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Remix and Share
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(Complete Item Description)
- Abstract:
Quantitative analysis of uncertainty and risk for engineering applications. Fundamentals of probability, random processes, statistics, and decision analysis. Random variables and vectors, uncertainty propagation, conditional distributions, and second-moment analysis. Introduction to system reliability. Bayesian analysis and risk-based decision. Estimation of distribution parameters, hypothesis testing, and simple and multiple linear regressions. Poisson and Markov processes. Emphasis on application to engineering problems.
- Subject:
- Science and Technology
- Grade Level:
- Post-secondary
- Collection:
-
MIT OpenCourseWare
Remix and Share
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(Complete Item Description)
- Abstract:
This course provides an introduction to probability and statistics, with emphasis on engineering applications. Course topics include events and their probability, the Total Probability and Bayes' Theorems, discrete and continuous random variables and vectors, uncertainty propagation and conditional analysis. Second-moment representation of uncertainty, random sampling, estimation of distribution parameters (method of moments, maximum likelihood, Bayesian estimation), and simple and multiple linear regression. Concepts illustrated with examples from various areas of engineering and everyday life.
- Subject:
- Science and Technology
- Grade Level:
- Post-secondary
- Collection:
-
MIT OpenCourseWare
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