Probability Methods in Civil Engineering

IIT Kharagpur Course , Prof. Rajib Maity

97 students enrolled

Overview

Contents:
Introduction : Role of Probability in Civil Engineering Problems; Examples.
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.
Random Variables : Definition of random variables - discrete and continuous;Probability definitions - PMF, PDF, CDF;Moments and expectations.

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.
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.

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.

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.

Lecture 25: Mod-01 Lec-25 MGF of Multivariate RVs and Multivariate Probability Distributions

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        Lecture Details

        Probability Methods in Civil Engineering by Prof. Rajib Maity, Department of Civil Engineering, IIT Kharagpur. For more details on NPTEL visit httpnptel.iitm.ac.in

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