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This International Student Edition is for use outside of the U.S.
Sixth Edition

STATISTICS FOR
ENGINEERS AND
SCIENTISTS
4

3 λ=4

2
λ=2

1
λ=1

0
0 0.5 1 1.5 2 2.5 3

William Navidi
Statistics
for Engineers
and Scientists
Sixth Edition

William Navidi
Colorado School of Mines
STATISTICS FOR ENGINEERS AND SCIENTISTS
Published by McGraw Hill LLC, 1325 Avenue of the Americas, New York, NY 10019. Copyright ©2024 by McGraw Hill LLC.
All rights reserved. Printed in the United States of America. No part of this publication may be reproduced or distributed in any
form or by any means, or stored in a database or retrieval system, without the prior written consent of McGraw Hill LLC,
including, but not limited to, in any network or other electronic storage or transmission, or broadcast for distance learning.
Some ancillaries, including electronic and print components, may not be available to customers outside the United States.
This book is printed on acid-free paper.
1 2 3 4 5 6 7 8 9 LCR 28 27 26 25 24 23
ISBN 978-1-266-11583-7
MHID 1-266-11583-8
Cover Image: McGraw Hill

All credits appearing on page or at the end of the book are considered to be an extension of the copyright page.
The Internet addresses listed in the text were accurate at the time of publication. The inclusion of a website does not indicate an
endorsement by the authors or McGraw Hill LLC, and McGraw Hill LLC does not guarantee the accuracy of the information
presented at these sites.

mheducation.com/highered
To Catherine, Sarah, and Thomas
ABOUT THE AUTHOR
William Navidi is Professor Emeritus of Applied Mathematics and Statistics at the
Colorado School of Mines. He received his B.A. degree in mathematics from New
College, his M.A. in mathematics from Michigan State University, and his Ph.D. in
statistics from the University of California at Berkeley. Professor Navidi has authored
more than 80 research papers both in statistical theory and in a wide variety of appli-
cations including computer networks, epidemiology, molecular biology, chemical
engineering, and geophysics.

iv
BRIEF CONTENTS
Preface xi

1 Sampling and Descriptive Statistics 1

2 Probability 48

3 Propagation of Error 164

4 Commonly Used Distributions 200

5 Confidence Intervals 323

6 Hypothesis Testing 405

7 Correlation and Simple Linear Regression 526

8 Multiple Regression 616

9 Factorial Experiments 676

10 Statistical Quality Control 778

Appendix A: Tables 817

Appendix B: Partial Derivatives 842

Appendix C: Data Sets 844

Appendix D: References 847

Answers to Selected Exercises 849

Index 921

v
CONTENTS
Preface xi Chapter 4
Commonly Used Distributions 200
Chapter 1
Introduction 200
Sampling and Descriptive Statistics 1
4.1 The Bernoulli Distribution 200
Introduction 1
4.2 The Binomial Distribution 203
1.1 Sampling 3
4.3 The Poisson Distribution 215
1.2 Summary Statistics 13
4.4 Some Other Discrete Distributions 230
1.3 Graphical Summaries 25
4.5 The Normal Distribution 241
Chapter 2 4.6 The Lognormal Distribution 256
Probability 48 4.7 The Exponential Distribution 262
Introduction 48 4.8 Some Other Continuous
2.1 Basic Ideas 48 Distributions 272
2.2 Counting Methods 62 4.9 Some Principles of Point
2.3 Conditional Probability and Estimation 280
Independence 69 4.10 Probability Plots 285
2.4 Random Variables 90 4.11 The Central Limit Theorem 290
2.5 Linear Functions of Random 4.12 Simulation 303
Variables 116
Chapter 5
2.6 Jointly Distributed Random
Variables 127 Confidence Intervals 323
Introduction 323
Chapter 3 5.1 Confidence Intervals for a Population
Propagation of Error 164 Mean, Variance Known 324
Introduction 164 5.2 Confidence Intervals for a Population
3.1 Measurement Error 164 Mean, Variance Unknown 336
3.2 Linear Combinations of 5.3 Confidence Intervals for
Measurements 170 Proportions 350
3.3 Uncertainties for Functions of One 5.4 Confidence Intervals for the Difference
Measurement 179 Between Two Means 356
3.4 Uncertainties for Functions of 5.5 Confidence Intervals for the Difference
Several Measurements 185 Between Two Proportions 369

