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Last updated:

July 25, 2022


Unlimited Duration


This course includes:

Unlimited Duration

Badge on Completion

Certificate of completion

Unlimited Duration


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

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 Curriculum

    • 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

About the instructor

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Instructor Rating







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Massachusetts Institute of Technology