EMSE Engineering Management and Systems Engineering

Dr. Johan René van Dorp
Professor

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EMSE 4765/6765

Syllabus

Introduction

Course Files

R - Files

Python-Files

Solutions -
Dekking


Solutions -
Devore

Solutions -
WMMY

Project Files

<< Courses Home Page

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DATA ANALYSIS FOR ENGINEERS AND SCIENTISTS:

Follow this link for an Excel tutorial


Part 1: Prob and Stats Review

Lecture notes for chapters from: "A Modern Introduction to Probability and Statistics, Understanding Why and How" by F.M. Dekking, C. Kraaikamp, H.P. Lopuhaä and L.E. Meester, Springer-Verlag, 2005.

Session 1: Homework Set 1.pdf
Probability Calculus:
Chapter 1.pdf, Chapter 1.xlsm, Chapter 2.pdf, Chapter 3.pdf
Discrete and Continuous Random Variables:
Chapter 4.pdf, Discrete Distribution Examples.xlsx, Chapter 5.pdf, Chapter 5 Examples.xlsx

Session 2: Homework Set 2.pdf
Expectation, Variance and Covariance: Chapter 7.pdf, Chapter 10.pdf

Exploratory Data Analysis: Graphical Summaries
: Chapter 15.pdf, Examples Chapter 15.xlsx, OLD-FAITHFULL.MPJ, FailureTimes.MPJ,

Session 3: Homework Set 3.pdf
Exploratory Data Analysis: Numerical Summaries : Chapter 16.pdf, Examples Chapter 16.xlsx, Old Faithfull - Box Plot.MPJ, Software - Box Plot.MPJ

Basic Statistical Models: Chapter 17.pdf, NormalSampleExample.xlsm, Kernel_Density_Duration_272.xlsm, Kernel_Density_WaitingTime_272.xlsm, Kernel_Density_Sofware.xlsm

Confidence Intervals: Chapter 23.pdf, Examples Chapter 23.xlsx, NormalConf - Var Known.xlsm, NormalConf - Var UnKnown.xlsm


Part 2: Statistical Inference

Session 4: Homework Set 4.pdf
Estimator Distributions, Confidence Intervals for the Mean and Variance Hypothesis Testing, P-Values, Type I and Type II Errors:
Session 4 - STAT INFERENCE.pdf, EstimatorBehavior.xlsx, Voltage.xlsx

Session 5: Homework Set 5.pdf
Method-of-Moments, Maximul Likelihood Estimation, Goodness-of-Fit, Credibility Intervals

Session 5 - STAT INFERENCE.pdf, Voltage - in Class.xlsx, NormalConfandCred100.xlsx, NormalConfandCred500.xlsx


Part 3: Multivariate Estimation:
Chapter 2 - Matrix Algebra.PDF

Session 6: Homework Set 6.pdf , Homework Set 6 - Extra Problem.pdf, Question1.txt, Homework Set 6 - Extra Problem Chi-Squared Template.xlsx
Two Sample Hypothesis-Testing
, Review Matrix Algebra, Multivariate Point Estimation
Session 6 - MULTIVARIATE ANALYSIS.pdf
, LeanAngle.xlsx, JointNormalPDF.xlsx, MatrixVectorMultiplication.xlsx, Height-Weight Data + Matrix Algebra.xlsx, Height-Weight Data + Matrix Algebra - Partially Completed.xlsx,

Flow Chart Estimator Distributions.pdf

Session 7: Homework Set 7.pdf, Homework Set 7-Template.xlsx, Chapter 2 - Matrix Algebra.PDF

One sample Hotelling T^2 Test, Two Sample Hotelling T^2 Test, Hypothesis-Test on equality of covariance matrices..
Session 7 - MULTIVARIATE ANALYSIS.pdf, Height-Weight Data.xlsx, PowerExample - Template.xlsx, PowerExample.xls

Session 8: Practice Exam EMSE4765.pdf, Practice_Exam_4765 Template.xlsx,

Practice Exam 4765_6765 Solution.pdf, Practice_Exam_4765_6765 Solution.xlsx

Practice_Exam_Student_ Name - In Class.xlsx

Session 8: Midterm Review


MIDTERM EXAM

Session 9: Midterm Exam: March 7th, 2023


Part 4: Regression Analysis:
Chapter 3 - Regression.PDF

Session 10: Homework Set 8.pdf, Homework Set 8 Template.xlsx
Simple Linear Regression: Session 10- Simple Regression.pdf, Height_Weight_regression.xlsx

Session 11: Homework Set 9.pdf, Homework Set 9 - Template.xlsx
Multiple Linear Regression, Residual Diagnostics, Outliers:

Session 11 - Multiple Regression.pdf, Leslie_salt_regression_case.xlsx

Session 12:
Multiple Linear Regression, Comparing Models, Forecasting:

Session 12 - Multiple Regression.pdf , Leslie-Salt.mpx

Regression Analysis Report Due on: April 30th, 2024


Part 5: ANOVA Analysis:

Session 13: One-Way ANOVA
Homework Set 10.pdf, Cereal_Template.xlsx

Session 13 - ONE WAY ANOVA.pdf, Tensile_Strength.xlsx, Tensile_Strength.mpx

Session 14: Two-Way ANOVA and 2^k ANOVA

Session 14 - TWO WAY ANOVA.pdf, AdhesionForce.xlsx, ADHESIONFORCE.MPX, Router_Data_To_Minitab.xlsx, Router_Experiment.xlsx, Etch_Example.xlsx, Etch_Example_Solution.xlsx

ANOVA Analysis Report Due on: May 7th, 2024


School of Engineering and Applied Science
The George Washington University
800, 22nd Street, Suite 2800
Washington, DC 20052
Email:  dorpjr@gwu.edu
Phone: (202) 994-6638