CIV509

Course Description

A course that covers advanced topics in probability and provides an introduction to Bayesian statistical decision theory and stochastic processes. Topics include: The role of uncertainty in engineering projects. Introduction to sample spaces and events; random variables; axioms of probabilities; simple probabilities of events. Probability of union and intersection; conditional probability; combinatorics: Counting methods; applications to engineering problems. Total probability theorem; Bayes theorem; engineering applications. Random variables and distributions: discrete and continuous probability functions(PMF); cumulative distribution function (CDF); histogram and probability distribution models. Jointly distributed random variables; joint PMF; marginal PMF; conditional PMF. Moments and expectation; engineering applications; common probabilistic models: Bernoulli and Binomial distributions; Poisson distribution. Geometric and negative binomial distribution; Time between events: expone

Course Details