Bridge failure at Schoharie Creek, New York, caused by excessive rains and structural failure, two topics addressed by probability. (Image courtesy of the Federal Highway Administration.)
Instructor(s)
Prof. Daniele Veneziano
MIT Course Number
1.151
As Taught In
Spring 2005
Level
Graduate
Course Description
Course Features
Course Description
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.