Probability and Statistics in Engineering
Course facts
- Payment: Free, no certificate
- Credits: Non Credit
- Learning style: Self-paced, start anytime
- Resources: Exams; Lecture Notes; Problem Sets
MIT OpenCourseWare details
- As taught in: Spring 2005
- Department: Civil and Environmental Engineering
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Uncertainty analysis for engineers: probability, random variables, system reliability, estimation and regression, with notes, homework and quizzes.
Engineers must make decisions without certainty, and this first-year graduate class teaches the mathematics for doing so. Uncertainty analysis takes up most of the term, followed by a look at how engineered systems perform and a smaller module on working with data. It tries to balance mathematical rigor with applications, using examples drawn from engineering and everyday problems.
What You Will Achieve
- Apply the Total Probability and Bayes’ theorems
- Work with random variables, vectors and derived distributions
- Propagate uncertainty using second-moment analysis
- Estimate parameters and fit linear regression models
Program Overview
Probability
The largest part of the class.
- Events and independence
- Discrete and continuous distributions
- Moments of variables and vectors
- Normal, lognormal and extreme distributions
System Reliability
Second-moment and full-distribution methods.
- Time-invariant second-moment reliability analysis
- Full-distribution reliability analysis
Statistics
Learning about a model from data.
- Methods of moments and maximum likelihood
- Bayesian analysis
- Simple and multiple linear regression
Course Completion
Job Outlook
These skills are relevant to risk assessment, reliability engineering, engineering research and data analysis.
Good for: Engineering graduate students who want a structured first treatment of probability and uncertainty, focused on applications more than proofs.
Keep in mind: Homework appears without solutions, and only Quiz 1 has one, so you cannot easily check your work. The recommended Ang and Tang textbook dates from 1975 and is yours to find.
Bottom line: A clear graduate probability sequence that is harder to self-check than most.
Frequently Asked Questions
How does it relate to 1.010?
1.010 is a sophomore-level subject with very similar content. This graduate version adds topics such as system reliability and moves at a faster pace, in more depth.
How were students tested?
Two 1.5 hour in-class quizzes with open books and notes, one on part 1 and one on parts 2 and 3. Both quizzes are published.
What textbook is recommended?
Probability Concepts in Engineering Planning and Design, Volume I: Basic Principles, by Alfredo Ang and Wilson Tang, published in 1975.
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