Virtually every engineer and scientist must be able to collect, analyze, interpret, and properly use vast arrays of data. This means acquiring a solid foundation in the methods of data analysis and synthesis. Understanding the theoretical aspects is important, but learning to properly apply the theory to real-world problems is essential.
The goal of this popular and proven book is to introduce the fundamentals of probability, statistics, reliability, and risk methods to engineers and scientists for the purpose of data and uncertainty analysis and modeling in support of decision-making.
The primary objectives to the author’s approach include: (1) introducing probability, statistics, reliability, and risk methods to students and practicing professionals in engineering and the sciences; (2) emphasizing the practical use of these methods; and (3) establishing the limitations, advantages, and disadvantages of the methods. The book was developed with an emphasis on solving real-world technological problems that engineers and scientists are asked to solve as part of their professional responsibilities.
Upon graduation, engineers and scientists must have a solid academic foundation in methods of data analysis and synthesis, as the analysis and synthesis of complex systems are common tasks that confront even entry-level professionals.
The underlying theory, especially the assumptions central to the methods, is presented, but then the proper application of the theory is presented through realistic examples, often using actual data. Every attempt is made to show that methods of data analysis are not independent of each other. Instead, we show that real-world problem-solving often involves applying many of the methods presented in different chapters.
Probability, Statistics, and Reliability for Engineers and Scientists, here in its fourth edition, is a very popular textbook. Ultimately, readers will find its content of great value in problem-solving and decision-making, particularly in practical applications.
IntroductionIntroduction Knowledge, Information, and Opinions Ignorance and Uncertainty Aleatory and Epistemic Uncertainties in System Abstraction Characterizing and Modeling Uncertainty Simulation for Uncertainty Analysis and Propagation Simulation Projects Data Description and Treatment Introduction Classification of Data Graphical Description of Data Histograms and Frequency Diagrams Descriptive Measures Applications Analysis of Simulated Data Simulation Projects Fundamentals of Probability Introduction Sets, Sample Spaces, and Events Mathematics of Probability Random Variables and Their Probability Distributions Moments Application: Water Supply and Quality Simulation and Probability Distributions Simulation Projects Probability Distributions for Discrete Random Variables Introduction Bernoulli Distribution Binomial Distribution Geometric Distribution Poisson Distribution Negative Binomial and Pascal Probability Distributions Hypergeometric Probability Distribution Applications Simulation of Discrete Random Variables A Summary of Distributions Simulation Projects Probability Distributions for Continuous Random Variables Introduction Uniform Distribution Normal Distribution Lognormal Distribution Exponential Distribution Triangular Distribution Gamma Distribution Rayleigh Distribution Beta Distribution Statistical Probability Distributions Extreme Value Distributions Applications Simulation and Probability Distributions A Summary of Distributions Simulation Projects Multiple Random Variables Introduction Joint Random Variables and Their Probability Distributions Functions of Random Variables Modeling Aleatory and Epistemic Uncertainty Applications Multivariable Simulation Simulation Projects Simulation Introduction Monte Carlo Simulation Random Numbers Generation of Random Variables Generation of Selected Discrete Random Variables Generation of Selected Continuous Random Variables Applications Simulation Projects Fundamentals of Statistical Analysis Introduction Properties of Estimators Method-of-Moments Estimation Maximum Likelihood Estimation Sampling Distributions Univariate Frequency Analysis Applications Simulation Projects Hypothesis Testing Introduction General Procedure Hypothesis Tests of Means Hypothesis Tests of Variances Tests of Distributions Applications Simulation of Hypothesis Test Assumptions Simulation Projects Analysis of Variance Introduction Test of Population Means Multiple Comparisons in the ANOVA Test Test of Population Variances Randomized Block Design Two-Way ANOVA Experimental Design Applications Simulation Projects Confidence Intervals and Sample-Size Determination Introduction General Procedure Confidence Intervals on Sample Statistics Sample Size Determination Relationship between Decision Parameters and Types I and II Errors Quality Control Applications Simulation Projects Regression Analysis Introduction Correlation Analysis Introduction to Regression Principle of Least Squares Reliability of the Regression Equation Reliability of Point Estimates of the Regression Coefficients Confidence Intervals of the Regression Equation Correlation versus Regression Applications of Bivariate Regression Analysis Simulation and Prediction Models Simulation Projects Multiple and Nonlinear Regression Analysis Introduction Correlation Analysis Multiple Regression Analysis Polynomial Regression Analysis Regression Analysis of Power Models Applications Simulation in Curvilinear Modeling Simulation Projects Reliability Analysis of Components Introduction Time to Failure Reliability of Components First-Order Reliability Method Advanced Second-Moment Method Simulation Methods Reliability-Based Design Application: Structural reliability of a Pressure Vessel Simulation Projects Reliability and Risk Analysis of Systems Introduction Reliability of Systems Risk Analysis Risk-Based Decision Analysis Application: System Reliability of a Post-Tensioned Truss Simulation Projects Bayesian Methods Introduction Bayesian Probabilities Bayesian Estimation of Parameters Bayesian Statistics Applications Appendix A: Probability and Statistics Tables Appendix B: Taylor Series Expansion Appendix C: Data for Simulation Projects Appendix D: Semester Simulation Project Index Problems appear at the end of each chapter.
Bilal M. Ayyub is a professor of civil and environmental engineering and the director of the Center for Technology and Systems Management in the A. James Clark School of Engineering at the University of Maryland, where he has been since 1983. He is a leading authority in risk analysis, uncertainty modeling, decision analysis, and systems engineering. Dr. Ayyub earned degrees from Kuwait University and the Georgia Institute of Technology. He is a fellow of the ASCE, the ASME, and the SNAME, and a senior member of the IEEE. Dr. Ayyub has served on many national committees and investigation boards and completed numerous research and development projects for governmental and private entities, including the National Science Foundation; the U.S. Air Force, Coast Guard, Army Corps of Engineers, Navy, and Department of Homeland Security; and insurance and engineering firms. He has received multiple ASNE Jimmie Hamilton Awards for best papers in the Naval Engineers Journal, the ASCE Outstanding Research-Oriented Paper in the Journal of Water Resources Planning and Management, the ASCE Edmund Friedman Award, the ASCE Walter Huber Research Prize, the K.S. Fu Award of NAFIPS, and the Department of the Army Public Service Award. Dr. Ayyub is the author/co-author of more than 550 publications in journals, conference proceedings, and reports, as well as 20 books, including Uncertainty Modeling and Analysis for Engineers and Scientists; Risk Analysis in Engineering and Economics; Elicitation of Expert Opinions for Uncertainty and Risks; Probability, Statistics and Reliability for Engineers and Scientists, Second Edition; and Numerical Methods for Engineers. Richard H. McCuen is the Ben Dyer Professor of civil and environmental engineering at the University of Maryland. Dr. McCuen earned degrees from Carnegie Mellon University and the Georgia Institute of Technology. His primary research interests are statistical hydrology and stormwater management. He has received the Icko Iben Award from the American Water Resource Association and was co-recipient of the Outstanding Research Award from the ASCE Water Resources, Planning and Management Division. He is the author/co-author of over 250 professional papers and 21 books, including Fundamentals of Civil Engineering: An Introduction to the ASCE Body of Knowledge; Modeling Hydrologic Change; Hydrologic Analysis and Design, Third Edition; The Elements of Academic Research; Estimating Debris Volumes for Flood Control; and Dynamic Communication for Engineers.
