Probabilidad y Estadistica Para Ingenieros Douglas_Montgomery

8/11/2019 Probabilidad y Estadistica Para Ingenieros Douglas_Montgomery

1/11

Applied

Statisticsand

Probability

forEngineers

Third

Edition

DouglasC.MontgomeryArizona

State

University

George

C.

RungerArizonaStateUniversity

JohnWiley&Sons,Inc.


2/11

ACQUISITIONS EDITOR Wayne Anderson

ASSISTANT EDITOR Jenny Welter

MARKETING MANAGER Katherine Hepburn

SENIOR PRODUCTION EDITOR Norine M. Pigliucci

DESIGN DIRECTOR Maddy Lesure

ILLUSTRATION EDITOR Gene AielloPRODUCTION MANAGEMENT SERVICES TechBoos

This book was set in Times Roman b Te!h"ooks an# $%inte# an# bo&n# b Donne''e()i''a%#*The !o+e% was $%inte# b Phoeni, Co'o% Co%$*

This book is $%inte# on a!i#-.%ee $a$e%*

Co$%i/ht 0112 3 4ohn )i'e 5 Sons6 In!* A'' %i/hts %ese%+e#*

No $a%t o. this $&b'i!ation ma be %e$%o#&!e#6 sto%e# in a %et%ie+a' sstem o% t%ansmitte#

in an .o%m o% b an means6 e'e!t%oni!6 me!hani!a'6 $hoto!o$in/6 %e!o%#in/6 s!annin/

o% othe%wise6 e,!e$t as $e%mitte# &n#e% Se!tions 718 o% 719 o. the 7:8; Unite# States

Co$%i/ht A!t6 witho&t eithe% the $%io% w%itten $e%mission o. the P&b'ishe%6 o%

a&tho%i 9?1-;1776 .a, =070> 9?1-;1196 E-Mai' PERMREQ)ILEB*COM*

To o%#e% books $'ease !a'' 7=911>-00?-?:@?*

Library of Congress Cataloging-in-Publication Data

Mont/ome%6 Do&/'as C*A$$'ie# statisti!s an# $%obabi'it .o% en/inee%s ( Do&/'as C* Mont/ome%6 Geo%/e C*

R&n/e%*2%# e#*

$* !m*

In!'es bib'io/%a$hi!a' %e.e%en!es an# in#e,*

IS"N 1-@87-01@?@-@ =a!i#-.%ee $a$e%>

7* Statisti!s* 0* P%obabi'ities* I* R&n/e%6 Geo%/e C* II* Tit'e*

QA08;*70*M;@? 0110

?7:*?#!07

P%inte# in the Unite# States o. Ame%i!a*

71 : 9 8 ; ? @ 2 0 7

011017;8;?


3/11

To

Meredith! Neil! "olin! and "heryl

#ebecca! $lisa! George! and Taylor


4/11


5/11

Preface

This is an int%o#&!to% te,tbook .o% a .i%st!o&%se in a$$'ie# statisti!s an# $%obabi'it .o% &n-

#e%/%a#&ate stents in en/inee%in/ an# the $hsi!a' o% !hemi!a' s!ien!es* These in#i+i#&a's

$'a a si/ni.i!ant%o'e in #esi/nin/ an# #e+e'o$in/ new $%o#&!ts an# man&.a!t&%in/ sstemsan# $%o!esses6 an# the a'so im$%o+e e,istin/ sstems* Statisti!a' metho#s a%e an im$o%tant

too' in these a!ti+ities be!a&se the $%o+i#e the en/inee% with both #es!%i$ti+e an# ana'ti!a'

metho#s .o% #ea'in/ with the +a%iabi'it in obse%+e# #ata* A'tho&/h man o. the metho#s we

$%esent a%e .&n#amenta' to statisti!a' ana'sis in othe% #is!i$'ines6 s&!h as b&siness

an# mana/ement6 the 'i.e s!ien!es6 an# the so!ia' s!ien!es6 we ha+e e'e!te# to .o!&s

on an en/inee%in/-o%iente# aien!e* )e be'ie+e that this a$$%oa!h wi'' best se%+e

stents in en/inee%in/ an# the !hemi!a'($hsi!a' s!ien!es an# wi'' a''ow them to

!on!ent%ate on the man a$$'i!ations o. statisti!s in these #is!i$'ines* )e ha+e wo%ke# ha%#

to ens&%e that o&% e,- am$'es an# e,e%!ises a%e en/inee%in/- an# s!ien!e-base#6 an# in a'most

