Introduction to probability and

statistics

Lecture 2.
Introduction

Prof. dr hab. inż. Katarzyna Zakrzewska

Katedra Elektroniki, AGH
e-mail: [email protected]
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Probability and statistics. lecture 2 1

 References:

● D.C. Montgomery, G.C. Runger, Applied Statistics and Probability for

Engineers, Third Edition, J. Wiley & Sons, 2003

● A. Plucińska, E. Pluciński, Probabilistyka, rachunek

prawdopodobieństwa, statystyka matematyczna, procesy
stochastyczne, WNT, 2000

● J. Jakubowski, R. Sztencel, Wstęp do teorii prawdopodobieństwa,

SCRIPT, 2000

● M. Sobczyk, Statystyka, Wydawnictwo C.H. Beck, Warszawa 2010

● A. Zięba, Analiza danych w naukach ścisłych i technice, PWN,

Warszawa 2013, 2014
Probability and statistics. lecture 2 2
 Outline

● Probability and statistics - scope

● Historical background

● Paradox of Chevalier de Méré

● Statistics – type of data and the concept of random

variable

● Graphical representation of data

● The role of probability and statistics in science and

engineering

Probability and statistics. lecture 2 3

 Probabilistic and statistical approach

Theory of probability (also calculus of probability or

probabilistics) – branch of mathematics that deals with random
events and stochastic processes. Random event is a result of
random (non-deterministic) experiment.

Random experiment can be repeated many times under identical

or nearly identical while its result cannot be predicted.

Ll – number of times with

the given result
n – number of repetitions

When n increases, the frequency tends to some constant value

Probability and statistics. lecture 2 4

 Probabilistic and statistical approach

Probabilistics studies abstract mathematical concepts that are

devised to describe non-deterministic phenomena:

1. random variables in the case of single events

2. stochastic processes when events are repeated in time

Big data are considered by statistics

One of the most important achievement of modern physics was a

discovery of probabilistic nature of phenomena at microscopic scale
which is fundamental to quantum mechanics.

Statistics deals with methods of data and information

(numerical in nature) acquisition, their analysis and
interpretation.

Probability and statistics. lecture 2 5

 Probabilistic and statistical approach

Statistics

DESCRIPTIVE STATISTICS STATISTICAL INFERENCE

Gives methods of formulating conclusions

concerning the object of studies (general
●Arrangement of data
population) based on a a smaller sample
●Presentation of data

graphical numerical

Probability and statistics. lecture 2 6

 Historical background

• Theory of probability goes back to 17th century when

Pierre de Fermat and Blaise Pascal analyzed games of
chance. That is why, initially it concentrated on discreet
variables, only, using methods of combinatorics.

• Continuous variables were introduced to theory of

probability much later

• The beginning of modern theory of probability is generallly

accepted to be axiomatization performed in 1933 by
Andriej Kołmogorow.

Probability and statistics. lecture 2 7

 Gambling
Is based on probability of random events...

...simple, as a coin toss, ...

...complicated, as a poker game..

...and may be analyzed by theory of probability. ...fully random

as roulette...

●Probability of a „tail”
●Certain combination of cards held in one hand

Probability and statistics. lecture 2 8

 Historical background

Blaise Pascal (1601-1662)

Paris, France

Immortalized Chevalier de Méré and

gambling paradox

Pascal’s triangle for binomial

coefficients

n
 n  k n k
(a  b)  
n
  a b
k 0 k 
Newton’s binomial
Probability and statistics. lecture 2 9
 Pascal’s Triangle
Binomial coefficients (read „n choose k”)
 0
n0    1
 0
1 1 n n!
n 1    1    1   
 0 1
 k  (n  k ) !k !
 2  2  2
n2    1    2    1
 0 1  2
 3  3  3  3
n3    1    3    3    1
 0 1  2  3
 4  4  4  4  4
n4    1    4    6    4    1
 0 1  2  3  4
 5  5  5 5  5  5
n5    1    5    10    10    5    1
 0 1  2  3  4  5
 6 6  6 6  6 6  6
n6    1    6    15    20    15    6    1
 0 1  2  3  4 5  6

Probability and statistics. lecture 2 10

 Pascal’s Triangle

n=0
1
n=1
1 + 1
1 2 1 n=2

1 3 3 1 n=3

1 4 6 4 1 n=4

1 5 10 10 5 1 n=5
1 6 15 20 15 6 1 n=6

Probability and statistics. lecture 2 11

 Historical background

Pierre de Fermat (1601-1665)

Touluse, France

Studied properties of prime numbers,

theory of numbers, in parallel he
developed the concept of coordinates
in geometry.

In collaboration with Pascal he laid a

base for modern theory of probability.

Probability and statistics. lecture 2 12

 Historical background

Siméon Denis Poisson (1781-1840)

Paris, France

Friend of Lagrange, student of Laplace

at famous École Polytechnique.

Except for physics, he took interest in

theory of probability.

