15.064 Engineering Probability and Statistics


There are two texts for this course:
1. Lecture Notes for Probability and Statistics (textbook draft) by A Barnett.
2. Statistical Methods for Engineers by G. Vining (SME)
There also will be materials on the statistical analysis package, JMP.

This schedule is approximate
Date
Topic
Reading
Homework
Wed 7/22
Boxplots. Comparing two independent samples. Examples of t-tests and confidence intervals for comparisons. Checking assumptions using normal probability plots.  SME 1 (Background material for my introductory lecture). SME 2.3, 117-120, 3.7, 4.5. 3.54 (omit part d), 4.30, 4.32. (You should try one or all of these in JMP in order to get familiar with this program and let us know if there are any problems using the system.) 
Fri 7/24
Pairing and blocking as good experimental design; comparing two paired samples. Why does blocking work? Variances and the chi-squared distribution; confidence intervals for the variance; ratio of variances; p-values./ Tutorial  SME 131-132, 4.6-4.10.  4.36, 4.37, 4.43. Find the p-values in problems 4.36 and 4.37. 
Mon 7/27
Regression with more than one explanatory variable. R2, F-test, residual analysis, checking assumptions, diagnostics.  SME 6.3-6.5. Some of this material has been covered in the first half of the course. Linear algebra is not required for this course, but matrix notation is very useful for regression and will help with experimental design. If you have never heard of eigenvalues and eigenvectors, don't worry about them.  6.13, 6.21, 6.27 (all on the same data set). The Hydrox Case 
Tue 7/28
Tutorial/ Overview of designed experiments.22 factorial designs. Introduce the helicopter design case.  SME 7.1-7.2. 7.3, 7.4 
Fri 7/31
Overview of  designed experiments . 2^2 factorial designs. Interactions. Analysis of means. 
 
SME 7.3   The Hydrox Case is due
Mon 8/3 
1:35
Tutorial Preparation for exam
Tue 8/4
2^k factorial designs. Interactions.  45 minute examination  on the material in the first three lectures (to the end of regression).  SME 7.1 7.2 7.3,7.4
Thu 8/6
Fractional factorial designs. Confounding and aliasing. Screening designs. SME 7.3, 7.4 7.8, 7.12, 7.16
Fri 8/7
Central Composite designs. Sequential experimantion. SME 7.5 7.29 and 7.31
Wed 8/12
Robust design and the ideas of Taguchi.   SME 7.7 skip bottom of 432 to middle of 434 and skim after 441 Process Imporvement at Loyal Case (discussion on 13th)
Thu 8/13
Comparing more than two independent samples (one-way ANOVA).Determining measurement repeatability and reproducibility as an example of two-way ANOVA using random effects. Notes Measurement phase of Hydrox(A) and do  Hydrox (B) to see how it turned out
Fri 8/14
Tutorial
Mon 8/17
Discussion of the helicopter case 
Final 45 minute examination on the material in the first three lectures (Ch. 7 of SME)