Probability and Statistics for Engineers and Scientists

by Walpole, Ronald E.; Myers, Raymond H.; Myers, Sharon L.; Ye, Keying

• ISBN13: 9780131877115
• ISBN10: 0131877119
• Edition: 8th
• Format: Hardcover
• Copyright: 2007-01-01
• Publisher: Prentice Hall

Summary

With its unique balance of theory and methodology, this classic text provides a rigorous introduction to basic probability theory and statistical inference, motivated by interesting, relevant applications.Offers extensively updated coverage, new problem sets, and chapter-ending material to enhance the bookrs"s relevance to todayrs"s engineers and scientists. Includes new problem sets demonstrating updated applications to engineering as well as biological, physical, and computer science. Emphasizes key ideas as well as the risks and hazards associated with practical application of the material. Includes new material on topics including: difference between discrete and continuous measurements; binary data; quartiles; importance of experimental design; "dummy" variables; rules for expectations and variances of linear functions; Poisson distribution; Weibull and lognormal distributions; central limit theorem, and data plotting. Introduces Bayesian statistics, including its applications to many fields. For those interested in learning more about probability and statistics.

Table of Contents

Preface	xv
Introduction to Statistics and Data Analysis	1	(30)
Overview: Statistical Inference, Samples, Populations and Experimental Design	1	(3)
The Role of Probability	4	(3)
Sampling Procedures; Collection of Data	7	(4)
Measures of Location: The Sample Mean and Median	11	(3)
Exercises	13	(1)
Measures of Variability	14	(3)
Exercises	17	(1)
Discrete and Continuous Data	17	(2)
Statistical Modeling, Scientific Inspection, and Graphical Diaganostics	19	(1)
Graphical Methods and Data Description	20	(5)
General Types of Statistical Studies: Designed Experiment, Observational Study, and Retrospective Study	25	(6)
Exercises	28	(3)
Probability	31	(46)
Sample Space	31	(3)
Events	34	(6)
Exercises	38	(2)
Counting Sample Points	40	(8)
Exercises	47	(1)
Probability of an Event	48	(4)
Additive Rules	52	(6)
Exercises	55	(3)
Conditional Probability	58	(3)
Multiplicative Rules	61	(7)
Exercises	65	(3)
Bayes' Rule	68	(9)
Exercises	72	(1)
Review Exercises	73	(4)
Random Variables and Probability Distributions	77	(30)
Concept of a Random Variable	77	(3)
Discrete Probability Distributions	80	(4)
Continuous Probability Distributions	84	(7)
Exercises	88	(3)
Joint Probability Distributions	91	(15)
Exercises	101	(2)
Review Exercises	103	(3)
Potential Misconceptions and Hazards; Relationship to Material in Other Chapters	106	(1)
Mathematical Expectation	107	(34)
Mean of a Random Variable	107	(8)
Exercises	113	(2)
Variance and Covariance of Random Variables	115	(8)
Exercises	122	(1)
Means and Variances of Linear Combinations of Random Variables	123	(8)
Chebyshev's Theorem	131	(7)
Exercises	134	(2)
Review Exercises	136	(2)
Potential Misconceptions and Hazards; Relationship to Material in Other Chapters	138	(3)
Some Discrete Probability Distributions	141	(30)
Introduction and Motivation	141	(1)
Discrete Uniform Distribution	141	(2)
Binomial and Multinomial Distributions	143	(9)
Exercises	150	(2)
Hypergeometric Distribution	152	(6)
Exercises	157	(1)
Negative Binomial and Geometric: Distributions	158	(3)
Poisson Distribution and the Poisson Process	161	(8)
Exercises	165	(2)
Review Exercises	167	(2)
Potential Misconceptions and Hazards; Relationship to Material in Other Chapters	169	(2)
Some Continuous Probability Distributions	171	(40)
Continuous Uniform Distribution	171	(1)
Normal Distribution	172	(4)
Areas under the Normal Curve	176	(6)
Applications of the Normal Distribution	182	(5)
Exercises	185	(2)
Normal Approximation to the Binomial	187	(7)