vii
viii Contents

5.6 Confidence Intervals with Paired Chapter 7

Data 374 Correlation and Simple Linear
5.7 Confidence Intervals for the Variance Regression 526
and Standard Deviation of a Normal Introduction 526
Population 379 7.1 Correlation 526
5.8 Prediction Intervals and Tolerance 7.2 The Least-Squares Line 544
Intervals 384
7.3 Uncertainties in the Least-Squares
5.9 Using Simulation to Construct ­Coefficients 561
Confidence Intervals 388
7.4 Checking Assumptions and
Transforming Data 583
Chapter 6
Hypothesis Testing 405 Chapter 8
Introduction 405 Multiple Regression 616
6.1 Tests for a Population Mean, Variance Introduction 616
Known 405 8.1 The Multiple Regression Model 616
6.2 Drawing Conclusions from the Results 8.2 Confounding and
of Hypothesis Tests 416 Collinearity 633
6.3 Tests for a Population Mean, Variance 8.3 Model Selection 642
Unknown 425
Chapter 9
6.4 Tests for a Population Proportion 433
Factorial Experiments 676
6.5 Tests for the Difference Between Two
Introduction 676
Means 439
9.1 One-Factor Experiments 676
6.6 Tests for the Difference Between
Two Proportions 457 9.2 Pairwise Comparisons in One-Factor
Experiments 700
6.7 Tests with Paired Data 463
9.3 Two-Factor Experiments 713
6.8 Distribution-Free Tests 469
9.4 Randomized Complete Block
6.9 Tests with Categorical Data 478
Designs 738
6.10 Tests for Variances of Normal
9.5 2p Factorial Experiments 748
Populations 488
6.11 Fixed-Level Testing 494 Chapter 10
6.12 Power 500 Statistical Quality Control 778
6.13 Multiple Tests 509 Introduction 778
6.14 Using Simulation to Perform 10.1 Basic Ideas 778
Hypothesis Tests 513 10.2 Control Charts for Variables 781
 Contents ix

10.3 Control Charts for Attributes 801 Appendix C: Data Sets 844
10.4 The CUSUM Chart 806
Appendix D: References 847
10.5 Process Capability 810
Answers to Selected Exercises 849
Appendix A: Tables 817 Index 921
Appendix B: Partial
Derivatives 842
PREFACE
MOTIVATION
The idea for this book grew out of discussions between the statistics faculty and the
engineering faculty at the Colorado School of Mines regarding our introductory sta-
tistics course for engineers. Our engineering faculty felt that the students needed
substantial coverage of propagation of error, as well as more emphasis on model-
fitting skills. The statistics faculty believed that students needed to become more
aware of some important practical statistical issues such as the checking of model
assumptions and the use of simulation.
My view is that an introductory statistics text for students in engineering and sci-
ence should offer all these topics in some depth. In addition, it should be flexible
enough to allow for a variety of choices to be made regarding coverage, because there
are many different ways to design a successful introductory statistics course. Finally,
it should provide examples that present important ideas in realistic settings. Accord-
ingly, the book has the following features:
• The book is flexible in its presentation of probability, allowing instructors wide
latitude in choosing the depth and extent of their coverage of this topic.
• The book contains many examples that feature real, contemporary data sets, both
to motivate students and to show connections to industry and scientific research.
• The book contains many examples of computer output and exercises suitable for
solving with computer software.
• The book provides extensive coverage of propagation of error.
• The book presents a solid introduction to simulation methods and the bootstrap,
including applications to verifying normality assumptions, computing probabilities,
estimating bias, computing confidence intervals, and testing hypotheses.
• The book provides more extensive coverage of linear model diagnostic procedures
than is found in most introductory texts. This includes material on examination of
residual plots, transformations of variables, and principles of variable selection in
multivariate models.
• The book covers the standard introductory topics, including descriptive statistics,
probability, confidence intervals, hypothesis tests, linear regression, factorial exper-
iments, and statistical quality control.

MATHEMATICAL LEVEL
Most of the book will be mathematically accessible to those whose background
includes one semester of calculus. The exceptions are multivariate propagation of
error, which requires partial derivatives, and joint probability distributions, which
require multiple integration. These topics may be skipped on first reading, if desired.

xi
xii Preface

COMPUTER USE
Over the past 50 years, the development of fast and cheap computing has revolu-
tionized statistical practice; indeed, this is one of the main reasons that statistical
methods have been penetrating ever more deeply into scientific work. Scientists
and engineers today must not only be adept with computer software packages, they
must also have the skill to draw conclusions from computer output and to state
those conclusions in words. Accordingly, the book contains exercises and examples
that involve interpreting, as well as generating, computer output, especially in the
chapters on linear models and factorial experiments. Some of these exercises
involve the analysis of large data sets, which are available in the Instructor
resources. Many statistical software packages are available for instructors who
wish to integrate their use into their courses, and this book can be used effectively
with any of these packages.
The modern availability of computers and statistical software has produced an
important educational benefit as well, by making simulation methods accessible to
introductory students. Simulation makes the fundamental principles of statistics
come alive. The material on simulation presented here is designed to reinforce
some basic statistical ideas, and to introduce students to some of the uses of this
powerful tool.

