CEE 203: Probability and Statistics in Civil Engineering

"The language of probability allows us to speak quantitatively about some situation which
may be highly variable, but which does have some consistent average behavior. Our most
precisedescriptionofnaturemustbeintermsofprobabilities."
RichardFeynman

Schedule and location: 9:00 am 10:50 am, Tuesday and Thursday
Thornton room 110

Instructor:
J ack Baker
Y2E2 Building, Room 283
650-725-2573
bakerjw@stanford.edu
Office hours: Tu, Th 1-3 or by appointment

Teaching Assistant:
Andy Seifried
Blume Center, Room 206
650-725-9064
andyseif@stanford.edu
Office hours: M, W 1-3

Course website
coursework.stanford.edu

Learning objectives
This course is designed to introduce graduate students to concepts and applications of
probability and statistics in civil engineering. The focus will be on applications and concepts,
with less emphasis on proofs and theory. By the end of this class, you will be able to:
Communicate using the language of probability and statistics
Choose appropriate probabilistic models for a given problem, using information
from observed data and knowledge of the physical system being studied
Use probability tools to perform civil engineering calculations
Identify topics where probability and statistics have been or should be applied in
civil engineering
Critically examine the work of others for valid use of probability and statistics

Textbook
The only required document for this course is a packet of notes available for $5 from Racquel
Hagen in Blume Center room 118. The following textbooks are on reserve at the engineering
library and might be useful as supplemental material.

Benjamin, J . R. and C. A. Cornell (1970). Probability, Statistics, and Decision for Civil
Engineers. New York, McGraw-Hill.
Ang, A. H. and Tang, W. H. (2007). Probability Concepts In Engineering: Emphasis
On Applications In Civil & Environmental Engineering, Wiley.
Ross, S. M. (2004). Introduction to Probability and Statistics for Engineers and
Scientists. Amsterdam, Elsevier Academic Press.
Evaluation
Grades will be computed using the following weighting scheme:

Homework 25%
Midterm: October 28
th
in class 35%
Final exam: December 9
th
, 12:15-3:15pm 40%

Homework assignments will typically consist of calculations that develop understanding of the
materials presented in class. Exams will be similar to the homework in content and format, so if
you can easily complete the homework assignments then you should be able to successfully
complete the exams. If you are not able to attend on either of the exam dates, please speak
with me immediately.

Prerequisites
This course is intended for graduate level Civil Engineering students with no previous
experience in probability or statistics. Engineering examples will be used throughout the class,
but no prior in-depth knowledge of the examples is necessary.

Homework policy
Homework assignments are to be submitted at the beginning of the lecture period on the
date due. Late homework will be penalized at a rate of 10% per day late. Homework
submitted after the solutions have been provided will not be accepted.
Some homework assignments will require computer calculations. It is suggested that
these computations be done using Matlab. Matlab is provided in the department
computer lab, and is available for purchase at the Stanford bookstore. Matlab will likely
be the easiest tool for performing these calculations, and is the software package that
will be supported by the instructor and teaching assistant. You are free to use other
computer programs if you prefer, as long as you clearly document your work.
Clearly explaining what you have done to solve a homework or exam problem is at least
as important as obtaining a correct numerical result. Computer or calculator
computations must be accompanied by appropriate documentation of how the
computation was carried out. This might involve writing a few sentences of explanation,
or attaching a printout of commented computer code. If you are uncertain about what to
include, contact Prof. Baker or the teaching assistant.

Honor code
It is expected that Stanfords Honor Code will be followed in all matters relating to this course.
You are encouraged to meet and exchange ideas with your classmates while studying and
working on homework assignments, but you are individually responsible for your own work
and for understanding the material. You are not permitted to copy or otherwise reference
another students homework or computer code. If you have any questions regarding this policy,
feel free to contact Prof. Baker.


Tentative Schedule

This schedule is provided as a rough guide to help you anticipate your workload. The schedule
of homework assignments may change slightly depending upon the pace of lectures, but the
exam dates will not change.

Date Topic
HW
assigned HW due
9/21 Introduction
9/23 Set theory 1
9/28 Random variables
9/30 J oint probability distributions 2 1
10/5 Expectations and moments
10/7 Empirical data 3 2
10/12 Binomial and related distributions
10/14 Poisson and related distributions 4 3
10/19 Normal distribution
10/21 Lognormal distribution 4
10/26 Extreme value distributions and other distributions
10/28 Midterm Midterm
11/2 Functions of random variables 5
11/4 Functions of random variables
11/9 Monte Carlo simulation 6 5
11/11 Parameter estimation
11/16 Model selection 6
11/18 Statistics and regression analysis 7
11/23 No class Thanksgiving
11/25 No class Thanksgiving
11/30 Example applications
12/2 Review 7
12/9 Final Exam, 12:15-3:15pm Final