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

Y2E2 Room 111

Instructor:
Jack Baker
Y2E2 Building, Room 283
650-725-2573
bakerjw@stanford.edu
Office hours: Tu, Th 3-5 or by appointment

Teaching Assistant:
Beliz Ugurhan
Blume Center, Room 207
bugurhan@stanford.edu
Office hours: M, W 3-5

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
Textbooks
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 is an optional but excellent reference and is
available for purchase in the Stanford bookstore or online. It is also on reserve in the
Engineering library.
Benjamin, J. R. and C. A. Cornell (1970). Probability, Statistics, and Decision for Civil
Engineers. New York, McGraw-Hill.
A second useful reference is available for free viewing online from campus at:
http://www.sciencedirect.com/science/book/9780123704832

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. Knowledge of basic calculus is
required.
Evaluation
Grades will be computed using the following weighting scheme:
Homework
Midterm: October 24th, in class
Final exam: December 13th, 12:15-3:15pm

30%
30%
40%

If you are not able to attend on either of the exam dates, please speak with me immediately.
Homework assignments will typically consist of calculations that develop understanding of the
materials presented in class, with a few optional more challenging questions for interested
students. Exams will be similar to the homework in content and format (except that some
homework questions may require more extensive use of computers) so if you can easily
complete the homework assignments then you should be able to successfully complete the
exams.
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

9/24
9/26
10/1
10/3
10/8
10/10
10/15
10/17
10/22
10/24
10/29
10/31
11/5
11/7
11/12
11/14
11/19
11/21
11/26
11/28
12/3
12/5

Introduction
Set theory
Random variables
Joint probability distributions
Expectations and moments
Empirical data
Binomial and related distributions
Poisson+Normal
Normal+Lognormal
Midterm
Extreme value and other distributions
In-class discussion: decision theory and insurance
Functions of random variables
Functions of random variables
Monte Carlo simulation
Parameter estimation
Parameter estimation
Model selection
No class Thanksgiving
No class Thanksgiving
Statistics and regression analysis
Review

12/13

Final Exam, 12:15-3:15pm

HW assigned
example
problems
1

HW due

2
3

Midterm
4
5

5
6

7
Final