One of the aims of this work is to highlight the need for connecting the practice and theoretical studies of industrial engineers. One reason for this need is the fact that students tend to graduate without proper preparation for practice, spreading thus a bad reputation of statistics and its potential, and even affecting students' dispositions and motivation towards the study and applications of statistics. This paper presents the results of a study conducted at two higher-education institutions in Mexico. The industrial engineering students who participated were introduced to a multivariate statistics course, one in a traditional way and the other through a problem-solving approach embedded within an industrial environment. The didactic intervention in both groups and the problems used to evaluate them are described. The results show that the experimental students had a significant increase in their qualifications and a lower variance in their performance. From our study we can suggest that a university education in close connection with applications in an industrial environment significantly improves the students' education. This teaching experiment provides students with opportunities to experience the genuine character of statistics as an applied field, giving meaning to the statistical techniques learnt in the classroom. It is one way to make the education in statistics more apt to the demand from outside and by the same time it enables the students to really understand statistics.