Probability and Statistics in Engineering

Calendar

WEEK #	TOPICS	KEY DATES
Part 1: Introduction to Probability
1	Events and their Probability, Elementary Operations with Events, Total Probability Theorem, Independence, Bayes’ Theorem
2-3	Random Variables and Vectors, Discrete and Continuous Probability Distributions
4	Functions of Random Variables and Derived Distributions
5-6	Expectation of Random Variables and Functions of Random Variables Moments of Variables and Vectors
7	Conditional Second Moment Analysis
8	Selected Distribution Models: Normal, Lognormal, Extreme, Multivariate Normal Distributions	Quiz on part 1 (1.5 hours, in class, open books and notes)
Part 2: Introduction to System Reliability
9	Time-invariant Second-Moment Reliability Analysis and Time-Invariant Full-Distribution Reliability Analysis
Part 3: Introduction to Statistics
10	Point Estimation of Distribution Parameters: Methods of Moments and Maximum Likelihood, Bayesian Analysis
11	Simple and Multiple Linear Regression	Quiz on parts 2 and 3 (1.5 hours, in class, open books and notes)