Applied Probability and Statistics 2009

CIV 1504 Probability and Statistics for Civil Engineers
Fall 2009
Instructor

Bilal Farooq, bilal.farooq@utoronto.ca, SF 3001-M

Lectures

Tuesdays 12-3, GB 303

Office hours

Mondays 5-6 or by appointment (arranged by email)

Course description
The objective of this course is to introduce a wide range of statistical and probabilistic tools used
by civil engineers both in the professional practice and in research. After a crash review of basic
material (lecture 1), lecture 2 covers some theoretical principles of random variable interaction.
Statistical methods for designing experiments and analyzing data are discussed in lectures 3, 4,
and 5. The remaining lectures cover probabilistic techniques useful for decision making under
conditions of uncertainty, both to estimate parameters of models and in specific engineering

applications. Examples are drawn from all areas of Civil Engineering – construction
management, environmental, geotechnical, materials, structural, and transportation.
Topics covered
1. Introduction: Review of Probability and Statistics
2. Functions of Random Variables
3. Confidence Intervals and Hypothesis Testing
4. Analysis of Variance and Design of Experiments
5. Monte Carlo Simulation
6. Estimation methods (Method of Moments, Maximum Likelihood, Bayesian Methods)
7. Regression Analysis
8. Other applications: Order Statistics and Probability of Extremes, Reliability and Risk
Assessment, Time Series Analysis, and Bayesian Networks
Prerequisite
Undergraduate engineering course in probability and statistics (or equivalent)
Course Webpage
https://portal.utoronto.ca/webapps/portal/frameset.jsp

Grading
Mid-term exam (TBA)
Open book, no programmable calculators

20%

Final Exam (TBA)
Open book, no programmable calculators

30%

Project
Proposal, presentation, & report

30%

Assignments
Six assignments, submissions of all assignments
are compulsory (The least score will be dropped)

20%

Text Books

There is no specific textbook for the course. A list of recommended books is:
1.
2.
3.
4.
5.
6.
7.
8.

Applied Statistics and Probability for Engineers, Douglas Montgomery
Probability and Statistics for Engineers and Scientists, Walpole, Myers and Myers
Probability and Statistics in Engineering, Hines, Montgomery, Goldsman, and Borror
Applied Regression Analysis, Draper and Smith
Probability and Statistics for Engineers, Little
Statistics: With a View Towards Application, Leo Breman
Modern Engineering Statistics, Thomas P. Ryan
Discrete-Event System Simulation, Banks, Carson, Nelson, and Nicol

Lecture Schedule

Week Date
1
Sept 15
2
3
4

Sept 22
Sept 29
Oct 06

5

Oct 13

6
7
8
9
10

11
12
13
14

Oct 20
Oct 27
Nov 03
Nov 10
Nov 17
Nov 24
Dec 01
Dec 08
TBA

Lecture Content
Introduction: Review of Probability and
Statistics
Functions of Random Variables
Confidence Intervals and Hypothesis Testing

Analysis of Variance and Design of
Experiments I
Analysis of Variance and Design of
Experiments II
Mid term
Monte Carlo Simulation
Regression Analysis I
Regression Analysis II
Estimation methods I
Estimation methods II
Other applications I
Other applications II
Project Presentation

Assignment Schedule
Week
1
2
3
4

5
6
7
8
9
10
11
12
13
14

Date
Sept 15
Sept 22
Sept 29
Oct 06
Oct 13
Oct 20
Oct 27
Nov 03

Nov 10
Nov 17
Nov 24
Dec 01
Dec 08
Dec 15

Assignment Hand On
1
2
3
4
5
6
-

Assignment Due
1
2
3

4
5
6
-

Project Schedule
Week
1
2
3
4
5
6
7
8
9
10
11
12
13

14

Date
Sept 15
Sept 22
Sept 29
Oct 06
Oct 13
Oct 20
Oct 27
Nov 03
Nov 10
Nov 17
Nov 24
Dec 01
Dec 08
TBA

Activity
Project hand on

Project proposal submission
Project proposal comments

Project Presentation