a'' !ases we ha+e &se# e,am$'es o. %ea' #ataeithe% taken .%om a $&b'ishe# so&%!e o% base#

on o&% !ons&'tin/ e,$e- %ien!es*

)e be'ie+e that en/inee%s in a'' #is!i$'ines sho&'# take at 'east one !o&%se in statisti!s*Un.o%t&nate'6 be!a&se o. othe% %e&i%ements6 most en/inee%s wi'' on' take one

statisti!s !o&%se* This book !an be &se# .o% a sin/'e !o&%se6 a'tho&/h we ha+e $%o+i#e#

eno&/h mate- %ia' .o% two !o&%ses in the ho$e that mo%e stents wi'' see the im$o%tant

a$$'i!ations o. statisti!s in thei% e+e%#a wo%k an# e'e!t a se!on# !o&%se* )e be'ie+e

that this book wi'' a'so se%+e as a &se.&' %e.e%en!e*

ORGANIZATIONOFTHEBOOK

)e ha+e %etaine# the %e'ati+e' mo#est mathemati!a' 'e+e' o. the .i%st two e#itions* )e ha+e

.o&n# that en/inee%in/ stents who ha+e !om$'ete# one o% two semeste%s o. !a'!&'&s sho&'#

ha+e no #i..i!&'t%ea#in/ a'most a'' o. the te,t* It is o&% intent to /i+e the %ea#e% an &n#e%stan#-in/ o. the metho#o'o/ an# how to a$$' it6 not the mathemati!a' theo%* )e ha+e ma#e man

enhan!ements in this e#ition6 in!'in/ %eo%/ani


6/11

i PREFACE

'ike' to be !o+e%e# in an en/inee%in/ statisti!s !o&%se6 an# a set o. s&$$'ementa% to$i!s6 o%

to$i!s that wi'' be &se.&' .o% some b&t not a'' !o&%ses* The !o%e to$i!s a%e in the $%inte#

book6 an# the !om$'ete te,t =both !o%e an# s&$$'ementa% to$i!s> is a+ai'ab'e on the CD

that is in!'e# with the $%inte# book* De!isions abo&t to$i!s to in!'e in $%int an# whi!h

to in!'e on' on the CD we%e ma#e base# on the %es&'ts o. a %e!ent s&%+e o. inst%&!to%s*The %nteracti&e e'Te(t !onsists o. the !om$'ete te,t an# a wea'th o. a##itiona'

mate%ia' an# .eat&%es* The te,t an# 'inks on the CD a%e na+i/ate# &sin/ A#obe A!%obat*

The 'inks within the %nteracti&e e'Te(t in!'e the .o''owin/ =7> .%om the Tab'e o.

Contents to the se- 'e!te# eTe(t se!tions6 =0> .%om the In#e, to the se'e!te# to$i! within the

e'Te(t6 =2> .%om %e.e%- en!e to a .i/&%e6 tab'e6 o% e&ation in one se!tion to the a!t&a' .i/&%e6

tab'e6 o% e&ation in an- othe% se!tion =a'' .i/&%es !an be en'a%/e# an# $%inte#>6 =@>

.%om en#-o.-!ha$te% Im$o%tant Te%ms an# Con!e$ts to thei% #e.initions within the !ha$te%6

=?> .%om in-te,t boldfaced terms

to thei% !o%%es$on#in/ G'ossa% #e.initions an# e,$'anations6 =;> .%om in-te,t %e.e%en!es to the

!o%%es$on#in/ A$$en#i, tab'es an# !ha%ts6 =8> .%om bo,e#-n&mbe% en#-o.-!ha$te% e,e%!ises

=essentia'' most o##-n&mbe%e# e,e%!ises> to thei% answe%s6 =9> .%om some answe%s to the

!om$'ete $%ob'em so'&tion6 an# =:> .%om the o$enin/ s$'ash s!%een to the te,tbook )eb site*Cha$te% 7 is an int%o#&!tion to the .ie'# o. statisti!s an# how en/inee%s &se statisti!a'

metho#o'o/ as $a%t o. the en/inee%in/ $%ob'em-so'+in/ $%o!ess* This !ha$te% a'so int%o#&!es

the %ea#e% to some en/inee%in/ a$$'i!ations o. statisti!s6 in!'in/ b&i'#in/ em$i%i!a' mo#e's6

