CEE 203: Probability and Statistics in Civil Engineering

"The language of probability allows us to speak quantitatively about some situation which may be highly variable, but which does have some consistent average behavior. Our most precisedescriptionofnaturemustbeintermsofprobabilities." RichardFeynman Course information: 9:00 am 10:50 am, Tuesday and Thursday Thornton room 110 Teaching Assistant: Yoshi Yamamoto Blume Center, Room 206 650-725-9064 yama4423@stanford.edu Office hours: M, W 3-5

Instructor: Jack Baker Y2E2 Building, Room 283 650-725-2573 bakerjw@stanford.edu Office hours: Tu, Th 3-5 or by appointment

Course website coursework.stanford.edu Learning objectives This course is designed to introduce graduate students to concepts and applications of probability and statistics in civil engineering. The focus will be on applications and concepts, with less emphasis on proofs and theory. By the end of this class, you will be able to: Communicate using the language of probability and statistics Choose appropriate probabilistic models for a given problem, using information from observed data and knowledge of the physical system being studied Use probability tools to perform civil engineering calculations Identify topics where probability and statistics have been or should be applied in civil engineering Critically examine the work of others for valid use of probability and statistics Textbook There is no required textbook for this course. The following textbooks, which are on reserve at the library, cover the topics addressed in this course and may be useful as supplemental material. Benjamin, J. R. and C. A. Cornell (1970). Probability, Statistics, and Decision for Civil Engineers. New York, McGraw-Hill. Ang, A. H. and Tang, W. H. (2007). Probability Concepts In Engineering: Emphasis On Applications In Civil & Environmental Engineering, Wiley. Ross, S. M. (2004). Introduction to Probability and Statistics for Engineers and Scientists. Amsterdam, Elsevier Academic Press.

Evaluation You will be evaluated on your ability to explain the course concepts and perform calculations using the techniques presented. Grades will be computed using the following weighting scheme: Homework (calculations): Midterm: October 29th in class (tentative) Final exam: December 11th, 12:15-3:15pm 25% 35% 40%

Homework assignments will typically consist of calculations that develop understanding of the materials presented in class. Exams will be similar to the homework in content and format, so if you can easily complete the homework assignments then you should be able to successfully complete the exams. If you are not able to attend on either of the exam dates, please speak with me immediately. Prerequisites This course is intended for graduate level Civil Engineering students with no previous experience in probability or statistics. Engineering examples will be used throughout the class, but no prior in-depth knowledge of the examples is necessary. Homework policy Homework assignments are to be submitted at the beginning of the lecture period on the date due. Late homework and laboratory reports will be penalized at a rate of 10% per day late. Homework submitted after the solutions have been provided will not be accepted. Exceptions to this policy will be granted for those suffering from the flu. Please stay home from class, and dont worry about homework submissions, if you have symptoms of the flu. Some homework assignments will require simple computer calculations. It is suggested that these computations be done using Matlab. Matlab is provided in the department computer lab, and is available for purchase at the Stanford bookstore. Matlab will likely be the easiest tool for performing these calculations, and is the software package that will be supported by the instructor and teaching assistant. You are free to use another program such as Excel or C if you prefer, as long as you clearly document your work. Clearly explaining what you have done to solve a homework or exam problem is at least as important as obtaining a correct numerical result. Computer or calculator computations must be accompanied by appropriate documentation of how the computation was carried out. This might involve writing a few sentences of explanation, or attaching a printout of commented computer code. If you are uncertain about what to include, contact Prof. Baker or the teaching assistant. Honor code It is expected that Stanfords Honor code will be followed in all matters relating to this course. You are permitted to meet and exchange ideas with your classmates while studying and working on homework assignments, but you are individually responsible for your own work and for understanding the material. You are not permitted to copy or otherwise reference another students homework or computer code.

Tentative Schedule HW assigned 1 2 3 4 1 2 3 4 Midterm 5 6 7 5 6

Date 9/22 9/24 9/29 10/1 10/6 10/8 10/13 10/15 10/20 10/22 10/27 10/29 11/3 11/5 11/10 11/12 11/17 11/19 11/24 11/26 12/1 12/3 12/11

Topic Introduction Set theory Probability distributions Joint probability distributions Expectations and moments Empirical data Binomial and related distributions Poisson and related distributions Normal and lognormal distributions Extreme value distributions Example applications Midterm Functions of random variables Functions of random variables Monte Carlo simulation Parameter estimation Parameter estimation Statistics and regression analysis No class Thanksgiving No class Thanksgiving Model selection Review Final Exam: Wednesday, Dec. 11th, 12:15-3:15pm

HW due

7 Final