Week # | Topics | Brief Notes | Application Examples | |
---|---|---|---|---|
Part 1: Introduction to Probability | ||||
1 | Events and their Probability, Elementary Operations with Events, Total Probability Theorem, Independence, Bayes' Theorem | 1 (PDF) | 1 (PDF) 2 (PDF) 3 (PDF) 4 (PDF) | |
2-3 | Random Variables and Vectors, Discrete and Continuous Probability Distributions | 2 (PDF) 3 (PDF) 4 (PDF) | 5 (PDF) 6 (PDF) 7 (PDF) 8 (PDF) | |
4 | Functions of Random Variables and Derived Distributions | 5 (PDF) | 9 (PDF) 10 (PDF) 11 (PDF) | |
5-6 | Expectation of Random Variables and Functions of Random Variables Moments of Variables and Vectors | 6 (PDF) | 12 (PDF) 13 (PDF) 14 (PDF) | |
7 | Conditional Second Moment Analysis | 7 (PDF) | 15 (PDF) 16 (PDF) | |
8 | Selected Distribution Models: Normal, Lognormal, Extreme, Multivariate Normal Distributions | 8 (PDF) | ||
Part 2: Introduction to System Reliability | ||||
9 | Time-invariant Second-moment Reliability Analysis and Time-invariant Full-distribution Reliability Analysis | 9 (PDF) | 17 (PDF) | |
Part 3: Introduction to Statistics | ||||
10 | Point Estimation of Distribution Parameters: Methods of Moments and Maximum Likelihood, Bayesian Analysis | 10 (PDF) | 18 (PDF) | |
11 | Simple and Multiple Linear Regression | 11 (PDF) | 19 (PDF) | |
12 | Final Exam |