CE 202 Intro. to Probability & Statistics for Civil Engineers

Week	Topics	Reading Assignments	Suggested Problems	Objectives
1	Introduction, basic definitions, data reduction, descriptive statistics, measures of central tendency and dispersion,	Ch. 1	CH1-SELF-TEST PROBLEMS	Introduction to data analysis. Drawing histograms. Calculating the mean and variance.
2	Sets, events and axioms of probability QUIZ-COMBINATORIAL ETC.S	Ch. .2	Homework I (handout)	Set theory and notation. Describing a statistical experiment. Constructing the sample space. Defining events. Mathematical axioms of probability theory.
3	Conditional Probability and Independence QUIZ 1	Ch. 3	Homework II (handout)	Conditional probability. Theorem of total probability. Bayes' formula. Independence.
4	Random Variables QUIZ 2	Sections 4.1-4.3, 4.5, 4.6,4.7	Homework III (handout)	Definition of a random variable. Assigning probabilities. Discrete random variables. Expected value and variance. Bernoulli random variable and the binomial distribution. Poisson distribution.
5	Random variables QUIZ 3	Sections 4.8, 4.9, 5.1-5.4	Homework IV (handout)	Geometric, negative binomial, and hypergeometric random variables. Cumulative distribution function. Describing continuous random variables. The uniform random variable. Normal random variables. Normal distribution as an approximation to the binomial distribution.
6	Random variables QUIZ 4	Sections 5.5, 9.1, 5.6	Homework V (handout)	The exponential random variable. Poisson process. Other continuous distributions.
7	Functions of Random Variables EXAM 1	Sections 4.4, 5.7	Homework VI (handout)	Expectation and variance of a function of a random variable. Distribution of a function of a random variable.
8	Jointly Distributed Random Variables QUIZ 5	Sections 6.1-6.5	Homework VII (handout)	Joint distribution functions. Independent random variables and their sums. Discreet and continuous conditional distributions.
9	Properties of Expectation, Limit Theorems	Sections 7.1-7.6, 8.1-8.4	Homework VIII (handout)	Covariance and correlation. Conditional expectation. Moment generating functions. Chebyshev's inequality. Weak law of large numbers. Central Limit Theorem. Strong law of large numbers.
10	SPRING BREAK
11	Linear Regression and Parameter Estimation QUIZ 6	Handout II	Homework IX (handout)	Curve fitting. Least squares. Linear regression. Confidence intervals.
12	Reliability Theory EXAM 2	Handout III	Homework X (handout)	Reliability. Failure rate. Hazard rate. Mean time to failure. Hazard rate models.
13	Simulation	Ch.10	Homework XI (handout)	General techniques for simulating continuous and discrete random variables
14	Order Statistics and Extreme Value Distributions	Handout IV	Homework XII (handout)	Order statistics. Statistics of extremes. Pdf of extremes. Asymptotic distributions. Classification and properties of asynmptotic forms. The hazard function

CE 202 Intro. to Probability & Statistics for Civil Engineers
Spring 2004

Instructor		Name	Osman Börekçi	Hilmi Lus
		Office	M 3145	M 3175
		Office Hours	M 8 W 8	T 5 W 5
		Tel.	(212) 359 6447	(212) 359 6594
		e-mail	borekci@boun.edu.tr	hilmilus@boun.edu.tr
		home page		http://www.ce.boun.edu.tr/eng/people/faculty/lus/

Teaching Assistants
			Cenk Güngör	gungorce@boun.edu.tr
			Serkan Sagiroglu	serkansagiroglu2000@yahoo.com


Course Data		Hours	T 3 WW 67
		Location	M 2180/2181

Course Description			(2002 Catalog)
CE202 Intro. to Probability & Statistics for Civil Engineers				(3+0+0)3
Descriptive statistics. Sets, events, and probability. Random variables, discrete and continuous distributions. Mathematical expectation and correlation analysis. Discrete probability distributions, Poisson process. Continuous probability distributions. Introduction to reliability theory and failure. Functions of random variables. Introduction to estimation theory. Simple and multiple regression, least squares. Statistics of extreme events. Testing of hypothesis. Civil engineering applications.

Couse Objectives
This course is designed to serve the following objectives:
(a) To motivate the students for use of probabilistic models in engineering analysis and design (b) To equip the students with the basics of probability theory (c) To introduce commonly used probabilistic models and their applications (d) To present basic data analysis concepts and tools

Text Book
Sheldon Ross, *"A First Course in Probability"* , 6 th edition (international), Prentice Hall, 2002.

Reference Books
Ang, A.H-S., and Tang, W.H., " *Probability Concepts in Engineering Planning and Design: Vol. 1* ", John Wiley & Sons, 1975. TA30.A5 .
Ross, S.M., " *Introduction to Probability and Statistics for Engineers and Scientists* ", Wiley, 1987.TA340.R67 .
Feller, W., " *An Introduction to Probability Theory and Its Applications* ", Wiley, 1950, 1971. QA273.F3712 .
Walpole, R.E., Myers, R.H., Myers, S.L., and Ye, K., " *Probability and Statistics for Engineers and Scientists* ", Prentice Hall. TA340.W35 .

Computer Usage
Students are encouraged, but not required, to use software for data analysis and stochastic simulations.

Class Policies
Quiz		10%	(at least 6 quizzes will be given)
Midterm		50%	(at least 2 midterms)
Final		340%

Contribution of the Course to Program Objectives
This course is intended to contribute to the following program outcomes:
	(a)	An ability to apply knowledge of mathematics, science and engineering
	(e)	An ability to identify, formulate and solve engineering problems
	(k)	An ability to use the techniques, skills and modern engineering tools necessary for engineering practice

Course Assessment
Course will be assessed on the basis of the accomplishments regarding the course objectives and the contributions to the program outcomes. The evaluation will consist mainly of the responses from the students, who will provide their comments to various course related questions in the final week of the semester.