Nptel: Probability Methods in Civil Engineering - Video Course
Nptel: Probability Methods in Civil Engineering - Video Course
Nptel: Probability Methods in Civil Engineering - Video Course
NPTEL
http://nptel.iitm.ac.in
Civil Engineering
Pre-requisites: Basic knowledge of Mathematics. Coordinators: Dr. Rajib Maity Department of Civil EngineeringIIT Kharagpur
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Random Events: Definition of basic random events; Application of set theory in definition of composite event operations; Probability of events and definition of probability axioms; Solution of real life examples from civil engineering.
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Random Variables: Definition of random variables - discrete and continuous;Probability definitions - PMF,
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Functions of Random Variables: Definition of probability distributions of functions of single random variables - exact methods and approximate methods; Moments and expectations of functions direct and indirect methods.
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Multiple Random Variables: Definition of joint, marginal, and conditional probability distributions; Definitions of moments and expectations, including the definition of correlation coefficient; Functions of multiple random variables.
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Common Probability Models: Discrete random variables - binomial distribution, Poissons distribution; Continuous random variables - exponential distribution, gamma distribution; Central limit theorem; Normal and lognormal distributions; Extremal distributions.
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Statistics and sampling: Goodness of fit tests; regression and correlation analyses; estimation of distribution parameters from statistics; Hypothesis testing and significance; Bayesian updating of distributions.
References: 1. Papoulis, A, and S. U. Pillai (2002), Probability, Random Variables and Stochastic Processes, McGraw-Hill, New York. 2. Richard A. Jonson and C. B. Gupta (2005), Miller and Freunds Probability and Statistics for Engineers, Pearson Education, Inc., United States. 3. West M. and J. Harrison (1997), Bayesian Forecasting and Dynamic Models, Springer-Verlag, New York.
A joint venture by IISc and IITs, funded by MHRD, Govt of India http://nptel.iitm.ac.in