DISEÑO Y OPTIMIZACIÓN DE

EXPERIMENTOS
Dr. Ivan Fuentecilla Carcamo
Facultad de Ciencias Fisico-Matematicas
1. FUNDAMENTALS OF
PROBABILITY AND STATISTICS

1.1 Descriptive statistics

1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS

Statistics

Defined by
The science of collecting, Inferential Statistics
Descriptive
analyzing, presenting, and
statistics
interpreting data.
Defined by
Defined by
Classified as

Branch of Branch of statistics that

statistics uses analytical tools
that summarize for drawing
and organize conclusions about a
characteristics of population by
a data set. examining random
samples.
1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS

The numerical findings of a study should be

presented clearly, concisely, and in such a
manner that an observer can quickly obtain a
feel for the essential characteristics of the
data.
1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS

Team work: Read the introduction of chapter 2 of “Design and

Analysis of Experiments”(MONTGOMERY 2013)
1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Graphical Description of Variability

Histogram shows central tendencies, spread, and

general shape of the distribution of the data. A
histogram is constructed by dividing the
horizontal axis into bins (usually of equal length)
and drawing a rectangle over the jth bin with the
area of the rectangle proportional to nj, the
number of observations that fall in that bin.
The histogram is a large-sample tool.
Histograms should not be used with fewer than
75–100 observations.
 1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Graphical Description of Variability

The box plot (or box-and-whisker plot) is a very

useful way to display data. A box plot displays
the minimum, the maximum, the lower and upper
quartiles (the 25th percentile and the 75th
percentile, respectively), and the median (the 50th
percentile) on a rectangular box aligned either
horizontally or vertically. The box extends from
the lower quartile to the upper quartile, and a line
is drawn through the box at the median. Lines (or
whiskers) extend from the ends of the box to
(typically) the minimum and maximum values
1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS

1.2 Probability concepts

1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Probability Distributions

The probability structure of a random variable, say y, is described by its

probability distribution. If y is discrete, we often call the probability
distribution of y, say p(y), the probability mass function of y. If y is
continuous, the probability distribution of y, say f(y), is often called the
probability density function for y.
1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Probability Distributions
1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Probability Distributions

The properties of
probability distribution
1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Mean, Variance, and Expected Values.

The mean of a probability distribution is a measure of its central

tendency or location. Mathematically, we define the mean as
1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Mean, Variance, and Expected Values.

We may also express the mean in terms of the expected value

of the random variable y as

where E denotes the expected value operator.

 1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Mean, Variance, and Expected Values.

The variability or dispersion of a probability distribution can

be measured by the variance, defined as

Note that the variance

can be expressed entirely
Variance operator in terms of expectation
because
1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Mean, Variance, and Expected Values.

If y is a random variable with mean μ and variance σ2 and c is a constant, then

Proof that:
1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Basic concepts, population, sample and parameter

Population, samples

The objective of statistical inference is to draw

conclusions about a population using a sample from
that population. Most of the methods that we will
study assume that random samples are used.
1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Basic concepts, population, sample and parameter

Population, samples

A population is the entire group that you

want to draw conclusions about.
1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Basic concepts, population, sample and parameter

A sample is a subset of the population. A random sample is a

group or set chosen in a random manner from a larger
population. A random sample is a sample that has been selected
from the population in such a way that every possible sample
has an equal probability of being selected.
1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Basic concepts, population, sample and parameter
1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Basic concepts, population, sample and parameter

Examples: ❖ All students at BUAP

❖ All positive cases of COVID-19
at 31st of May 2022.

¿can you think of another

examples?
1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Basic concepts, population, sample and parameter

Sampling: process used in statistical analysis in

which a predetermined number of observations are
taken from a larger population
1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Basic concepts, population, sample and parameter

Random sample: a sample that is chosen randomly,

that is a sample where each element of the population
has an equal chance of being selected.
1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Basic concepts, population, sample and parameter

Judgment sample: It is a type

of non-random sample that is
selected based on
the opinion of an expert.
1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Basic concepts, population, sample and parameter

An election will be held next week and, by polling a sample of the voting
population, we are trying to predict whether the Republican or
Democratic candidate will prevail. Which of the following methods of
selection is likely to yield a representative sample?

