Probability and Statistics in Engineering

Graduate · Historical course

Spring 2005

Topics

Events and their Probability, Elementary Operations with Events, Total Probability Theorem, Independence, Bayes’ Theorem
Random Variables and Vectors, Discrete and Continuous Probability Distributions
Functions of Random Variables and Derived Distributions
Expectation of Random Variables and Functions of Random Variables
Conditional Second Moment Analysis
Selected Distribution Models: Normal, Lognormal, Extreme, Multivariate Normal Distributions
Time-invariant Second-Moment Reliability Analysis and Time-Invariant Full-Distribution Reliability Analysis
Point Estimation of Distribution Parameters: Methods of Moments and Maximum Likelihood, Bayesian Analysis
Simple and Multiple Linear Regression

Ang, Alfredo, and Wilson Tang. Probability Concepts in Engineering Planning and Design: Vol I - Basic Principles . New York, NY: John Wiley & Sons, 1975. ISBN: 047103200X.
Recommended

Sources

Course catalogue ↗Historical OpenCourseWare
MIT OCW calendar ↗
MIT OCW syllabus ↗
Historical MIT OpenCourseWare offering. Named reading entries and schedule topics are automatically extracted from the linked source pages.