#esi/nin/ en/inee%in/ e,$e%iments6 an# monito%in/ man&.a!t&%in/ $%o!esses* These to$i!s

a%e #is!&sse# in mo%e #e$th in s&bse&ent !ha$te%s*

Cha$te%s 06 26 @6 an# ? !o+e% the basi! !on!e$ts o. $%obabi'it6 #is!%ete an# !ontin&o&s

%an#om +a%iab'es6 $%obabi'it #ist%ib&tions6 e,$e!te# +a'&es6 Foint $%obabi'it #ist%ib&tions6

an# in#e$en#en!e* )e ha+e /i+en a %easonab' !om$'ete t%eatment o. these to$i!s b&t ha+e

a+oi#e# man o. the mathemati!a' o% mo%e theo%eti!a' #etai's*

Cha$te% ; be/ins the t%eatment o. statisti!a' metho#s with %an#om sam$'in/H #ata s&m-

ma% an# #es!%i$tion te!hni&es6 in!'in/ stem-an#-'ea. $'ots6 histo/%ams6 bo, $'ots6an# $%obabi'it $'ottin/H an# se+e%a' t$es o. time se%ies $'ots* Cha$te% 8 #is!&sses $oint

estimation

o. $a%amete%s* This !ha$te% a'so int%o#&!es some o. the im$o%tant $%o$e%ties o. estimato%s6

the metho# o. ma,im&m 'ike'ihoo#6 the metho# o. moments6 sam$'in/ #ist%ib&tions6 an# the

!en- t%a' 'imit theo%em*

Cha$te% 9 #is!&sses inte%+a' estimation .o% a sin/'e sam$'e* To$i!s in!'e# a%e !on.i-

#en!e inte%+a's .o% means6 +a%ian!es o% stan#a%# #e+iations6 an# $%o$o%tions an# $%e#i!tion

an# to'e%an!e inte%+a's* Cha$te% : #is!&sses h$othesis tests .o% a sin/'e sam$'e* Cha$te% 71

$%e- sents tests an# !on.i#en!e inte%+a's .o% two sam$'es* This mate%ia' has been e,tensi+e'

%ew%itten an# %eo%/ani


7/11


8/11

ii PREFACE

USINGTHEWEB

A##itiona' %eso&%!es .o% stents an# inst%&!to%s !an be .o&n# at

www*wi'e*!om(!o''e/e(

mont/ome%(*

ACKNOWLEDGMENTS

)e wo&'# 'ike to e,$%ess o&% /%ate.&' a$$%e!iation to the man o%/ani6 an# A%&nk&ma%

Pennath&% =Uni+e%sit o. Te,as at

E' Paso> .o% thei% insi/ht.&' %e+iews o. the man&s!%i$t o. the thi%# e#ition* )e a%e a'so in#ebte#

to D%* Smi'e Chen/ .o% $e%mission to a#a$t man o. the statisti!a' tab'es .%om his e,!e''entbook =with D%* 4ames &>6 )tatistical Tables *or "lassroo+ and $(a+ #oo+. 4ohn )i'e

an# Sons6 P%enti!e a''6 the Instit&te o. Mathemati!a' Statisti!s6 an# the e#ito%s o.

"iomet%i!s a''owe# &s to &se !o$%i/hte# mate%ia'6 .o% whi!h we a%e /%ate.&'* Thanks a%e

a'so #&e to D%* Lo%a imme%6 D%* Connie "o%%o%6 an# D%* A'eFan#%o e%e#ia-Lan/ne% .o%

thei% o&tstan#in/ wo%k on the so'&tions to e,e%!ises*

Douglas C. Montgomery

George C. Runger


9/11

1-2.6Observingro!essesOverTime "

1-# Me!hanisti!andEm$iri!alModels 11

Contents

CHAPTER1 TheRoleo%&tatisti!s

in

Engineering 1#-# CumulativeDistribution

'un!tions 6# #-( Meanand)arian!eo%aDis!rete1-1 The

EngineeringMethodand

&tatisti!alThin*ing 2

1-2 Colle!tingEngineeringData +1-2.1,asi!rin!i$les +1-2.2Retros$e!tive&tudy +1-2.#Observational&tudy 61-2.(DesignedE$eriments 6

1-2.5AFac!"ia#

E$%&"i'&()!"