CONTENT
Chapter 1 covers sampling and descriptive statistics. The reason that statistical meth-
ods work is that samples, when properly drawn, are likely to resemble their popula-
tions. Therefore Chapter 1 begins by describing some ways to draw valid samples.
The second part of the chapter discusses descriptive statistics.
Chapter 2 is about probability. There is a wide divergence in preferences of
instructors regarding how much and how deeply to cover this subject. Accordingly,
I have tried to make this chapter as flexible as possible. The major results are
derived from axioms, with proofs given for most of them. This should enable
instructors to take a mathematically rigorous approach. On the other hand, I have
attempted to illustrate each result with an example or two, in a scientific context
where possible, that is designed to present the intuition behind the result. Instruc-
tors who prefer a more informal approach may therefore focus on the examples
rather than the proofs.
Chapter 3 covers propagation of error, which is sometimes called “error analysis”
or, by statisticians, “the delta method.” The coverage is more extensive than in most
texts, but because the topic is so important to many engineers I thought it was worth-
while. The presentation is designed to enable instructors to adjust the amount of
coverage to fit the needs of the course. In particular, Sections 3.2 through 3.4 can be
omitted without loss of continuity.
Chapter 4 presents many of the probability distribution functions commonly used
in practice. Point estimation, probability plots, and the Central Limit Theorem are
also covered. The final section introduces simulation methods to assess normality
assumptions, compute probabilities, and estimate bias.
 Preface xiii

Chapters 5 and 6 cover confidence intervals and hypothesis testing, respectively.

The P-value approach to hypothesis testing is emphasized, but fixed-level testing and
power calculations are also covered. The multiple testing problem is covered in some
depth. Simulation methods to compute confidence intervals and to test hypotheses are
introduced as well.
Chapter 7 covers correlation and simple linear regression. I have worked hard to
emphasize that linear models are appropriate only when the relationship between the
variables is linear. This point is all the more important since it is often overlooked in
practice by engineers and scientists (not to mention statisticians). It is not hard to find
in the scientific literature straight-line fits and correlation coefficient summaries for
plots that show obvious curvature or for which the slope of the line is determined by
a few influential points. Therefore this chapter includes a lengthy section on checking
model assumptions and transforming variables.
Chapter 8 covers multiple regression. Model selection methods are given particular
emphasis, because choosing the variables to include in a model is an essential step in
many real-life analyses. The topic of confounding is given careful treatment as well.
Chapter 9 discusses some commonly used experimental designs and the methods
by which their data are analyzed. One-way and two-way analysis of variance methods,
along with randomized complete block designs and 2p factorial designs, are covered
fairly extensively.
Chapter 10 presents the topic of statistical quality control, discussing control charts,
CUSUM charts, and process capability; and concluding with a brief discussion of
six-sigma quality.

NEW FOR THIS EDITION

The sixth edition of this book is intended to extend the strengths of the fifth. Some
of the changes are:
• In keeping with modern practice, the Student’s t distribution, rather than the normal
distribution, is used for large-sample confidence intervals and hypothesis tests
where the variance is unknown.
• New exercises involving larger data sets have been added to some sections of the
book. The data sets are available in the Instructor Resources in Connect.
• Examples of computer output from R have been added, to reflect the increasing
popularity of this package.
• Additional material on the bootstrap has been added to Section 4.12.
• The exposition has been improved in a number of places.

RECOMMENDED COVERAGE
The book contains enough material for a year-long course. For a one-semester course,
there are a number of options. In the three-hour course I taught at the Colorado School
of Mines, we covered all of the first four chapters, except for joint distributions, the
more theoretical aspects of point estimation, and the exponential, gamma, and Weibull
xiv Preface

distributions. We then covered the material on confidence intervals and hypothesis

testing in Chapters 5 and 6, going quickly over the two-sample methods and power
calculations and omitting distribution-free methods and the chi-square and F tests. We
finished by covering as much of the material on correlation and simple linear regres-
sion in Chapter 7 as time would allow.
A course with a somewhat different emphasis can be fashioned by including more
material on probability, spending more time on two-sample methods and power, and
reducing coverage of propagation of error, simulation, or regression. Many other
options are available; for example, one may choose to include material on factorial
experiments in place of some of the preceding topics.