(a) Poll all people of voting age attending a college basketball game.
(b) Poll all people of voting age leaving a fancy midtown restaurant.
(c) Obtain a copy of the voter registration list, randomly choose 100 names, and
question them.
(d) Use the results of a television call-in poll in which the station asked its
listeners to call in and name their choice.
(e) Choose names from the telephone directory and call these people.
1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Basic concepts, population, sample and parameter

Parameter
A parameter is a quantity that describes a
characteristic of a given population. A Statistic
describes a characteristic of a sample obtained
from a population.

When making an inference about a

population, the parameter is unknown
because it would be impossible to collect
information from every member of the
population.
1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Basic concepts, population, sample and parameter

Statistic

We define a statistic as any function of the

observations in a sample that does not
contain unknown parameters.
1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS

Statistic

The sample mean is a point estimator of the population mean ,

and the sample variance S2 is a point estimator of the population
variance σ2. In general, an estimator of an unknown parameter
is a statistic that corresponds to that parameter.

Note that a point estimator is a random

variable. A particular numerical value of
an estimator, computed from sample
data, is called an estimate
1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS

Statistic

Several properties are required of good point estimators. Two of the most important are
the following:
1. The point estimator should be unbiased. The expected value of the point estimator
should be equal to the parameter that is being estimated.
2. An unbiased estimator should have minimum variance. This property states that the
minimum variance point estimator has a variance that is smaller than the variance of any
other estimator of that parameter.
 1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Probabiliy and statistics

Probability
Sample Space

Consider an experiment whose outcome is not

predictable with certainty in advance. The set of all
possible outcomes of an experiment is known as
the sample space of the experiment and is denoted
by S.
 1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Probability and statistics

Probability
Sample Space
Examples:
1. If the outcome of an experiment consists in the determination of the
sex of a newborn child, then
S = {g, b}
where the outcome g means that the child is a girl and b that it is a boy.
2. If the experiment consists of the running of a race among the seven
horses having post positions 1, 2, 3, 4, 5, 6, 7, then
S = {all orderings of (1, 2, 3, 4, 5, 6, 7)}
The outcome (2, 3, 1, 6, 5, 4, 7) means, for instance, that the number 2
horse is first, then the number 3 horse, then the number 1 horse, and so on.
 1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Probability and statistics

Probability
Event

Any subset E of the sample space is known as an

event. That is, an event is a set consisting of
possible outcomes of the experiment. If the
outcome of the experiment is contained in E, then
we say that E has occurred.
 1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Probability and statistics

Probability
Event
Example:
Consider the outcomes of an experiment consists in the
determination of the sex of a newborn child, then
S = {g, b}
where the outcome g means that the child is a girl and b that
it is a boy. If E = {g}, then E is the event that the child is a girl.
Similarly, if F = {b}, then F is the event that the child is a boy.
 1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Probability and statistics

Probability
Event
For any two events E and F of a sample space S, we define the new event E ∪ F,
called the union of the events E and F, to consist of all outcomes that are either
in E or in F or in both E and F

For any two events E and F, we may also define the new event EF,
sometimes written as E ∩ F, called the intersection of E and F, to consist
of all outcomes that are in both E and F. That is, the event EF will occur
only if both E and F occur.
 1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Probability and statistics

Probability
Event

For any event E, we define the event Ec , referred to as the complement of E, to

consist of all outcomes in the sample space S that are not in E. That is, Ec will
occur if and only if E does not occur.

For any two events E and F, if all of the outcomes in E are also in F, then
we say that E is contained in F and write E ⊂ F.
 1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Probability and statistics

Probability
AXIOMS OF PROBABILITY
we shall suppose that for each event E of an experiment having a sample space S there
is a number, denoted by P(E), that is in accord with the following three axioms:

AXIOM 1
0 ≤ P(E) ≤ 1
AXIOM 2
P(S) = 1
AXIOM 3
For any sequence of mutually exclusive events E1, E2, . . . (that is, events for which
EiEj = ∅ when i =j),

We call P(E ) the probability of the event E.

 1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Probability and statistics

Probability
AXIOMS OF PROBABILITY

Propositions:
1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS

Probability
AXIOMS OF PROBABILITY

Exercise: A total of 28 percent of males living in Nevada smoke

cigarettes, 6 percent smoke cigars, and 3 percent smoke both
cigars and cigarettes. What percentage of males smoke
neither cigars nor cigarettes?
1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS

Random Variable

Suppose that to each point of a sample space we assign a

number. We then have a function defined on the sample
space. This function is called a random variable (or stochastic
variable) or more precisely a random function (stochastic
function). It is usually denoted by a capital letter such as X or Y.
1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Normal distributions

Activity: Make a presentation regarding general aspects of

1. Normal distributions
 1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Sampling Distributions
Statistics following a normal distribution.

