standard Deviation
Sample mean of N elements

Sample variance

Sample standard deviation

Alternate form

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 Population Mean and Standard Deviation
Ifthe entire population is considered,x and sx are replaced with x
and x respectively.
The N 1 in the denominator is replaced by N.

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 Discrete Frequency Histogram
A discrete frequency histogram gives the number of occurrences,
or class frequency fi, within a given range.

Fig. 204

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 Mean and Standard Deviation with Class Frequency
When the data are grouped by class frequency fi, the mean and
standard deviation can be expressed as

Thecumulative density function that gives the probability of an

occurrence at class mark xi or less is

Where wi is the class width at xi.

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 Notation
Boldface characters indicate random variables that can be
characterized by a mean and a standard deviation.
The terms stochastic variable or variate are used to mean a
random variable.
A deterministic quantity is something that has a single specified
value.
A coefficient of variation is defined by

A variate x can be expressed in the following two ways:

where X represents a variate probability distribution function.

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Example 201

Table 203

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Example 201

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Example 202

Table 204

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Example 202

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 Probability Distributions
Some standard discrete and continuous probability distributions
Gaussian, or normal
Lognormal
Uniform
Weibull

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 Gaussian (Normal) Distribution
The Gaussian, or normal, distribution is defined as

It can be expressed as

Typical plots of the Gaussian distribution, with small or large

standard deviation, look like the following

Fig. 205 Shigleys Mechanical Engineering Design

 Transformation Variate z
The deviation from the mean is expressed in units of standard
deviation by the transform

The transformation variate z is normally distributed, with a mean

of zero and a standard deviation and variance of unity.
That is, z = N (0, 1)

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 Cumulative Distribution Function for Gaussian Distribution
Integration of the Gaussian distribution to find the cumulative
density function F(x) is accomplished numerically.
To avoid the need for many tables for different values of mean and
standard deviation, the z transform is used.
The integral of the transform is tabulated in Table A10.
A sketch of the standard normal distribution, showing the z
transform is given below.
The normal cumulative density function is labeled (z)

Fig. 206 Shigleys Mechanical Engineering Design

Example 203

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Example 203

Fig. 207

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Example 203

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 Lognormal Distribution
Inthe lognormal distribution the logarithms of the variate have a
normal distribution.
Thus the variate is said to by lognormally distributed.
The parent, or principal, distribution is expressed as

The companion, or subsidiary, distribution is express through a

transformation,

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 Lognormal Distribution
The probability density function (PDF) for x is derived from that
for y.
The PDF for the companion distribution is

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Example 204

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Example 204

Table 205
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Example 205

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 Example 205

Fig. 208 Shigleys Mechanical Engineering Design

 Uniform Distribution
The uniform distribution is a closed-interval distribution that arises
when the chance of an observation is the same as the chance for
any other observation.
The probability density function (PDF) is

The cumulative density function, the integral of f(x), is

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 Uniform Distribution
The mean for the uniform distribution,

The standard deviation,

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 Weibull Distribution
The Weibull distribution is a flexible, asymmetrical distribution
with different values for mean and median.
It contains within it a good approximation of the normal
distribution and an exact representation of the exponential
distribution.
It is widely used to represent laboratory and field service data.

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 Weibull Distribution
The reliability given by a three-parameter Weibull distribution is

For the special case when x0 = 0, the two-parameter Weibull is

If a specific reliability is given, solving Eq. (2024) for x,

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 Weibull Distribution
The characteristic variate represents a value of x below which
lie 63.2% of the observations.
The shape parameter b controls the skewness of the distribution.
A good approximation to the normal distribution is obtained when
3.3 < b < 3.5
The distribution is exponential when b = 1

Fig. 209
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 Weibull Distribution
To find the probability function, note that

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 Weibull Distribution
The mean and standard deviation are given by

is the gamma function, tabulated in Table A34.

The notation for a Weibull distribution is

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Example 206

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Example 206

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 Propagation of Error
In the equation for axial stress

IfF and A are random variables, then the stress is also a random
variable,

Errors inherent in F and A are said to be propagated to the stress

variate .

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 Propagation of Error
If two variates are added,

Similar relations for other arithmetic functions are given in Table

206.

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Means and Standard Deviations for Algebraic Operations

Table 206
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Example 20-7

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Example 20-7

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 Linear Regression
A process called regression is used to obtain a curve that best fits a
set of data points.
The process is called linear regression when the best-fitting
straight line is found.

Fig. 2010 Shigleys Mechanical Engineering Design

Linear Regression

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 Linear Regression
The correlation coefficient r indicates the degree to which a set of
data points correlates with a regression line.

The standard deviations for the slope and intercept are given by

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Example 208

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Example 208

Table 207 Shigleys Mechanical Engineering Design

Example 208

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Example 208

Fig. 2011
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