Stochastic processes (like Markow’s

process), Poisson’s distribution –
cumulative distribution function

Probability and statistics. lecture 2 13

 Historical background

Carl Frederich Gauss (1777-1855)

Goettingen, Germany

University Professor

Ingenious mathematician who even in his

childhood was far ahead of his contemporaries.

While a pupil of primary school he solved a

problem of a sum of numbers from 1 to 40
proposing - (40+1)*20

Normal distribution function, Gauss distribution

Probability and statistics. lecture 2 14

 Paradox of Chevalier a de Méré

Two gamblers S1 and S2 agree to

play a certain sequence of sets. The
winner is the one who will be the
first to gain 5 sets.
What is the score, when the game
is interrupted abruptly?
Assume that S1 wins 4 times and S2
only 3 times. How to share the
stake?
Proposal no. 1: money should be
paid in ratio of 4:3
Proposal 2: (5-3):(5-4)=2:1

wg W.R. Fuchs, Matematyka popularna,

Wiedza Powszechna, Warszawa 1972
Probability and statistics. lecture 2 15
 Paradox of Chevalier de Méré

Blaise Pascal is believed to have

found the solution to this problem
quite simply by assuming that the
game will be resolved if they play
two times more (at the most).

If the first set is won by S1, the

whole game is finished.

If the first set is solved by S2, the

second victory of S1 makes a deal.

Only in the case both sets are

won by S2 makes him win the
score. Then, it is justified to
share money as 3:1.

Probability and statistics. lecture 2 16

 Statistics – types of data

QUANTITATIVE, QUALITATIVE,
NUMERICAL CATEGORIAL

Examples: Examples:
● Set of people Sex
● Age Marital status
● Height
● Salary

Calculations of certain One can ascribe arbitrary numerical

parameters, like averages, values to different categories.
median, extrema, make sense.

Calculations of parameters do not

make sense, only percentage
contributions can be given.

Probability and statistics. lecture 2 17

 The concept of random variable
Random variable is a function X, that attributes a real
value x to a certain results of a random experiment.

 {e1, e2 , }
X : R
X (ei )  xi R
Examples:
1) Coin toss: event ‘head’ takes a value of 1; event ‘tails’ - 0.
2) Products: event ‘failure’ - 0, well-performing – 1
3) Dice: ‘1’ – 1, ‘2’ – 2 etc.…
4) Interval [a, b]– a choice of a point of a coordinate ‘x’ is attributed
a value, e.g. sin2(3x+17) etc. .…

Probability and statistics. lecture 2 18

 Statistics – types of data

Random variable

Discreet Continuous

• Toss of a coin
• Transmission errors • Electrical current, I
• Faulty elements on a production • Temperature, T
line • Pressure, p
• A number of connections coming
in 5 minutes

Probability and statistics. lecture 2 19

 Graphical presentation of data

x Number of Frequency
outcomes

1 3 3/23 = 0,1304

2 5 5/23 = 0,2174

3 10 10/23 = 0,4348

4 4 4/23 = 0,1739

5 1 1/23 = 0,0435

Sum: 23 1,0000

Probability and statistics. lecture 2 20

 Graphical presentation of data

PIE chart
1 2 3 4 5

1 0,13043478 4%

2 0,2173913
13%
17%
3 0,43 22%
4 0,17391

5 0,04347826 44%

graf1

Probability and statistics. lecture 2 21

 Graphical presentation of data

Columnar plot

1 0,13043478 0,45

0,4
2 0,2173913 0,35

3 0,43 0,3

0,25
Serie1
4 0,17391 0,2

0,15
5 0,04347826
0,1

0,05

0
1 2 3 4 5

Probability and statistics. lecture 2 22

 Numerical data
Results of 34 measurements (e.g. grain size in [nm], temperature
in consequitive days at 11:00 in [deg. C], duration of telephone
calls in [min], etc.

3,6 13,2 12 12,8 13,5 15,2 4,8

12,3 9,1 16,6 15,3 11,7 6,2 9,4

6,2 6,2 15,3 8 8,2 6,2 6,3

12,1 8,4 14,5 16,6 19,3 15,3 19,2

6,5 10,4 11,2 7,2 6,2 2,3

These data are difficult to deal with!

Probability and statistics. lecture 2 23
 Histogram
How to prepare a histogram:

1. Order your data (increasing or decreasing values – program

Excel programme has such an option.

2. Results of experiments ( a set of n numbers ) can contain the

same numerical values. We divide them into classes.

3. The width of a class is not necessarily constant but usually it

is chosen to be the same.

4. Number of classes should not be to small or to big. The

optimum number of classes 'k' is given by Sturge formula.

