Modern Industrial Statistics: With Applications in R, MINITAB and JMP

587 Pages·2014·11.01 MB·English

by  Ron S. Kenett

Modern Industrial Statistics
STATISTICSINPRACTICE
SeriesAdvisors
HumanandBiologicalSciences
StephenSenn
CRP-Santé,Luxembourg
EarthandEnvironmentalSciences
MarianScott
UniversityofGlasgow,UK
Industry,CommerceandFinance
WolfgangJank
UniversityofMaryland,USA
FoundingEditor
VicBarnett
NottinghamTrentUniversity,UK
StatisticsinPracticeisanimportantinternationalseriesoftextswhichprovidedetailedcoverageof
statisticalconcepts,methodsandworkedcasestudiesinspecificfieldsofinvestigationandstudy.
With sound motivation and many worked practical examples, the books show in down-to-earth
terms how to select and use an appropriate range of statistical techniques in a particular practical
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The books provide statistical support for professionals and research workers across a range of
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Thebooksalsoprovidesupporttostudentsstudyingstatisticalcoursesappliedtotheaboveareas.
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Acompletelistoftitlesinthisseriesappearsattheendofthevolume.
Modern Industrial Statistics
with applications in R, MINITAB and JMP
Second Edition
RONS.KENETT
ChairmanandCEO,theKPAGroup,Israel
ResearchProfessor,UniversityofTurin,Italy,and
InternationalProfessor,NYU,CenterforRiskEngineering,NewYork,USA
SHELEMYAHUZACKS
DistinguishedProfessor,
BinghamtonUniversity,Binghamton,USA
Withcontributionsfrom
DANIELEAMBERTI
Turin,Italy
Thiseditionfirstpublished2014
©2014JohnWiley&Sons,Ltd
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LibraryofCongressCataloging-in-PublicationData
Kenett,Ron.
Modernindustrialstatistics:withapplicationsinR,MINITABandJMP/RonS.Kenett,Shelemyahu
Zacks.–Secondedition.
pagescm
Includesbibliographicalreferencesandindex.
ISBN978-1-118-45606-4(cloth)
1.Qualitycontrol–Statisticalmethods.2.Reliability(Engineering)–Statisticalmethods.3.R(Computer
programlanguage)4.Minitab.5.JMP(Computerfile)I.Zacks,Shelemyahu,1932-II.Title.
TS156.K422014
658.5′62–dc23
2013031273
AcataloguerecordforthisbookisavailablefromtheBritishLibrary.
ISBN:978-1-118-45606-4
Typesetin9/11ptTimesLTStdbyLaserwordsPrivateLimited,Chennai,India
1 2014
To my wife Sima, our children and their children: Yonatan, Alma, Tomer,
Yadin, Aviv and Gili.
RSK
To my wife Hanna, our sons Yuval and David, and their families with love.
SZ
To my wife Nadia, and my family. With a special thought to my mother and
thank you to my father.
DA

Contents
PrefacetoSecondEdition xv
PrefacetoFirstEdition xvii
Abbreviations xix
PARTI PRINCIPLESOFSTATISTICALTHINKINGANDANALYSIS 1
1 TheRoleofStatisticalMethodsinModernIndustryandServices 3
1.1 Thedifferentfunctionalareasinindustryandservices 3
1.2 Thequality-productivitydilemma 5
1.3 Fire-fighting 6
1.4 Inspectionofproducts 7
1.5 Processcontrol 7
1.6 Qualitybydesign 8
1.7 Informationqualityandpracticalstatisticalefficiency 9
1.8 Chapterhighlights 11
1.9 Exercises 12
2 AnalyzingVariability:DescriptiveStatistics 13
2.1 Randomphenomenaandthestructureofobservations 13
2.2 Accuracyandprecisionofmeasurements 17
2.3 Thepopulationandthesample 18
2.4 Descriptiveanalysisofsamplevalues 19
2.4.1 Frequencydistributionsofdiscreterandomvariables 19
2.4.2 Frequencydistributionsofcontinuousrandomvariables 23
2.4.3 Statisticsoftheorderedsample 26
2.4.4 Statisticsoflocationanddispersion 28
2.5 Predictionintervals 32
2.6 Additionaltechniquesofexploratorydataanalysis 32
2.6.1 Boxandwhiskersplot 33
2.6.2 Quantileplots 34
2.6.3 Stem-and-leafdiagrams 34
2.6.4 Robuststatisticsforlocationanddispersion 36
2.7 Chapterhighlights 38
2.8 Exercises 38
3 ProbabilityModelsandDistributionFunctions 41
3.1 Basicprobability 41
3.1.1 Eventsandsamplespaces:Formalpresentationofrandommeasurements 41
3.1.2 Basicrulesofoperationswithevents:Unions,intersections 42
3.1.3 Probabilitiesofevents 44
viii Contents
3.1.4 Probabilityfunctionsforrandomsampling 46
3.1.5 Conditionalprobabilitiesandindependenceofevents 47
3.1.6 Bayesformulaanditsapplication 49
3.2 Randomvariablesandtheirdistributions 51
3.2.1 Discreteandcontinuousdistributions 51
3.2.2 Expectedvaluesandmomentsofdistributions 55
3.2.3 Thestandarddeviation,quantiles,measuresofskewnessandkurtosis 57
3.2.4 Momentgeneratingfunctions 59
3.3 Familiesofdiscretedistribution 60
3.3.1 Thebinomialdistribution 60
3.3.2 Thehypergeometricdistribution 62
3.3.3 ThePoissondistribution 65
3.3.4 Thegeometricandnegativebinomialdistributions 67
3.4 Continuousdistributions 69
3.4.1 Theuniformdistributionontheinterval(a,b),a<b 69
3.4.2 Thenormalandlog-normaldistributions 70
3.4.3 Theexponentialdistribution 75
3.4.4 ThegammaandWeibulldistributions 77
3.4.5 TheBetadistributions 80
3.5 Joint,marginalandconditionaldistributions 82
3.5.1 Jointandmarginaldistributions 82
3.5.2 Covarianceandcorrelation 84
3.5.3 Conditionaldistributions 86
3.6 Somemultivariatedistributions 88
3.6.1 Themultinomialdistribution 88
3.6.2 Themulti-hypergeometricdistribution 89
3.6.3 Thebivariatenormaldistribution 90
3.7 Distributionoforderstatistics 92
3.8 Linearcombinationsofrandomvariables 94
3.9 Largesampleapproximations 98
3.9.1 Thelawoflargenumbers 98
3.9.2 TheCentralLimitTheorem 99
3.9.3 Somenormalapproximations 99
3.10 Additionaldistributionsofstatisticsofnormalsamples 101
3.10.1 Distributionofthesamplevariance 101
3.10.2 The“Student”t-statistic 102
3.10.3 Distributionofthevarianceratio 102
3.11 Chapterhighlights 104
3.12 Exercises 105
4 StatisticalInferenceandBootstrapping 113
4.1 Samplingcharacteristicsofestimators 113
4.2 Somemethodsofpointestimation 114
4.2.1 Momentequationestimators 115
4.2.2 Themethodofleastsquares 116
4.2.3 Maximumlikelihoodestimators 118
4.3 Comparisonofsampleestimates 120
4.3.1 Basicconcepts 120
4.3.2 Somecommonone-sampletestsofhypotheses 122
4.4 Confidenceintervals 128