Ben-Gurion university of the Negev

Mechanical Engineering

Name of module: Statistical Methods in Engineering

Number of module: 362-1-3061

BGU credit: 3 pts

ECTS credit: do not know.

Module description:
A standard probability and statistics course.

Academic year: 2014-2015

Aims of the module:

Semester: Fall

Expose the student to basic notions from probability and statistics, their usage
and meaning through various example problems in science and engineering.

Hours of instructions: 3 lecture

hours per week, 2 tutorial
hours per week.

Objective of the module:

Cycle: first.

To get the student acquainted with the basic method of probability. We begin with
an introduction to the concept of probability and its various interpretations. Its
mathematical foundations are demonstrated in some seemingly counter-intuitive
examples. We go through the axiomatic definition of probability space to the useful
concept of a random variable. From that points onward we focus on the statistics
of random variables, including distributions, density functions and joint statistics.
We also touch upon statistical inequalities, the law of large numbers and the central
limit theorem. The Monte-Carlo method is introduced and analyzed through examples.

Position: Obligatory.

Learning outcomes of the module:

Field of education: Mechanical

engineering.

1. Translate a problem into the language of probability.

2. Use the axioms to answer probabilistic questions.
3. Use random variables effectively to tackle probabilistic problems.
4. Comprehend with the concept of probability distribution and density function.
5. Use statistical methods for estimating unknown and uncertain quantities.

Location of instruction: Marcus

campus BGU.
Language of instruction:
Hebrew

General prerequisites:
Algebra, Calculus.
Grading scale: 0 - 100
(0 lowest). Passing grade
is 56.
Lecturer: Dr. Avishy Carmi.
Contact details: Room 312,
Building #55.
Phone: 08-6477084.
Email: avcarmi@bgu.ac.il
Office hours: Thursday, 12:00
to 14:00.

Module evaluation:
Regular BGU evluation process.
At the end of the semester the
students will evaluate the
module, in order to draw
conclusions, and for the
university internal needs.
Last update: 2 Dec 2014

Attendance regulation: None.

Teaching arrangement and method of instruction: There are 3 lecture hours and 2 tutorial
per week. There are total of 13 lectures. There are optional homework assignment on the
course website in Moodle.
Assessment:
The final mark is composed of the following components:
1. Midterm work which will form 40% of the final grade (Magen).
2. Final exam which will form 60% of the final grade.

Work and assignment:

There is a midterm work (40% Magen) and optional homework assignments on the course
website in Moodle.
Time requirement for individual work: no such requirement.
Module content\Schedule outline:
The following topics are covered.
1. Axioms of probability: introduction to set theory, set operations, probability space,
conditional probability, total probability, Bayes theorem, statistical independence. (4 hr)
2. Repeated trials: combined experiments, independent experiments, Bernoulli trials. (4 hr)
3. Random variables: introduction to the concept of a random variable, distribution and
density function, continuous, discrete and mixed random variables. (4 hr)
4. Example distributions, conditional distributions. Function of one random variable. (4 hr)
5. Statistics of random variables: mean and variance. Inequalities: Tchebysheff and
Markov. (4 hr)
6. Two random variables: joint statistics and examples. (3 hr)
7. Series of random variables: convergence theorems, law of large numbers, central
limit theorem. (4 hr)
8. Monte-Carlo integration. (3 hr)
9. Statistical estimation methods. Least squares, Maximum likelihood, Hypothesis testing. (5 hr)
10. Stochastic systems, random processes, basic filtering. (4 hr)
Required reading: None.
Additional literature:
A. Papoulis, Probability, Random Variables, and Stochastic Processes. (3rd edition onward),
McGraw-Hill