Statistics following a normal distribution

A random variable is said to be normally distributed with
parameters μ and σ2, and we write X ∼ N(μ, σ2), if its density is

1 𝑥−𝜇 2
−
𝑓(𝑥) = 𝑒 2𝜎2
2𝜋𝜎

The normal density f (x) is a bell-shaped curve

that is symmetric about μ and that attains its
1
maximum value of 2𝜋𝜎 at x= μ.
 1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Sampling Distributions
Statistics following a normal distribution.

Statistics following a normal distribution

E[X] = μ
Var(X)= σ2 For normal distribution!

If X is normal with mean μ and E[Y] = E[a + bX] = a + bE[X] = a + bμ

variance σ2, then for any
constants a and b, b different and
from 0, the random variable Y =
a + bX is also a normal random Var(Y ) = Var(a + bX ) = b2Var(X) = b2σ2
variable.
 1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Sampling Distributions
Statistics following a normal distribution.
Statistics following a normal distribution

X−μ A new random variable.

Z=
𝜎

What is the mean and variance of Z?

 1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Sampling Distributions
Statistics following a normal distribution.

Statistics following a normal distribution

X−μ A new random variable.

Z=
𝜎

Z is said to have a standard, or unit, normal distribution

(μ=0 and 𝜎 = 1)
 1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Sampling Distributions
Statistics following a normal distribution.

Statistics following a normal distribution

Let Φ denote the accumulated distribution function

for the unit normal distribution

𝑥 𝑦2
1 −2
Φ 𝑥 = න 𝑒 𝑑𝑦
2𝜋 −∞
 1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Sampling Distributions
Statistics following a normal distribution.
Statistics following a normal distribution

𝑥 𝑦2
1 −
Φ 𝑥 = න 𝑒 2 𝑑𝑦
2𝜋 −∞

𝑏−𝜇
𝑃 𝑋<𝑏 =Φ
𝜎

𝑏−𝜇 𝑎−𝜇
𝑃 𝑎<𝑋<𝑏 =Φ −Φ
𝜎 𝜎
 1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Sampling Distributions
Statistics following a normal distribution.

Statistics following a normal distribution

Φ −𝑥 = 1 − Φ 𝑥
 1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Sampling Distributions
Statistics following a normal distribution.
Statistics following a normal distribution

For α ∈ (0, 1), let zα be such that

P{Z > zα} = 1 − Φ(zα) = α

That is, the probability that a

standard normal random variable
is greater than zα is equal to α.
 1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Sampling Distributions
Statistics following a normal distribution.
Statistics following a normal distribution

Example: If X is a normal random variable with mean μ=3 and variance

σ2 = 16, find

a) P{X < 11};

b) P{X > −1}
c) P{2 < X < 7}
 1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Sampling Distributions
Statistics following a normal distribution.
Statistics following a normal distribution

❖ The science of statistics deals with drawing

conclusions from observed data.

❖ By suitably sampling, and then analyzing the

sampled items, one hopes to be able to draw
some conclusions about the population.
 1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Sampling Distributions
Statistics following a normal distribution.

Statistics following a normal distribution

Definition: If X1, . . . , Xn are independent random variables

having a common distribution F, then we say that they
constitute a sample (sometimes called a random sample) from
the distribution F.
 1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Sampling Distributions
Statistics following a normal distribution.
Statistics following a normal distribution

Remarks:

❑ The population distribution F will not be

completely specified, and one will attempt to use
the data to make inferences about F.

❑ Sometimes it will be supposed that F is specified

up to some unknown parameters and at other
times it might be assumed that almost nothing is
known about F.
 1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Sampling Distributions
Statistics following a normal distribution.
Statistics following a normal distribution

Remarks:

❑ Problems in which the form of the underlying

distribution is specified up to a set of unknown
parameters are called parametric inference
problems whereas those in which nothing is
assumed about the form of F are called
nonparametric inference problems
 1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Sampling Distributions
Statistics following a normal distribution.
Statistics following a normal distribution
THE SAMPLE MEAN

Consider a population of elements, each of

which has a numerical value attached to it.