INSTRUCTOR RESOURCES
The following resources are available on Connect, McGraw Hill’s online assignment
and assessment platform. You can sign in at connect.mheducation.com. If you do not
have an account, please contact your local McGraw Hill Learning Technology Repre-
sentative. You can find their information on the Higher Ed support page at mhhe.com.
• Solutions Manual
• Data Sets
• PowerPoint Lecture Notes
• Suggested Syllabi
• Image Library

ACKNOWLEDGMENTS
I am indebted to many people for contributions at every stage of development. I
received valuable suggestions from my colleagues Barbara Moskal, Gus Greivel, Ashlyn
­Munson, and Melissa Laeser at the Colorado School of Mines. Sarita Yadav of Aptara
Corporation managed the production process smoothly and effectively. I am particu-
larly grateful to Jack Miller of the University of Michigan, who has corrected many
errors and made many valuable suggestions for improvement.
The staff at McGraw Hill has been extremely capable and supportive. In particular,
I would like to express my thanks to Product Developer, Theresa Collins, Content
Project Manager, Jeni McAtee, and Senior Portfolio Manager, Beth Bettcher, for their
patience and guidance in the preparation of this edition.

William Navidi
 Preface xv

ADDITIONAL RESOURCES
Proctorio
Remote Proctoring & Browser-Locking Capabilities

Remote proctoring and browser-locking capabilities, hosted by Proctorio within Con-

nect, provide control of the assessment environment by enabling security options and
verifying the identity of the student.
Seamlessly integrated within Connect, these services allow instructors to control
the assessment experience by verifying identification, restricting browser activity, and
monitoring student actions.
Instant and detailed reporting gives instructors an at-a-glance view of potential
academic integrity concerns, thereby avoiding personal bias and supporting evidence-
based claims.

ReadAnywhere®
Read or study when it’s convenient for you with McGraw Hill’s free ReadAnywhere®
app. Available for iOS or Android smartphones or tablets, ReadAnywhere gives users
access to McGraw Hill tools including the eBook and SmartBook® 2.0 or Adaptive Learn-
ing Assignments in Connect. Take notes, highlight, and complete assignments offline—
all of your work will sync when you open the app with Wi-Fi access. Log in with your
McGraw Hill Connect username and password to start learning—anytime, anywhere!

Writing Assignment
Available within Connect and Connect Master, the Writing Assignment tool delivers
a learning experience to help students improve their written communication skills and
conceptual understanding. As an instructor, you can assign, monitor, grade, and pro-
vide feedback on writing more efficiently and effectively.

Reflecting the Diverse World Around Us

McGraw Hill believes in unlocking the potential of every learner at every stage of
life. To accomplish that, we are dedicated to creating products that reflect, and are
accessible to, all the diverse, global customers we serve. Within McGraw Hill, we
foster a culture of belonging, and we work with partners who share our commitment
to equity, inclusion, and diversity in all forms. In McGraw Hill Higher Education,
this includes, but is not limited to, the following:
• Refreshing and implementing inclusive content guidelines around topics including
generalizations and stereotypes, gender, abilities/disabilities, race/ethnicity, sexual
orientation, diversity of names, and age.
xvi Preface

• Enhancing best practices in assessment creation to eliminate cultural, cognitive,

and affective bias.
• Maintaining and continually updating a robust photo library of diverse images that
reflect our student populations.
• Including more diverse voices in the development and review of our content.
• Strengthening art guidelines to improve accessibility by ensuring meaningful text
and images are distinguishable and perceivable by users with limited color vision
and moderately low vision.
Key Features

Content Overview Real-World Data Sets

This book allows flexible coverage because With a fresh approach to the subject, the author
there are many ways to design a successful uses contemporary real-world data sets to
introductory statistics course. motivate students and show a direct connection
to industry and research.

• Flexible coverage of probability

addresses the needs of different courses.
Allowing for a mathematically rigorous
approach, the major results are derived from
Computer Output
The book contains exercises and examples that
axioms, with proofs given for most of them.
involve interpreting, as well as generating,
On the other hand, each result is illustrated
computer output.
with an example or two to promote intuitive
understanding. Instructors who prefer a
more informal approach may therefore focus
on the examples rather than the proofs and
skip the optional sections.

• Extensive coverage of propagation of

error, sometimes called “error analysis” or
“the delta method,” is provided in a separate
chapter. The coverage is more thorough
than in most texts. The format is flexible so
that the amount of coverage can be tailored
to the needs of the course.

• A solid introduction to simulation

methods and the bootstrap is
presented in the final sections of
Chapters 4, 5, and 6.

• Extensive coverage of linear model

diagnostic procedures in Chapter 7
includes a lengthy section on checking
model assumptions and transforming
variables. The chapter emphasizes that
linear models are appropriate only when the
relationship between the variables is linear.
This point is all the more important since it is
often overlooked in practice by engineers
and scientists (not to mention statisticians).
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