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工程概率与统计学

1.151 Probability and Statistics in Engineering
课程网址: http://ocw.mit.edu/courses/civil-and-environmental-engineering/1-...  
主讲教师: Prof. Daniele Veneziano
开课单位: 麻省理工学院
开课时间: 2005-01-01
课程语种: 英语
中文简介:
本课程涵盖工程应用中不确定性和风险的定量分析。包括概率基础、随机过程、统计和决策分析,以及随机变量和向量、不确定性传播、条件分布和二阶矩分析。介绍了系统的可靠性。其他主题包括贝叶斯分析和基于风险的决策、分布参数估计、假设检验、简单和多线性回归以及泊松和马尔可夫过程。重点放在工程问题的实际应用上。
课程简介: 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.
关 键 词: 概率统计; 随机变量; 条件分布; 二阶矩分析; 定量分析
课程来源: 麻省理工学院公开课
最后编审: 2024-06-02:chenjy
阅读次数: 64