*&C!((&c!"P+##-O,F!"c&P"!#&'CDO(#/0

1-( robabilityandrobabilityModels 1(

CHAPTER2 robability 16

2-1 &am$le&$a!esandEvents 1.2-1.1RandomE$eriments 1.2-1.2&am$le&$a!es 1"

2-1.#Events 222-1.C!+(i(3T&c*(i4+&5

CD

O(#/0

25

2-2 /nter$retationso%robability 2.2-2.1/ntrodu!tion 2.2-2.20iomso%robability #

2-# 0ddition

Rules ##

2-( Conditionalrobability #.2-+ Multi$li!ationandTotalrobability

Rules (2

2-+.1Multi$li!ationRule (22-+.2TotalrobabilityRule (#

2-6 /nde$enden!e (62- ,ayes2Theorem +1

2-" Random

)ariables

+#

CHAPTER6 Dis!reteRandom)ariables

and

robabilityDistributions +3

#-1 Dis!rete

Random)ariables 6

#-2 robabilityDistributionsandrobabilityMass'un!tions 61

Random)ariable 66

#-+ Dis!rete4ni%ormDistribution .#-6 ,inomialDistribution .2#- Geometri!and5egative,inomial

Distributions ."#-.1Geometri!Distribution ."#-.25egative,inomial

Distribution

"

#-" 6y$ergeometri!Distribution "(#-3 oissonDistribution "3

CHAPTER ContinuousRandom)ariablesandrobabilityDistributions 3.

(-1 ContinuousRandom)ariables 3"

(-2 robabilityDistributionsand

robabilityDensity

'un!tions

3"(-# CumulativeDistribution

'un!tions 12(-( Meanand)arian!eo%a

Continuous

Random)ariable 1+

(-+ Continuous4ni%ormDistribution 1.

(-6 5ormalDistribution 13(- 5ormal0$$roimationtothe

,inomialandoissonDistributions 11"

- C!(i(+i/C!""&ci!(5!

I'%"!v&

*&

A%%"!$i'ai!(CDO(#/0 122

(-3 E$onentialDistribution 122

(-1ErlangandGammaDistribution 12"(-1.1ErlangDistribution 12"

(-1.2GammaDistribution 1#

(-117eibullDistribution 1##(-12 8ognormalDistribution 1#+

i$


10/11

$ CONTENTS

CHAPTER5 9ointrobabilityDistributions 1(1

+-1 T:oDis!reteRandom)ariables 1(2+-1.19ointrobability

Distributions 1(2

+-1.2

Marginal

robabilityDistributions 1((

+-1.#ConditionalrobabilityDistributions

1(6

+-1.(/nde$enden!e 1("

+-2 Multi$leDis!reteRandom)ariables 1+1

+-2.19ointrobabilityDistributions

1+1

+-2.2MultinomialrobabilityDistribution

1+(

+-# T:oContinuousRandom)ariables 1+.

+-#.1

9oint

robabilityDistributions 1+.

+-#.2MarginalrobabilityDistributions

1+3

+-#.#ConditionalrobabilityDistributions

162

+-#.(/nde$enden!e 16(

+-( Multi$leContinuousRandom)ariables 16.

+-+ Covarian!e

andCorrelation 1.1

+-6 ,ivariate5ormalDistribution 1..+- 8inearCombinationso%Random

)ariables

1"5- F+(ci!(5!)Ra(7!'8a"ia-#&5

CDO(#/0 155-9

M!'&(G&(&"ai(3F+(ci!(5CDO(#/0 15

5-1:C*&-/5*&v;5I(&4+a#i/CDO(#/0 15

CHAPTER< Random&am$lingand

Data

Des!ri$tion 1"3

6-1 Data&ummaryandDis$lay 136-2 Random&am$ling 13+6-# &tem-and-8ea%

Diagrams

13.

6-( 're;uen!yDistributionsand6istograms 2#

6-+ ,olots 2.6-6 Time&e;uen!elots 236- robabilitylots 212


11/11

G%a!ias $o% $%oba% So'i# Con+e%te% PD P%o.essiona'*

La +e%sin #e e+a'&a!in #e este $%o#&!to s'o !on+ie%te e' 71 #e s&

#o!&mento hasta &n m,imo #e 71 $/inas*

D&%ante esta !on+e%sin6 So'i# Con+e%te% PD P%o.essiona' ha !on+e%ti#o 71

#e :8; $/inas*

Le rogamos registre Solid Converter PDF Professional en

baka:!!!.solid"df.combuy.#tm "ara cancelar esta restricci$n.

Documents

Probabilidad y Estadistica Para Ingenieros Douglas_Montgomery