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CE 463 Probabilistic and Statistical Methods in Civil Engineering (S2)

Indian Institute of Technology Bombay


Autumn 2016; M Th 2:00 3:25 PM, CE 209

Instructor:

Dr. Swagata Banerjee Basu


Room 115, Department of Civil Engineering
Phone: 022 2576 7317
Email: swagata@civil.iitb.ac.in
Office hours: Th 12:00 noon 1:00 PM and by appointments

Exams:

Midterm Exam and Final Exam

Homework:

No homework assignments will be given. However, some practice problems will


be identified from each topic. These practice problems will not be graded.

Quizzes:

Two quizzes are planned; Quiz 1 on Aug 18, Thursday, and Quiz 2 on Oct 13,
Thursday. Syllabus will be announced in the class a priori.

Make up
exam/quiz:

NO makeup exam/quiz will be arranged, except for the semester-end make up


exam
following
the
Institutes
policy
(refer
to
http://www1.iitb.ac.in/newacadhome/BTech2011-201211Jan.pdf ).

Grades:

Midterm Exam 30%


Final Exam 50%
Quiz 1 10%
Quiz 2 10%

Website:

Course related materials and announcements will be posted on MOODLE


(moodle.iitb.ac.in). It is your responsibility to check it regularly!

Attendance:

Students are expected to attend all classes in the semester. In case of students
missing classes, IITB class attendance rule will be followed.
Attendance in the class is compulsory and is monitored. The Institute expects
100% attendance. However, due to illhealth or other emergency situations,
absence up to 20% is considered on case to case basis on production of
documentary proof. A student not having 80% attendance may be debarred from
appearing in the semesterend examination and given a DX grade. Such a
student is required to reregister for the same course in subsequent semesters. The
attendance requirement is applicable to summer courses too.
http://www1.iitb.ac.in/academic/UGRuleBook201628April.pdf

CE 463 Probabilistic and Statistical Methods in Civil Engineering; Autumn 2016

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Academic Integrity:
This course will follow the Institutes policy on academic malpractices and punishments. Please
refer to http://www1.iitb.ac.in/newacadhome/rules.jsp for details.

Course Content:
Course topics are subjected to minor changes. Additional topics will be
discussed if time permits.

Introduction - Role of Probability and Statistics in Engineering, Set Theory, Axioms,


Conditional Probability, Bayes Rule

Introduction to Random Variables (RVs) - Discrete, Continuous

Probability Distributions - Mass Function, Density Function, Distribution Function

Commonly used Probability Distribution Functions, Distribution of Extremes

Multiple Random Variables - Joint Density Function, Marginal Density Function

Function of RV - Function of a RV, Monotonically Increasing and Decreasing Functions,


Function of Jointly Distributed RVs

Parameter Estimation - Method of Moments, Method of Maximum Likelihood, AIC, BIC

Hypothesis Testing - Order Statistics, Chi-Square test, K-S test

Linear Regression

Other Topics if time permits

References:

Probability Concepts in Engineering - Emphasis on Applications to Civil and


Environmental Engineering. Alfredo Ang and Wilson Tang, John Wiley & Sons,
New York, 2007.
Introduction to Probability Theory. P.G. Hoel, S.C. Port and C.J. Stone,
Universal Book Stall.
Probability, Random Variable and Stochastic Processes. A. Papoulis and S.U.
Pillai, McGraw-Hill, 2002.

CE 463 Probabilistic and Statistical Methods in Civil Engineering; Autumn 2016

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