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This class covers quantitative analysis of uncertainty and risk for engineering applications

0

2

English

English [CC]

FREE

Description

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.

Course content

    • Events and their Probability, Elementary Operations with Events, Total Probability Theorem, Independence, Bayes’ Theorem Unlimited
    • Application Example1 Unlimited
    • Application Example2 Unlimited
    • Application Example3 Unlimited
    • Application Example4 Unlimited
    • Random Variables and Vectors, Discrete and Continuous Probability Distributions1 Unlimited
    • Random Variables and Vectors, Discrete and Continuous Probability Distributions2 Unlimited
    • Random Variables and Vectors, Discrete and Continuous Probability Distributions3 Unlimited
    • Application Example5 Unlimited
    • Application Example6 Unlimited
    • Application Example7 Unlimited
    • Application Example8 Unlimited
    • Functions of Random Variables and Derived Distributions Unlimited
    • Application Example9 Unlimited
    • Application Example10 Unlimited
    • Application Example11 Unlimited
    • Expectation of Random Variables and Functions of Random Variables Unlimited
    • Application Example12 Unlimited
    • Application Example13 Unlimited
    • Application Example14 Unlimited
    • Conditional Second Moment Analysis Unlimited
    • Application Example15 Unlimited
    • Application Example16 Unlimited
    • Selected Distribution Models: Normal, Lognormal, Extreme, Multivariate Normal Distributions Unlimited
    • Time-invariant Second-Moment Reliability Analysis and Time-Invariant Full-Distribution Reliability Analysis Unlimited
    • Application Example17 Unlimited
    • Point Estimation of Distribution Parameters: Methods of Moments and Maximum Likelihood, Bayesian Analysis Unlimited
    • Application Example18 Unlimited
    • Simple and Multiple Linear Regression Unlimited
    • Application Example19 Unlimited

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Instructor

Massachusetts Institute of Technology
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