IE605: Engineering Statistics, Jul-Nov 2022

The course provides a strong foundation in theory and methods of modeling randomness and data analysis in engineering applications.

Lecture Hours

Monday 2.00-3.30pm
Thursday 2.00am-3.30pm

Location

Online via MS Teams

Teaching Assistants

Debamita Ghosh
Divya Jyoti Bajpai
Rohit Soni

TA Hours

Timings: Every Monday 2-4pm
Venue : Room 201, IEOR Building (please email before you come)

Syllabus

Review of calculus-based probability concepts, common distributions, expectation, moment generating functions

Sampling statistics, order statistics, properties of sample mean, Central Limit Theorem. Sampling from a Normal distribution

Parameter estimation, maximum likelihood estimators, interval estimates; bias, efficiency and consistency of point estimators

Sampling plans, sequential tests, Hypothesis testing, common tests concerning means, variances

Goodness-of-fit, likelihood ratio test, Neyman-Pearson lemma; Regression models, design of experiments.


Course Grades (to revise)

20 points: Midterm
40 points: 4 Assingments
40 points: Endterm

Reference texts

  • Sheldon Ross, ``Introduction to Probability Models,'' (Eleventh Edition), Elsevier 2014, Download.
  • Douglas C. Montgomery, Larry Faris Thomas and George C. Runger (2003) ``Engineering Statistics, 3rd edition, John Wiley & Sons. Download.
  • Dennis Wackerly, William Mendenhall, and Richard L. Scheaffer (2007) Mathematical Statistics with Applications, 7th edition, Duxbury Resource Center.
  • John A. Rice (1994) Mathematical Statistics and Data Analysis, 3rd edition, Thomson Learning Download.
  • George Casella and Roger Berger (2004) Statistical Inference, 2nd edition, Thomson Learning. Download.
  • Ajit C. Tamhane and Dorothy D. Dunlop (1999) Statistics and Data Analysis: From Elementary to Intermediate, Prentice Hall
  • Lecture Slides

  • Lecture 1
  • Lecture 2
  • Lecture 3
  • Lecture 4
  • Lecture 5
  • Lecture 6
  • Lecture 7
  • Lecture 8
  • Lecture 9
  • Lecture 10
  • Lecture 11
  • Lecture 12
  • Lecture 13
  • Lecture 14
  • Lecture 15
  • Tutorial Questions

  • Tutorial 1 [Solution]
  • Tutorial 2 [Solution]
  • Tutorial 3 [Solution]
  • Tutorial 4 [Solution]
  • Tutorial 5 [Solution]
  • Tutorial 6 [Solution]
  • Tutorial 7 [Solution]
  • Tutorial 8 [Solution]
  • Tutorial 9 [Solution]
  • Tutorial 10 [Solution]
  • Tutorial 11 [Solution]