PROBABILITY AND

STATISTICS

Phan Quang Thiện 1752510

Võ Đại Lộc 1752330
Nguyễn Quốc Dũng 1752147
Lê Hoàng Phúc 1752420
Bernoully Distribution

 The Bernoully Distribution is the simplest discrete distribution, consisting or

only two possibles outcomes; yes or no; one or two, etc.
 The first occurs with probability p and therefore the second occurs with
probability ( 1 – p =q ). This is modeled as
 P( X =1 ) = p
 P( X= 0 ) = q
 In traffic egineering, it represents any basic choice – to park or not to park; to
take this route or not to; to take auto or transit ( for one individual ).
Applications of Binomial distribution

 An experiment of exactly "n" trials. In the application presented here, "n" will
represent the number of components tested to failure.
 Each trial results in one of two possible outcomes; in this case, "fail-safe" or
"fail-unsafe".
 The probability of the event of interest remains constant from trial to trial.
 All trials are mutually independent. This is a reasonable assumption for the
testing of "n" identical, separate components.
Poisson Distribution

 Applications of probability and statistics to engineering problems have

increased markedly during the past decade.
 These techniques are particularly helpful in the study of vehicular traffic.
 A monograph published recently by the Eno Foundation presents applications
of the broad field of statistics to traffic problems.
 Some of the uses open to the traffic
engineer include:
 Analysis of arrival rates at a given point Studies of vehicle spacing (gaps)

 Determination of the probability of finding a vacant parking space

 Studies of certain accidents

 Design of left-turn pockets

The application of the Poisson
distribution
 Poisson law was introduced by Kinzer (1933) for the elaboration of certain
aerial surveys on traffic, previously carried out by Johnson (1928).

 Afterwards, it was applied by Adams (1936) for further numerical

exemplifications and by Greenshields, Shapiro and Ericksen (1947) in a work
on intersections.

 Finally, certain realistic models of vehicular flows leading to Poisson arrivals

are described in Breiman’s (1962, 1963) and Weiss and Herman’s (1962)
researches.
The form of the Poisson distribution is given
by equation

 Where P(r) = probability of arrival of r vehicles in any interval of t seconds,

  = average rate of arrival,
 r = number of vehicles expected to arrive during ttime interval,
 t = time interval in which r vehicles are expected to arrive
Continuous distributions

 The measurement of the headways between vehicles crossing a road section.

 Assuming that the headways cannot be measured with absolute precision, the
probability of obtaining exactly any particular value is zero.

 In the following sections several continuous distributions, along with their

applications in Civil engineering, are discussed.
Uses of the Uniform Continuous
Distribution
 The continuous uniform distribution represents a situation where all outcomes
in a range between a minimum and maximum value are equally likely.

 From a theoretical perspective, this distribution is a key one in risk analysis.

 There are only a few real-life processes that have this form of uncertainty.

 In many cases it is readily possible to establish more knowledge of a situation,

and that in particular there is usually is a base case or most likely value that
can be estimated.
The Normal distribution

 The most important distribution of a continuous random variable is the

normal distribution.

 One of the illustrative applications in traffic engineering is with the

distribution of the speed data.

 This distribution and its properties are very useful in dealing with the
samples.

 It can also be used for approximating the other types of the probability
distributions.
X^2 distribution

 Chi-squared tests are the oldest and most common tests of fit.

 Chi-square tests can be used for data which are discrete, multivariate,
grouped, or even censored.

 Moreover, other general tests of fit have non-tabled distributions when data
are tested for fit to a parametric model, so that unknown parameters in the
model must be estimated from the data.
T distributions

 One of the main principles of modern finance is that expected return is

somehow related to risk.

 When agents are risk-averse expected return is an increasing function of risk.

 A widely used measure of the risk of an asset is the standard deviation of

returns from the unconditional mean.

