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Statistics and Probability Theory 2007
Summer term 2007
Prof. Dr. Michael H. Faber
Updated versions:
Presentations Exercise Tutorials
Example F.3 -script (Excel file)
Video stream
Organisation of the lecture
- Tuesday Lecture: 8-10 HIL E1
- Thursday Exercise: 8-10 HPH G 3, HCI H 2.1, HCI D 8 , HCI D 2
Exceptions
- 22.03.07 Lecture
- 27.03.07 Exercise
- 03.05.07 Assessment
- 07.06.07 Lecture
- 12.06.07 Exercise
- 14.06.07 Assessment
Agenda of the lecture
Script
Lecture Notes (download)
Exercice Tutorials
Exercises (download)
Exercises_Solutions (download)
Groups List (download)
Exams
Twice a year, in Spring and Autumn, you can take the exam.
Assessments SS07
Assessment_1_with complete solution
Assessment 2 with complete solution
General Information
Assistant
| Name | Telephone | Office | Office Hours during the summer | Exercise Location |
|
|
|
Vasiliki Malioka |
malioka@ibk.baug.ethz.ch | 044 633 31 26 | HIL E 23.1 | Contact per email | please check "Groups List" | |
|
Kazuyoshi Nishijima |
nishijima@ibk.baug.ethz.ch | 044 633 43 16 | HIL E 22.3 | Contact per email | please check "Groups List" | |
| Eva Sabiote | sabiote@ibk.baug.ethz.ch | 044 633 71 28 | HIL E 22.2 | Contact per email | please check "Groups List" | |
| Matthias Schubert | schubert@ibk.baug.ethz.ch | 044 633 61 09 | HIL E 22.3 | Contact per email | please check "Groups List" |
| Week | Date |
|
Subject | Module | Presentations | Tutorials |
| 1 |
20.03.07
|
Introduction to the Course Presentation of typical engineering decision problems involving statistics and probability in the field of civil, surveying and environmental engineering. |
A | Lecture_1 | ||
| 22.03.07 | (HPH G 3) |
Basic Probability Theory Interpretations of Probability, Sample Space and Events, Axioms of Probability, Conditional Probability and the Bayes' rule |
B | Lecture 2 | ||
| 2 | 27.03.07 | (check "Groups List") |
Exercise tutorial 1
|
Tutorial 1 | ||
| 29.03.07 | Exercise tutorial 2 | Tutorial 2 | ||||
| 3 | 03.04.07 |
Descriptive Statistics
Numerical summaries, Central measures, Dispersion measures, Measures of correlation, Graphical representations (Histograms, Q-Q plots etc.) |
C | Lecture 3 | ||
| 05.04.07 | Exercise tutorial 3 | Tutorial 3 | ||||
| 4 | 10.04.07 |
|
Uncertainty Modelling
Uncertainties in engineering problems, Random Variables, Probability distributions, Moments of random variables, Expectation operator |
D | Lecture 4 | |
| 12.04.07 | Exercise tutorial 4 | Tutorial 4 | ||||
| 5 | 17.04.07 |
|
Uncertainty Modelling
Properties of the expectation operator, Random vectors and joint moments, Sum of random variables, Functions of random variables |
D | Lecture 5 | |
| 19.04.07 | Exercise tutorial 5 | Tutorial 5 | ||||
| 6 | 24.04.07 |
|
Uncertainty Modelling
Probability functions, The central limit theorem, The Normal distribution, The Lognormal distribution, Stochastic processes, Random sequences, Bernoulli trials |
D |
Lecture 6 |
|
| 26.04.07 | Exercise tutorial 6 | Tutorial 6 | ||||
| 7 | 03.05.07 | (HCI G 7) | First Assessment | |||
| 8 | 08.05.07 |
|
Result classroom assessment Uncertainty Modelling Poisson counting process, Continuous random processes, Stationarity and ergodicity |
D | Lecture 7 | |
| 10.05.07 | Exercise tutorial 7 | Tutorial 7 | ||||
| 9 | 15.05.07 |
Uncertainty Modelling
Extreme values, Gumbel distribution, Frechet distribution, Weibull distribution |
D |
Lecture 8 |
||
| 10 | 22.05.07 |
Estimation and Model Building
Chi-square distribution, Chi-distribution, t-distribution, F-distribution |
E |
Lecture 9 |
||
| 24.05.07 | Exercise tutorial 8 | Tutorial 8 | ||||
| 11 | 29.05.07 |
Estimation and Model Building
Testing for statistical significance, Hypothesis testing, Selection of probability distributions, Model selection using probability paper |
E |
Lecture 10 |
||
| 31.05.07 |
|
Exercise tutorial 9 | Tutorial 9 | |||
| 12 | 05.06.07 |
Estimation and Model Building
Estimation of distribution parameters, Methods of moments, Maximum likelihood method. |
E | Lecture 11 | ||
| 12 | 07.06.07 | (HPH G 3) |
Estimation and Model Building
Model evaluation by statistical testing, Chi-square goodness of fit test, Kolmogorov- Smirnov goodness of fit test, Model comparison |
F | Lecture 12 | |
| 13 | 12.06.07 |
|
Exercise tutorial 10 | Tutorial 10 | ||
| 13 | 14.06.07 | (HCI G 7) | Second Assessment | |||
| 14 | 19.06.07 |
|
Methods of Structural Reliability
Failure events, Limit state functions (Linear and non-linear), Simulation methods |
G |
Lecture 13 Card Exercises Lecture 13 |
|
14 |
20.06.07 |
HIL E 4,8-10 |
EXTRA LECTUREBayesian Decision Analysis Decision/event trees, Expected values, Decisions subject to uncertainty, Prior, posterior and pre-posterior analysis |
G |
Lecture extra |
|
| 14 | 21.06.07 |
|
Exercise tutorial 11 | Tutorial 11 |
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