GEN 5800 - Probabilistic and Statistical Methods in Engineering

Credits: 4

This course is an introduction to probability, reliability, statistics, and their applications in planning, analysis and design of engineering systems. Main topics covered will include exploratory data analysis, discrete and continuous random variables, the central limit theorem, stochastic simulation, point and interval estimation, hypothesis testing, multiple regression, model building, extreme value distributions, analysis of uncertainty and error propagation, and an introduction to Bayesian statistics. Examples from engineering applications such as inventory management, manufacturing, quality control, finance, design, and natural hazards will be presented.