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This class covers quantitative analysis of uncertainty and risk for engineering applications.
0
2
English
English [CC]
FREE
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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
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- Events and their Probability Unlimited
- Random Variables and Vectors, Discrete and Continuous Probability Distributions Unlimited
- Functions of Random Variables and Derived Distributions Unlimited
- Expectation of Random Variables and Functions of Random Variables Unlimited
- Conditional Second Moment Analysis Unlimited
- Selected Distribution Models: Normal, Lognormal, Extreme, Multivariate Normal Distributions Unlimited
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- Time-invariant Second-Moment Reliability Analysis and Time-Invariant Full-Distribution Reliability Analysis Unlimited
- Point Estimation of Distribution Parameters: Methods of Moments and Maximum Likelihood, Bayesian Analysis Unlimited
- Simple and Multiple Linear Regression Unlimited
Instructor
Massachusetts Institute of Technology
5
5
1
1916
1520