Probability and statistics. lecture 2 24

 Histogram

3 klasy

16
14
12
Częstość bezwględna

10
8
6
4
2
0
0 2 8 14 20
x

Probability and statistics. lecture 2 25

 Histogram

12 klas

6
Częstość bezwzględna

0
0 2 3,5 5 6,5 8 9,5 11 12,5 14 15,5 17 18,5 20

Probability and statistics. lecture 2 26

 Histogram

35 klas

6
Częstość bezwzględna

0
0 2 2,5 3 3,5 4 4,5 5 5,5 6 6,5 7 7,5 8 8,5 9 9,5 10 10,5 11 11,5 12 12,5 13 13,5 14 14,5 15 15,5 16 16,5 17 17,5 18 18,5 19 19,5

Probability and statistics. lecture 2 27

 Sturge formula

k= 1+ 3,3log10 n

In our case:

Sample count, n Number of

classes, k n= 34
< 50 5–7
k= 5. 59≈ 6
50 – 200 7–9
200 – 500 9 – 10
500 – 1000 10 -11
1000 – 5000 11 – 13
5000 – 50000 13 – 17
50000 < 17 – 20

Probability and statistics. lecture 2 28

 Optimum histogram

6 klas (optymalnie)

0,3

0,25

0,2
Częstość względna

0,15

0,1

0,05

0
0 2 5 8 11 14 17 20

Probability and statistics. lecture 2 29

 The role of probability and statistics in
science and engineering

Statistics allows us to analyze and perform modelling

of development of diseases with the aim to prevent
epidemics.
• Medical statistics , e.g. the
average number of cases
(incidence of influenza) in a
certain region
• Social statistics, e.g.
density of population
• Industrial statistics, e.g.
GDP (gross domestic
product), expenses for
medical care
Incidence of swine flu in 2009,USA
(Source: http://commons.wikimedia.org)
Probability and statistics. lecture 2 30
 Metrology

Weather forecast models

enable to predict potential
disasters like storms,
tornados, tsunami, etc.

(Source:stormdebris.net/Math_Forecasting.html)

Probability and statistics. lecture 2 31

 How to solve an engineering problem?

Problem description
Example: Suppose that an engineer is designing a nylon connector
to be used in an automotive engine application. The engineer is
considering establishing the design specification on wall thickness
at 3/32 inch but is somewhat uncertain about the effect of this
decision on the connector pull-off force. If the pull-off force is too
low, the connector may fail when it is installed in an engine.
Probability and statistics. lecture 2 32
 How to solve an engineering problem?

Identification of the most important factors

Eight prototype units are produced and their pull-off forces
measured, resulting in the following data (in pounds): 12.6, 12.9,
13.4, 12.3, 13.6, 13.5, 12.6, 13.1. As we anticipated, not all of the
prototypes have the same pull-off force. We say that there is
variability in the pull-off force measurements. Because the pull-off
force measurements exhibit variability, we consider the pull-off
force to be a random variable.
Probability and statistics. lecture 2 33
 How to solve an engineering problem?

Proposed model
A convenient way to think of a random variable, say X, that
represents a measurement, is by using the model

constant disturbance

The constant remains the same with every measurement, but small
changes in the environment, test equipment, differences in the
individual parts themselves, and so forth change the value of
disturbance. If there were no disturbances, X would always be equal
to the constant . However, this never happens in the real world, so
the actual measurements X exhibit variability. We often need to
describe, quantify and ultimately reduce variability.
Probability and statistics. lecture 2 34
 How to solve an engineering problem?

Experiments

Figure 1-2 presents a dot diagram of these data. The dot diagram is a very useful
plot for displaying a small body of data—say, up to about 20 observations. This plot
allows us to see easily two features of the data; the location, or the middle, and the
scatter or variability. When the number of observations is small, it is usually
difficult to identify any specific patterns in the variability, although the dot diagram is
a convenient way to see any unusual data features.

The average pull-off force is

13.0 pounds.

Probability and statistics. lecture 2 35

 How to solve an engineering problem?

Model modification
The need for statistical thinking arises often in the solution of engineering problems.
Consider the engineer designing the connector. From testing the prototypes, he knows
that the average pull-off force is 13.0 pounds. However, he thinks that this may be too low for
the intended application, so he decides to consider an alternative design with a greater
wall thickness, 1/8 inch. Eight prototypes of this design are built, and the observed
pull-off force measurements are 12.9, 13.7, 12.8, 13.9, 14.2, 13.2, 13.5, and 13.1.
Results for both samples are plotted as dot diagrams in Fig. 1-3.

The average pull-off force is

13.4 pounds.

Probability and statistics. lecture 2 36

 How to solve an engineering problem?

Confirmation of the solution

This display gives the impression that increasing the wall thickness has led to an
increase in pull-off force.

Is it really the case?

Probability and statistics. lecture 2 37

 How to solve an engineering problem?
Conclusions and recommendations

Statistics can help us to answer the following questions:

• How do we know that another sample of prototypes will not give different
results?

• Is a sample of eight prototypes adequate to give reliable results?

• If we use the test results obtained so far to conclude that increasing the wall
thickness increases the strength, what risks are associated with this decision?

• Is it possible that the apparent increase in pull-off force observed in the thicker
prototypes is only due to the inherent variability in the system and that
increasing the thickness of the part (and its cost) really has no effect on the
pull-off force?

Probability and statistics. lecture 2 38