Probability Methods in Civil Engineering

Indian Institute of Technology Kharagpur

Concept of probability and statistics is very important to solve various civil engineering problems. In this video course, basic probability concept and different probabilistic models will be discussed to educate the audience about the vital role of such methods in civil engineering.

Concept and definition of random variables and different functions of random variables will be covered in the initial part of the course. Both univariate and multivariate functions will be discussed.

Concept of joint, marginal and conditional probability distributions, moments, expectations, correlation will also be discussed. Afterwards, focus is given to commonly used probability distribution functions in civil engineering.

Both discrete (binomial distribution, poissonâ€™s distribution) and continuous distribution functions (normal, lognormal, exponential distribution, gamma distribution) will be discussed.

Concept of central limit theorem will also be also introduced. The course will be ended with the discussion of statistics and sampling.

In this part, goodness of fit tests, regression and correlation analyses, estimation of distribution parameters from statistics, hypothesis testing and their significance and Bayesian updating of distributions will be discussed.

Each topic is discussed with reference to different application problems and their solutions. The course is mainly designed for the post graduate students. However, general concept and basic applications may be helpful to under graduate students also.

• Mod-01 Lec-01 Introduction - Role of Probability in Civil Engineering
Dr. Rajib Maity
• Mod-01 Lec-02 Random Events and Probability Concept
Dr. Rajib Maity
• Mod-01 Lec-03 Set Theory and Set Operations
Dr. Rajib Maity
• Mod-01 Lec-04 Axioms of Probability
Dr. Rajib Maity
• Mod-01 Lec-05 Probability of Events
Dr. Rajib Maity
• Mod-01 Lec-06 Concept and Defination of Random Variables
Dr. Rajib Maity
• Mod-01 Lec-07 Probability Distribution of Random Variables
Dr. Rajib Maity
• Mod-01 Lec-08 CDF and Descriptors of Random Variables
Dr. Rajib Maity
• Mod-01 Lec-09 Further Descriptors of Random Variables
Dr. Rajib Maity
• Mod-01 Lec-10 Discrete Probability Distribution
Dr. Rajib Maity
• Mod-01 Lec-11 Probability Distribution of Continuous RVs
Dr. Rajib Maity
• Mod-01 Lec-12 Probability Distribution of Continuous RVs (Contd...1)
Dr. Rajib Maity
• Mod-01 Lec-13 Probability Distribution of Continuous RVs (Contd...2)
Dr. Rajib Maity
• Mod-01 Lec-14 Functions of Single Random Variables
Dr. Rajib Maity
• Mod-01 Lec-15 Functions of Random Variables - Different Methods
Dr. Rajib Maity
• Mod-01 Lec-16 Functions of Random Variables - Different Methods (Contd.)
Dr. Rajib Maity
• Mod-01 Lec-17 Expectation and Moments of Functions of RV
Dr. Rajib Maity
• Mod-01 Lec-18 Expectation and Moments of Functions of RV (Contd.)
Dr. Rajib Maity
• Mod-01 Lec-19 Joint Probability Distribution
Dr. Rajib Maity
• Mod-01 Lec-20 Marginal Probability Distribution
Dr. Rajib Maity
• Mod-01 Lec-21 Conditional Probability Distribution
Dr. Rajib Maity
• Mod-01 Lec-22 Conditional Probability Distribution (Contd.)
Dr. Rajib Maity
• Mod-01 Lec-23 Properties of Multiple Random Variables
Dr. Rajib Maity
• Mod-01 Lec-24 Properties of Multiple Random Variables (Contd.)
Dr. Rajib Maity
• Mod-01 Lec-25 MGF of Multivariate RVs and Multivariate Probability Distributions
Dr. Rajib Maity
• Mod-01 Lec-26 Multivariate Distribution and Functions of Multiple Random Variables
Dr. Rajib Maity
• Mod-01 Lec-27 Functions of Multiple Random Variables (Contd...1)
Dr. Rajib Maity
• Mod-01 Lec-28 Functions of Multiple Random Variables (Contd...2)
Dr. Rajib Maity
• Mod-01 Lec-29 Introduction to Copulas
Dr. Rajib Maity
• Mod-01 Lec-30 Introduction to Copulas (Contd.)
Dr. Rajib Maity
• Mod-01 Lec-31 Probability Models using Normal Distribution
Dr. Rajib Maity
• Mod-01 Lec-32 Probability Models using Log Normal and Exponential Distribution
Dr. Rajib Maity
• Mod-01 Lec-33 Probability Models using Gamma and Extreme Value Distribution
Dr. Rajib Maity
• Mod-01 Lec-34 Probability Models using Discrete Probability Distributions
Dr. Rajib Maity
• Mod-01 Lec-35 Sampling Distribution and Parameter Estimation
Dr. Rajib Maity
• Mod-01 Lec-36 Sampling Distribution and Parameter Estimation (Contd.)
Dr. Rajib Maity
• Mod-01 Lec-37 Hypothesis Testing
Dr. Rajib Maity
• Mod-01 Lec-38 Goodness - of - fit tests
Dr. Rajib Maity
• Mod-01 Lec-39 Regression Analyses and Correlation
Dr. Rajib Maity
• Mod-01 Lec-40 Regression Analyses and Correlation (Contd.)
Dr. Rajib Maity