1.151 Probability and Statistics in Engineering

As taught in: Spring 2005

A photograph of a bridge failure in progress.  Half of the bridge has been washed away and the remaning structure appears to be crumbling.

Bridge failure at Schoharie Creek, New York, caused by excessive rains and structural failure, two topics addressed by probability. (Image courtesy of theĀ Federal Highway Administration.)

Level:

Graduate

Instructors:

Prof. Daniele Veneziano

Course Features

Course Description

This class covers quantitative analysis of uncertainty and risk for engineering applications. Fundamentals of probability, random processes, statistics, and decision analysis are covered, along with random variables and vectors, uncertainty propagation, conditional distributions, and second-moment analysis. System reliability is introduced. Other topics covered include Bayesian analysis and risk-based decision, estimation of distribution parameters, hypothesis testing, simple and multiple linear regressions, and Poisson and Markov processes. There is an emphasis placed on real-world applications to engineering problems.