 Although the literature on conditional heteroskedasticity of stock returns is

fairly voluminous, only a few applications to emerging stock markets in
Central Europe have been published to date.
Confidence intervals

 1/ CONFIDENCE INTERVALS FOR THE RELIABILITY OF MULTI-COMPONENT

SYSTEMS

 2/ THE USE OF CONFIDENCE INTERVALS WHEN INTERPRETING TEST SCORES

1/ CONFIDENCE INTERVALS FOR THE
RELIABILITY OF MULTI-COMPONENT SYSTEMS

 A procedure for finding a confidence interval for the reliability, F, of a multi-

component device is presented which utilizes Bernoulli test data pertaining to
the component parts.

 N particular, n1 Bernoulli trials are carried out for the i part of a system built
up from k different parts.
2/ THE USE OF CONFIDENCE INTERVALS
WHEN INTERPRETING TEST SCORES
 A person's obtained score on a test provides an estimate of an individual's
"true" score on that test.

 Although it is not feasible to determine an individual's "true" score, we can

use confidence intervals to determine the range, or interval, within which the
true score is apt to fall.

 Depending on the potential consequences of such decisions Test users should

always consider additional information to support any decisions made using
test scores.
Hypotheses testing

 1/ TESTING RANDOMESS FOR CANCER RISK

 2/ HYPOTHESIS TESTING IN THE HIGH PRIVACY LIMIT

1/ TESTING RANDOMESS FOR CANCER RISK

 Cancer has long been thought as being provoked by successive somatic

mutations, see Knudson (2001) for a history of this hypothesis.

 For a given tissue, at each stem cell division there is a fixed probability p that
a new cell starts a process which eventually will yield a cancerous cell.

 Cell divisions are nefarious or not independently of each other.

2/ HYPOTHESIS TESTING IN THE HIGH PRIVACY LIMIT

 Binary hypothesis testing under the NeymanPearson formalism is a statistical

inference framework for distinguishing data generated by two different
source distributions.

 The use of large datasets to test two or more hypotheses (e.g., the 1% theory
of income distribution in the United States) relies on the classical statistical
inference framework of binary (or more generally M-ary) hypothesis testing.

 The resulting optimization problem involves maximizing a convex function

over a convex set which is, in general, NP-hard.
POINT ESTIMATION

 1/ APPLICATIONS OF THE POINT ESTIMATION METHOD FOR STOCHASTIC ROCK

SLOPE ENGINEERING

 2/ APPLICATION OF A POINT ESTIMATE METHOD FOR INCORPORATING THE

EPISTEMIC UNCERTAINTY IN THE SEISMIC ASSESSMENT OF A MASONRY BUILDING
1/ APPLICATIONS OF THE POINT ESTIMATION METHOD
FOR STOCHASTIC ROCK SLOPE ENGINEERING

 Stochastic simulations of fractured rock masses can provide valuable information

for the engineering design of rock slopes, particularly when the natural geologic
discontinuities may form potential slope failure modes.

 Therefore, the point estimation method can be applied to the safety factor (SF)
equation for any specified rock slope failure mode (such as plane shear, step
path, or wedge) to obtain reliable estimates of the mean and standard deviation
of the SF probability distribution.

 The point estimation method provides a computationally efficient method to

calculate the mean and standard deviation of the safety factor for common rock
slope failure modes.
2/ APPLICATION OF A POINT ESTIMATE METHOD FOR
INCORPORATING THE EPISTEMIC UNCERTAINTY IN
THE SEISMIC ASSESSMENT OF A MASONRY BUILDING
 Several sources of uncertainty affect the assessment of existing buildings,
including uncertainties associated with the material properties and the
displacement capacity of the elements.

 In engineering practice, Monte Carlo simulations of the nonlinear seismic

response of structures lead often to excessive computational costs and
therefore rarely carried out.

 The influence of different sources of uncertainty is investigated, including the

effect of spatial variability of properties among the elements of the
structure, and its consideration through a simplified method.