ESI 6321: Applied Probability Methods in Engineering (APME) Fall 2012 Syllabus Department of Industrial and Systems Engineering University of Florida

Home , Applied probability

Class Meeting Times and Location: T 7-8, R 7, CSE E118

Instructor: Joseph Geunes Office: 450A Weil Hall Email: [email protected] Phone: 392-1464 x2012 Office Hours: TR 11:30 am – 1:00 pm

Teaching Assistant: Jing Ma Office: 450 Weil Hall Email: [email protected] Office Hours: W 3:00 pm – 5:00 pm

Teaching Assistant: Liyun (Leon) Dong Office: 450 Weil Hall Email: [email protected] Office Hours: M 11:45 am – 1:45 pm

Course Catalog Description: Prereq: Calculus, differential equations, undergraduate probability and statistics. Applied probability theory and statistics, reliability engineering, quality control, robust design, forecasting, Markov processes, and queuing theory.

Required Course Materials • A. Hayter, 2007, Probability and Statistics for Engineers and Scientists, 3rd Edition, Duxbury (Thomson Brooks/Cole), ISBN #0-495-10757-3 (note: the 4th edition is available and is certainly acceptable; the homework problems are the same in both edition, except where noted on the assignments) • Course Packet1 (Available at Target Copy www.target-copy.com – Used for 2nd half of course; contact at Target Copy is [email protected])

Course Assessment • Homework Assignments: 15% • Two Quizzes: 30% each • Final Exam: 25%

1 This course packet consists of Chapters 13, 17, and 20 of the book “Operations Research, 4th ed,” by W.L. Winston, 2004 Duxbury (Thomson Brooks/Cole), ISBN #0-534-38058-1, or Chapters 2, 5, and 8 of the book “Introduction to Probability Models, 4th ed.,” by W.L. Winston, 2004 Thomson Brooks/Cole, ISBN #0-534-40572-X. Course Objectives By the end of this course you should have a solid understanding of the fundamental methods of probability and statistics, as well as the use of these methods in foundational applications areas used in Industrial and Systems Engineering, including: • Reliability • Statistical Quality Control • Markov Chains • Queuing Analysis

Course Topics 1. Review of probability (HAYTER CHAPTERS 1-6 @ “REVIEW SPEED”; 2.5 weeks) a. Probability laws (conditioning, Bayes’ theorem, total probability, etc.) b. discrete probability distributions c. continuous probability distributions 2. Statistical sampling and hypothesis testing (HAYTER CHAPTERS 7-10 @ “REVIEW SPEED”; 1.5 weeks) a. sampling distribution b. single sample hypotheses c. two-sample hypotheses: independent and pairwise d. testing on mean e. contingency-table tests f. goodness-of-fit tests 3. Regression analysis (HAYTER CHAPTERS 12-13; 2.5 weeks) a. simple linear regression b. hypothesis testing c. heteroskedasticity d. autocorrelation e. multiple linear regression f. multicollinearity g. model adequacy 4. Reliability (HAYTER CHAPTER 17; 1.5 weeks) 5. Statistical quality control (HAYTER CHAPTER 16; 1.5 weeks) a. control charts 6. Decision making under uncertainty (WINSTON CHAPTER 2; 1 week) a. modeling b. risk and utility theory 7. Markov chains (WINSTON CHAPTER 5; 2 weeks) a. modeling b. classification of states c. limiting behavior 8. Queuing theory (WINSTON CHAPTER 8; 1.5 weeks)

Homework Assignments

Assignment Questions Due Date 1 Chapter 1: 1.2.12, 1.3.12, 1.4.12, 1.5.16, 1.6.4, 1.7.20 9/6/12 Chapter 2: 2.1.6, 2.2.4, 2.3.6, 2.4.18 (a and b only), 2.5.4, 2.6.8 Chapter 3: 3.1.6, 3.2.6, 3.3.4, 3.4.4 2 Chapter 4: 4.1.4, 4.2.10, 4.7.5 (4.8.5 in 4th ed.) 9/18/12 Chapter 5: 5.1.14, 5.2.12, 5.3.4, 5.6.16 (5.7.16 in 4th ed.) 3 Chapter 7: 7.3.20, 7.3.26 10/2/12 Chapter 8: 8.1.16, 8.2.10 Chapter 9: 9.3.8, 9.6.10 (9.7.10 in 4th ed.) Chapter 10: 10.3.14 (10.3.10 in 4th ed.) 4 Chapter 12: 12.1.2, 12.2.6, 12.3.2, 12.3.5, 12.4.2, 10/23/12 12.5.4, 12.6.4 Chapter 13: 13.1.10, 13.2.4, 13.4.3 5 Chapter 17: 17.1.6, 17.2.8 11/1/12 Chapter 16: 16.2.4, 16.3.2, 16.4.2, 16.5.4 6 Chapter 13 of Winston 11/13/12 Section 13.1: Problems 1, 3 Section 13.2: Problems 6, 10 Section 13.4: Problems 3, 11 7 Chapter 17 of Winston 11/27/12 Section 17.2: Problem 6 Section 17.3: Problem 1 Section 17.4: Problem 4 Section 17.5: Problem 4 Section 17.6: Problem 1 8 Chapter 20 of Winston 12/4/12 Section 20.3: Problem 2 Section 20.4: Problem 5 Section 20.5: Problem 2 Section 20.6: Problem 4