Let X1, X2, . . . , Xn be a sample of values from

this population. The sample mean is defined
by
 1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Sampling Distributions
Statistics following a normal distribution.
Statistics following a normal distribution
THE SAMPLE MEAN

The expected value and variance of 𝑋ത are obtained as

follows:

𝐸 𝑋ത = 𝜇

𝜎2
ത =
Var(𝑋)
𝑛−1
 1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Sampling Distributions
Statistics following a normal distribution.

Statistics following a normal distribution

THE SAMPLE MEAN

Densities of sample means from a standard normal population

 1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Sampling Distributions
Statistics following a normal distribution.

Statistics following a normal distribution

THE CENTRAL LIMIT THEOREM
Let X1, X2, . . . , Xn be a sequence of independent and identically
distributed random variables each having mean μ and variance σ2.
Then for n large, the distribution of

is approximately normal with mean nμ and variance nσ2.

 1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Sampling Distributions
Statistics following a normal distribution.
Statistics following a normal distribution
THE CENTRAL LIMIT THEOREM
It follows that

is approximately a standard normal random variable.

 1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Sampling Distributions
Statistics following a normal distribution.
Statistics following a normal distribution
THE CENTRAL LIMIT THEOREM
Example:
An insurance company has 25,000 automobile policy holders. If
the yearly claim of a policy holder is a random variable with
mean 320 and standard deviation 540, approximate the
probability that the total yearly claim exceeds 8.3 million.
 1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Sampling Distributions
Statistics following a normal distribution.
Statistics following a normal distribution
THE CENTRAL LIMIT THEOREM
Exercise:
An insurance company has 5,000 automobile policy holders. If
the yearly claim of a policy holder is a random variable with
mean 300 and standard deviation 520, approximate the
probability that the total yearly claim does not exceed 17
million.
 1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Sampling Distributions
Statistics following a Chi-Squared distribution.

Statistics following a Chi-Squared distribution

If Z1, Z2, . . . , Zn are independent standard normal random variables, then X,

defined by

𝑋 = 𝑍12 + 𝑍22 + ⋯ + 𝑍𝑛2

is said to have a chi-square distribution with n degrees of freedom

 1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Sampling Distributions
Statistics following a Chi-Squared distribution.
Statistics following a Chi-Squared distribution

Chi-square distribution with k degrees of freedom

 1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Sampling Distributions
Statistics following a Chi-Squared distribution.
Statistics following a Chi-Squared distribution

The chi-square distribution has the additive property that if

X1 and X2 are independent chi-square random variables with
n1 and n2 degrees of freedom, respectively, then X1+X2 is chi-
square with n1 + n2 degrees of freedom.
 1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Sampling Distributions
Statistics following a Chi-Squared distribution.

Statistics following a Chi-Squared distribution

If X is a chi-square random variable with n degrees of freedom,

then for any α ∈ (0, 1), the quantity χ2α,n is defined to be such
that

P{X ≥ χ2α,n} = α
P(X<a)
 1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Sampling Distributions
Statistics following a Chi-Squared distribution.

Statistics following a Chi-Squared distribution

Example: Determine P{χ220≤ 30} when χ220 is a chi-square

random variable with 20 degrees of freedom.
 1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Sampling Distributions
Statistics following a Chi-Squared distribution.
Statistics following a Chi-Squared distribution

Example: Find χ2.05,15.

P{X ≥ χ20.05,15} = 0.05

 1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Sampling Distributions
Statistics following a Chi-Squared distribution.

Statistics following a Chi-Squared distribution

Exercise: Find χ2.04,20 and P(χ210≤ 20)

P{X ≥ χ2α,n} = α
 1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Sampling Distributions
Statistics following a Chi-Squared distribution.

Statistics following a Chi-Squared distribution

Example: Suppose that we are attempting to locate a target in

three-dimensional space, and that the three coordinate errors
(in meters) of the point chosen are independent normal
random variables with mean 0 and standard deviation 2. Find
the probability that the distance between the point chosen and
the target exceeds 3 meters.
 1.1 FUNDAMENTALS OF
PROBABILITY AND STATISTICS
Sampling Distributions
Statistics following a Chi-Squared distribution.

Statistics following a Chi-Squared distribution

Exercise: Suppose that we are attempting to locate a target in

three-dimensional space, and that the three coordinate errors
(in meters) of the point chosen are independent normal
random variables with mean 0 and standard deviation 3. Find
the probability that the distance between the point chosen and
the target exceeds 5 meters.