STA113 Fall 2003

STA113 Probability and Statistics in Engineering
Section 001, #11728
Fall 2003

Instructor:: I. H. Dinwoodie, 219 Old Chemistry Building
Office Hours:: F: 1-3, Th: 1:30-3:00 (changed from Tu)
Lecture:: T-Th 3:50-5:05, Social Sciences 136
Discussion Hours:: Section 01, #13684: F 10:30-11:20, Teer 106; Section 02, #13685: F 11:50-12:40, Teer 106; Section 03, #13686: F 09:10-10:00, Teer 106; TA schedule at the new SECC
Text:: Jay Devore, Probability and Statistics for Engineering and the Sciences, 6^th Ed. , Duxbury.; Note: This is a new edition.
Final Exam:: Saturday, Dec 13, 9-12 (answers); Review Session: Wednesday Dec 10, 2:30 P.M. usual room. For the final, you can bring a calculator and a handwritten 8.5x11 sheet of notes with anything on it.
Midterm Exams:: Tuesday, Sep 30 (answers); Tuesday, Nov 11 (covers Chapters 4-6)(answers); Extra Credit Problem (due Dec 5, 7:00 P.M.); Sample .m file to compute the old binomial confidence interval--put this in the working directory where you start matlab (needs the stat toolbox for norminv), name it "binciold.m", then run it by typing
>>binciold(x, 20, 90)
in matlab where x is a row vector.
Prerequisites:: Math 103
Grading:: The final grade will be based on the final exam, two midterm exams, and a lab score based on quizzes and projects. The four scores will be weighted equally in the final grade.; A calculator will be necessary for exams and quizzes. Some limits will be placed on the type of calculator.; There will be two small projects (1, 2) involving simulation and modelling. We will use Matlab, or its free counterpart Octave. We will use the Statistics Toolbox in Matlab, and the functions can be examined with "type", but many of them will not run in Octave.
Documents: Handout on percentiles. Notes for Sep 2 class. Sample answers to Assignment 1. Sample answers to Assignment 2. Binomial and Poisson Distribution graph. Example 3.35 Capture/Recapture Method. Binomial and Normal Distribution graph. Notes for October 7 class on Assignment 2.
Homework Problems:: Ch1: 19, 25, 33, 41, 43, 50, 59, 82a; Ch12 (12.1, 12.2 only): 3 (get the estimates and correlation), 16abc; Let us also look at the Hubble data (html, text), speed of light data (html, text), chromatography data (html, text), and cancer data (html,text) from DASL, and IBM stock price data (full, summary) Exxon stock price data (full, summary).; Matlab commands:; help, quit, diary, !, who, whos, more on,; load, tdfread, textread, save, reshape; (Getting tabular data into matlab is a bit harder than with real statistics software. "tdfread" is pretty good, but for a space-separated file you need to specify the delimiter--tdfread('data.txt', ' '). ); median, mean, std, prctile (what formula do they use?), hist, boxplot, corrcoef, cdfplot; plot, polyfit, regress, hold; tabulate, diff, cumsum, ./; Ch2: 1, 3, 6, 12, 18, 21, 26, 33, 40, 42, 43, 45, 46, 52, 60, 64, 69, 78, 82, 95; Ch3: 6, 8, 11, 12, 16, 28, 33, 36, 44acd, 45b, 46, 54, 61, 67, 68, 70, 76, 77, 81, 82, 86, 88, 99, 109; Ch4: 2, 11, 22, 23, 26, 32, 37, 49, 57, 59, 63, 64, 66; To do calculations with the Weibull distribution in Matlab, such as for 66, note that the Matlab parametrization is different than the book-- weibpdf(a,b) is the function f(x)=abx^b-1e^{-ax^b} for x > 0, with mean a^-1/bGamma(1+1/b); 82 --try "qqplot" in Matlab, which essentially plots the normal percentiles at values (1-.5)/10, (2-.5)/10, ..., (10-.5)/10 against the ordered data:; >> y=sort(data); >> x=norminv( ((1:10)-.5)/10); >> plot(x,y,'bo'); Normal data will give a nearly straight line with slope sigma, intercept mu--try y=sort(normrnd(2,3,100,1)); We will look at the xom stock price data, and the t-distribution with 20 degrees of freedom with histograms and qqplots for comparison. Note especially the qqplot of the stock price compared to the qqplot of the stock returns!; Ch5: 3, 10, 13, 17, 27, 28, 30, 41ab, 46, 52, 62, 63, 64ab, 65; Ch6: 1abcd, 9, 14, 19, 20, 23, 25, 33; Ch7: 1ac, 3, 7, 12, 14, 23, 30, 32, 33, 43, 45, 52, 54; Ch8: 1, 11abc, 21, 30, 32, 35, 36, 44, 46, 47; Ch9: 5, 28, 33, 41, 44 (sections 1-3 only)

Other exercises may be assigned. Quizzes will be based largely on homework problems.


    August 2003
Su Mo Tu We Th Fr Sa
                1  2
 3  4  5  6  7  8  9
10 11 12 13 14 15 16
17 18 19 20 21 22 23
24 25 26 27 28 29 30  Tu: first class, Ch1
31
   September 2003
Su Mo Tu We Th Fr Sa
    1  2  3  4  5  6  Ch1, Quiz on Ch2
 7  8  9 10 11 12 13  Ch2, 1st project due
14 15 16 17 18 19 20  Ch3  (geometric, binomial distributions)
21 22 23 24 25 26 27  Ch3  (hypergeometric, Poisson distributions)
28 29 30              Tu   Exam 1 on Chapters 2, 3, sample correlation, line fitting

    October 2003
Su Mo Tu We Th Fr Sa
          1  2  3  4  Ch4
 5  6  7  8  9 10 11  Ch4
12 13 14 15 16 17 18  Tu holiday, Ch4
19 20 21 22 23 24 25  Ch4.6 qqplots, Ch5
26 27 28 29 30 31     Ch6,  2nd project due

   November 2003
Su Mo Tu We Th Fr Sa
                   1
 2  3  4  5  6  7  8  Ch6, Quiz on Ch6
 9 10 11 12 13 14 15  Tu Exam 2, Ch7, quiz on 7.2 Friday
16 17 18 19 20 21 22  Ch7, Ch8
23 24 25 26 27 28 29  Ch8, Th, F holidays 
30
   December 2003
Su Mo Tu We Th Fr Sa
    1  2  3  4  5  6  Ch8, Ch9
 7  8  9 10 11 12 13  Sa  Final Exam, 9-12 A.M.
14 15 16 17 18 19 20
21 22 23 24 25 26 27
28 29 30 31

Possibly useful:

Fall 2002 Exams, could be good practice.

last updated: December 03, 2003