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1 Course Materials Text:  Applied Probability and Statistics for  Engineers by D.C.Montgomery and  Blackboard: Announcements Lecture notes Homeworks and solutions, and more…
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2 Course Outline Probability Review Parameter Estimation Hypothesis Testing, Statistical Inference Regression and Correlation Analysis of Variance Non-Parametric Statistics Statistical Quality Control
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3 Probability Review  Laws of Probability:  P(A)   1 If A,B are m.e., then P(A B) = P(A) + P(B) If A,B are independent, then P(A B) =  P(A).P(B) For any B and A,  P(B)= P(B|A).P(A) + P(B| A’).P(A’)  P(A B)= P(A|B).P(B).  By extension,  Bayes’ Law: P(A|B) = P(A).P(B|A) / P(B)
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4 Probability Example  Suppose you have an audience of 30  people whose birthdays are  independent and uniformly distributed You want to bet $20 that there are at  least two people in the room with  identical birthdays What are your odds of winning?
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5 The Binomial Distribution Four basic properties: Consists of n trials Each trial has exactly two m.e. outcomes,  A and B The probability of A takes the same value,  p, on all trials The n trials are independent of each other
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6 The Binomial Dist cont… X = number of times that event A comes  up over the n trials of the binomial  process P(X=k) =    .p k .(1 – p) n–k where      = n! / (k!(n–k)!) k n k n
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7 Example Each sample of air has a 10% chance  of containing a particular rare molecule.  Assume the samples are independent  with regard to the presence of the rare 
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This note was uploaded on 02/26/2008 for the course IE 121 taught by Professor Perevalov during the Spring '08 term at Lehigh University .

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slide1 - Course Materials Text: Applied Probability and...

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