Exercises	193	(1)
Gamma and Exponential Distributions	194	(3)
Applications of the Exponential and Gamma Distributions	197	(3)
Chi-Squared Distribution	200	(1)
Lognormal Distribution	201	(1)
Weibull Distribution (Optional)	202	(7)
Exercises	205	(1)
Review Exercises	206	(3)
Potential Misconceptions and Hazards; Relationship to Material in Other Chapters	209	(2)
Functions of Random Variables (Optional)	211	(18)
Introduction	211	(1)
Transformations of Variables	211	(8)
Moments and Moment-Generating Functions	219	(10)
Exercises	226	(3)
Fundamental Sampling Distributions and Data Descriptions	229	(40)
Random Sampling	229	(2)
Some Important Statistics	231	(5)
Exercises	234	(2)
Data Displays and Graphical Methods	236	(7)
Sampling Distributions	243	(1)
Sampling Distribution of Means	244	(10)
Exercises	251	(3)
Sampling Distribution of S2	254	(3)
t-Distribution	257	(4)
F-Distribution	261	(7)
Exercises	265	(1)
Review Exercises	266	(2)
Potential Misconceptions and Hazards; Relationship to Material in Other Chapters	268	(1)
One- and Two-Sample Estimation Problems	269	(52)
Introduction	269	(1)
Statistical Inference	269	(1)
Classical Methods of Estimation	270	(4)
Single Sample: Estimating the Mean	274	(6)
Standard Error of a Point Estimate	280	(1)
Prediction Intervals	281	(2)
Tolerance Limits	283	(5)
Exercises	285	(3)
Two Samples: Estimating the Difference between Two Means	288	(6)
Paired Observations	294	(5)
Exercises	297	(2)
Single Sample: Estimating a Proportion	299	(3)
Two Samples: Estimating the Difference between Two Proportions	302	(4)
Exercises	304	(2)
Single Sample: Estimating the Variance	306	(2)
Two Samples: Estimating the Ratio of Two Variances	308	(2)
Exercises	310	(1)
Maximum Likelihood Estimation (Optional)	310	(9)
Exercises	315	(1)
Review Exercises	315	(4)
Potential Misconceptions and Hazards: Relationship to Material in Other Chapters	319	(2)
One- and Two-Sample Tests of Hypotheses	321	(68)
Statistical Hypotheses: General Concepts	321	(2)
Testing a Statistical Hypothesis	323	(9)
One- and Two-Tailed Tests	332	(2)
The Use of P-Values for Decision Making in Testing Hypotheses	334	(4)
Exercises	336	(2)
Single Sample: Tests Concerning a Single Mean (Variance Known)	338	(3)
Relationship to Confidence Interval Estimation	341	(1)
Single Sample: Tests on a Single Mean (Variance Unknown)	342	(3)
Two Samples: Tests on Two Means	345	(5)
Choice of Sample Size for Testing Means	350	(5)
Graphical Methods for Comparing Means	355	(6)
Exercises	357	(4)
One Sample: Test on a Single Proportion	361	(3)
Two Samples: Tests on Two Proportions	364	(3)
Exercises	366	(1)
One- and Two-Sample Tests Concerning Variances	367	(4)
Exercises	370	(1)
Goodness-of-Fit Test	371	(3)
Test for Independence (Categorical Data)	374	(3)
Test for Homogeneity	377	(1)
Testing for Several Proportions	378	(2)
Two-Sample Case Study	380	(7)
Exercises	383	(2)
Review Exercises	385	(2)
Potential Misconceptions and Hazards; Relationship to Material in Other Chapters	387	(2)
Simple Linear Regression and Correlation	389	(56)
Introduction to Linear Regression	389	(1)
The Simple Linear Regression Model	390	(4)
Least Squares and the Fitted Model	394	(6)
Exercises	397	(3)
Properties of the Least Squares Estimators	400	(2)
Inferences Concerning the Regression Coefficients	402	(7)
Prediction	409	(5)
Exercises	412	(2)
Choice of a Regression Model	414	(1)
Analysis-of-Variance Approach	415	(2)
Test for Linearity of Regression: Data with Repeated Observations	417	(8)
Exercises	423	(2)
Data Plots and Transformations	425	(5)
Simple Linear Regression Case Study	430	(2)
Correlation	432	(11)
Exercises	438	(1)
Review Exercises	438	(5)
Potential Misconceptions and Hazards; Relationship to Material in Other Chapters	443	(2)
Multiple Linear Regression and Certain Nonlinear Regression Models	445	(66)
Introduction	445	(1)
