CIV 1504 Probability and Statistics for Civil Engineers
Fall 2009
Instructor Bilal Farooq, [email protected], SF 3001-M
Lectures Tuesdays 12-3, GB 303
Office hours Mondays 5-6 or by appointment (arranged by email)
Course description
The objective of this course is to introduce a wide range of statistical and probabilistic tools used by civil engineers both in the professional practice and in research. After a crash review of basic material (lecture 1), lecture 2 covers some theoretical principles of random variable interaction. Statistical methods for designing experiments and analyzing data are discussed in lectures 3, 4, and 5. The remaining lectures cover probabilistic techniques useful for decision making under conditions of uncertainty, both to estimate parameters of models and in specific engineering applications. Examples are drawn from all areas of Civil Engineering – construction
management, environmental, geotechnical, materials, structural, and transportation.
Topics covered
1. Introduction: Review of Probability and Statistics 2. Functions of Random Variables
3. Confidence Intervals and Hypothesis Testing 4. Analysis of Variance and Design of Experiments 5. Monte Carlo Simulation
6. Estimation methods (Method of Moments, Maximum Likelihood, Bayesian Methods) 7. Regression Analysis
8. Other applications: Order Statistics and Probability of Extremes, Reliability and Risk Assessment, Time Series Analysis, and Bayesian Networks
Prerequisite
Undergraduate engineering course in probability and statistics (or equivalent)
Course Webpage
https://portal.utoronto.ca/webapps/portal/frameset.jsp
Grading
Mid-term exam (TBA) 20%
Open book, no programmable calculators
Final Exam (TBA) 30%
Project 30% Proposal, presentation, & report
Assignments 20%
Six assignments, submissions of all assignments are compulsory (The least score will be dropped)
Text Books
There is no specific textbook for the course. A list of recommended books is:
1. Applied Statistics and Probability for Engineers, Douglas Montgomery
2. Probability and Statistics for Engineers and Scientists, Walpole, Myers and Myers 3. Probability and Statistics in Engineering, Hines, Montgomery, Goldsman, and Borror 4. Applied Regression Analysis, Draper and Smith
5. Probability and Statistics for Engineers, Little
6. Statistics: With a View Towards Application, Leo Breman 7. Modern Engineering Statistics, Thomas P. Ryan
Lecture Schedule
Week Date Lecture Content
1 Sept 15 Introduction: Review of Probability and Statistics
2 Sept 22 Functions of Random Variables
3 Sept 29 Confidence Intervals and Hypothesis Testing 4 Oct 06 Analysis of Variance and Design of 14 TBA Project Presentation
Assignment Schedule
Week Date Assignment Hand On Assignment Due
Project Schedule
Week Date Activity
1 Sept 15 -
2 Sept 22 Project hand on 3 Sept 29
4 Oct 06 -
5 Oct 13 Project proposal submission 6 Oct 20 Project proposal comments 7 Oct 27
8 Nov 03
9 Nov 10
10 Nov 17 11 Nov 24 12 Dec 01 13 Dec 08
