The readings listed below are from two textbooks:
D: Devore, Jay L. Probability and Statistics for Scientists and Engineers. Duxbury Press, 2000. ISBN: 0495557447.
E: Etter, D. Introduction to MATLAB® for Engineers and Scientists. Prentice-Hall, 1996. ISBN: 0135197031.
LEC/REC # | TOPICS | READINGS |
---|---|---|
L1 |
Course Introduction Course Logistics Repeated Trials, Virtual Experiments, Probability, Statistics |
D1.1 |
R1 |
Programming in MATLAB® Downloading Data, Accessing MATLAB®, MATLAB® Environment, Variables, Arrays, Scripts Plotting Data |
E2.1-2.6 |
L2 |
Descriptive Statistics Histograms, Percentiles, Mean, Median, Variance, etc. Characterizing Streamflow Data |
|
L3 |
Probability Experiments, Outcomes, Sample Spaces, Events, Probability, Axioms of Probability Methods for Assigning Probabilities |
D1.2-1.4 |
R2 |
MATLAB® Operations Internal MATLAB® Functions. Common MATLAB® Operations, Element-wise Computations, Loops Translating Equations to Programs |
E3.1-3.4 |
L4 |
Joint Probability, Independence, Repeated Trials Joint Probability, Independent Events, Repeated Trials |
D2.1-2.2 |
L5 |
Combinatorial Methods Counting Rules, Combinatorial Techniques for Evaluating Probabilities. Examples |
D2.3 |
R3 |
MATLAB® Tests and Loops Relational and Logical Operations, User-defined Functions, if Tests. Virtual Experiments |
E3.5-3.6 |
L6 |
Conditional Probability and Bayes Theorem Joint Probability, Conditional Probability, Prior & Posterior Probabilities, Bayes Theorem Engineering Applications |
D2.4-2.5 |
L7 |
Random Variables and Probability Distributions Definition of a Random Variable Cumulative Distribution Functions, Mass and Density Functions Using Distributions to Assign Probabilities |
|
R4 | Virtual Experiments | |
L8 |
Expectation, Functions of a Random Variable Expectation, Population Mean and Variance Defining and Functions of a Single Random Variable Solving Derived Distribution Problems with Stochastic Simulation |
D3.1-3.2, E4.1-4.2 |
L9 |
Risk Defining and Evaluating Risk Engineering Applications |
D3.3 |
R5 | Quiz Review | |
Quiz 1 | ||
L10 |
Some Common Probability Distributions Uniform, Exponential, Normal, and Lognormal Distributions Special Properties of Normal Random Variables Fitting Distributions to Data |
D3.4-3.6, D4.3-4.6 |
L11 |
Multivariate Probability Multiple Random Variables, Joint and Conditional Distributions, Independence, Covariance and Correlation Computing Conditional Probabilities in MATLAB® |
D5.1-5.2 |
L12 |
Functions of Many Random Variables Derived distributions for multivariate problems, moments of linear functions of several random variables. Central Limit Theorem |
|
R6 | Time Series and Central Limit Theorem | |
L13 |
Populations and Samples Populations, random samples. Sample statistics, moments of the sample mean and variance. |
D5.3-5.5 |
L14 |
Estimation Estimating Distributional Properties, Assessing Estimation Error Comparing Alternative Estimators |
D6.1-6.2 |
L15 |
Confidence Intervals Basic Concepts, Large Sample Confidence Intervals for the Population Mean Computing Large Sample Confidence Intervals |
D7.1-7.3 |
R7 | Review | |
L16 |
Testing Hypotheses about a Single Population Formulating Hypothesis Testing Problems, Definitions Large Sample Tests of Hypotheses about a Single Population Applications Using MATLAB® |
D8.1-8.5 |
L17 |
Testing Hypotheses about Two Populations Large Sample Tests of Hypotheses about Two Populations Controlled Experiments Applications Using MATLAB® |
D9.1-9.3 |
R8 | Quiz Review | |
Quiz 2 | ||
L18 |
Small Samples t, chi-squared and F statistics. Small sample confidence intervals and hypothesis tests. Applications using MATLAB®. |
|
L19-L20 |
Analysis of Variance (ANOVA) Testing the Significance of a Single Factor, the F Test |
|
Review of Quiz 2, ANOVA examples | ||
L21 |
Multifactor Analysis of Variance Extension of the Single-Factor Model, Significance Testing Applications on MATLAB® |
D11.1-11.4 |
Examples | ||
L22 |
Linear Regression Objectives and Assumptions of Linear Regression, Estimating Regression Coefficients, Normal Equations Some Typical Environmental Applications |
D12.1-12.2 |
R11 | Quiz Review | |
L23 |
Analyzing Regression Results Accuracy of Regression Estimates and Predictions, Prediction Confidence Intervals, Testing Significance Continuation of Environmental Examples |
D12.3-12.4 |
Quiz 3 | ||
Some Practical Applications |