Estimating the Coefficients	446	(3)
Linear Regression Model Using Matrices (Optional)	449	(7)
Exercises	452	(4)
Properties of the Least Squares Estimators	456	(2)
Inferences in Multiple Linear Regression	458	(7)
Exercises	464	(1)
Choice of a Fitted Model through Hypothesis Testing	465	(4)
Special Case of Orthogonality (Optional)	469	(5)
Exercises	473	(1)
Categorical or Indicator Variables	474	(5)
Exercises	478	(1)
Sequential Methods for Model Selection	479	(6)
Study of Residuals and Violation of Assumptions	485	(5)
Cross Validation, Cp, and Other Criteria for Model Selection	490	(9)
Exercises	496	(3)
Special Nonlinear Models for Nonideal Conditions	499	(9)
Review Exercises	503	(5)
Potential Misconceptions and Hazards; Relationship to Material in Other Chapters	508	(3)
One-Factor Experiments: General	511	(62)
Analysis-of-Variance Technique	511	(1)
The Strategy of Experimental Design	512	(1)
One-Way Analysis of Variance: Completely Randomized Design (One-Way ANOVA)	513	(5)
Tests for the Equality of Several Variances	518	(5)
Exercises	521	(2)
Single-Degree-of-Freedom Comparisons	523	(4)
Multiple Comparisons	527	(4)
Comparing Treatments with a Control	531	(4)
Exercises	533	(2)
Comparing a Set of Treatments in Blocks	535	(2)
Randomized Complete Block Designs	537	(7)
Graphical Methods and Model Checking	544	(3)
Data Transformations In Analysis of Variance)	547	(2)
Latin Squares (Optional)	549	(6)
Exercises	551	(4)
Random Effects Models	555	(4)
Power of Analysis-of-Variance Tests	559	(4)
Case Study	563	(8)
Exercises	565	(2)
Review Exercises	567	(4)
Potential Misconceptions and Hazards; Relationship to Material in Other Chapters	571	(2)
Factorial Experiments (Two or More Factors)	573	(38)
Introduction	573	(1)
Interaction in the Two-Factor Experiment	574	(3)
Two-Factor Analysis of Variance	577	(13)
Exercises	587	(3)
Three-Factor Experiments	590	(10)
Exercises	597	(3)
Model II and III Factorial Experiments	600	(3)
Choice of Sample Size	603	(6)
Exercises	605	(2)
Review Exercises	607	(2)
Potential Misconceptions and Hazards; Relationship to Material in Other Chapters	609	(2)
2k Factorial Experiments and Fractions	611	(60)
Introduction	611	(1)
The 2k Factorial: Calculation of Effects and Analysis of Variance	612	(6)
Nonreplicated 2k Factorial Experiment	618	(1)
Injection Molding Case Study	619	(6)
Exercises	622	(3)
Factorial Experiments in a Regression Setting	625	(6)
The Orthogonal Design	631	(8)
Factorial Experiments in Incomplete Blocks	639	(8)
Exercises	645	(2)
Fractional Factorial Experiments	647	(6)
Analysis of Fractional Factorial Experiments	653	(4)
Exercises	656	(1)
Higher Fractions and Screening Designs	657	(1)
Construction of Resolution III and IV Designs	658	(2)
Other Two-Level Resolution III Designs: The Plackett-Burman Designs	660	(1)
Robust Parameter Design	661	(8)
Exercises	666	(1)
Review Exercises	667	(2)
Potential Misconceptions and Hazards: Relationship to Material in Other Chapters	669	(2)
Nonparametric Statistics	671	(26)
Nonparametric Tests	671	(5)
Signed-Rank Test	676	(5)
Exercises	679	(2)
Wilcoxon Rank-Sum Test	681	(3)
Kruskal-Wallis Test	684	(3)
Exercises	686	(1)
Runs Test	687	(3)
Tolerance Limits	690	(1)
Rank Correlation Coefficient	690	(7)
Exercises	693	(2)
Review Exercises	695	(2)
Statistical Quality Control	697	(28)
Introduction	697	(2)
Nature of the Control Limits	699	(1)
Purposes of the Control Chart	699	(1)
Control Charts for Variables	700	(13)
Control Charts for Attributes	713	(8)
Cusum Control Charts	721	(4)
Review Exercises	722	(3)
Bayesian Statistics (Optional)	725	(12)
Bayesian Concepts	725	(1)
Bayesian Inferences	726	(6)
Bayes Estimates Using Decision Theory Framework	732	(5)
Exercises	734	(3)
Bibliography	737	(4)
A. Statistical Tables and Proofs	741	(54)
B. Answers to Odd-Numbered Non-Review Exercises	795	(16)
Index	811