Probability and Statistics

CE-6003
Probabilistic Analysis and Reliability in Civil
Engineering

Module 1

CE 6003 - Probabilistic Analysis and Reliability in Civil Engineering

(Road Map)
Module 1 – Probability & Statistics Module 6 – Stochastic Process
(Overview)
Module 2 – Review of Basics
(Random Events, Random Module 7 – Extreme Value
Variables & Sampling Distribution
Distributions)

Module 3 – Hypothesis Test

Module 4 – Analysis of Variance Module 8 – Reliability Analysis and

(ANOVA) Modeling

Module 5 – Linear Regression

Probabilistic Reliability

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 Module Objectives (MO)
• At the end of this module students shall be
able to
– MO1: Generate and interpret descriptive Statistics
(LO1)
– MO2: Obtain Bayesian Estimators (LO2)

Probability
• Deals with predicting the likelihood of future
events.
• Considered as a theoretical branch of
mathematics.

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 Probability
• Frequentist approach (objective probability)
– Frequency of observations

• Bayesian approach (subjective probability)

– Degree of belief (experience)

Practicality
• Frequentist Approach
– Components produced in large quantities (Ex: Ipad,
Iphone, etc.)
• Components are identical
• Same/similar operational conditions
• Failures are independent
• Bayesian approach
– Components not produced in large quantity or unique
in nature (Ex: Bridges, tunnels, etc.)
• The number of identical components is small
• Operational conditions are different

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 Conditional Probability
• The probability of most real world events are
conditional.
• Every real world event occurred in a certain
context (background).

Conditional Probability

Event 1 Event 2
(E1) (E2)

Event A

Event 3 Event 4
(E3) (E4)

Context/Background (I)

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Conditional Probability & Bayes’ Rule

Bayes’ Rule

Event 1 Event 2
(E1) (E2)

Event A

Event 3 Event 4
(E3) (E4)

Context/Background (I)

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 Bayesian Estimators

Posterior Probability Likelihood

Prior
(Updated Knowledge) (new info)
Probability
(Knowledge)

𝑔 𝑦1 , 𝑦2 , … , 𝑦𝑛 𝜃 ℎ(𝜃)
𝑓 𝜃 𝑦1 , 𝑦2 , … , 𝑦𝑛 = ∞
−∞
𝑔 𝑦1 , 𝑦2 , … , 𝑦𝑛 𝜃 ℎ(𝜃)𝑑𝜃

Evidence (Normalizing
constant)

Key Difference
between Frequentist and Bayesian

Frequentist Bayesian

Unknown Random
Constants Variables

Parameters

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 Subjectivity of Bayesian Paradigm
• In real-world situations, a person make
decisions or hypotheses based on his/her
knowledge (prior opinions or experience)
• Argument: how may the priors (if prejudices)
affect the posteriors (“truth”) if lots of data
available?
• When a large amount of new data is available
for updating, the prior has little effect on the
posterior.

Bayesian Paradigm
Ignorance
(Noninformative priors)

Different
Knowledge in one
Know a little Opinions
situation
(subjective)
Data Data

Knowledge in Agreed-upon
Know more changed (updated) Opinion
situations

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 Example
• Assume crash occurrence at a particular site follows
Poisson distribution.
• Based on the historical data, a engineer believed that
yearly crash occurrence rate (λ, crashes/yr) at an
intersection is between 1 and 3, with the following
probabilities:
• P(λ=1) = 0.3
• P(λ=2) = 0.4
• P(λ=3) = 0.3
• For a new year, the engineer observed 5 crashes
occurred at the same intersection. What is the updated
probability distribution?

Statistics
• Put in a simple way, statistics involves the
analysis of the frequency of past events.
• Considered as an applied branch of
mathematics.

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 Population and Sample
• A Population includes all possible values.
• A sample is a random and unbiased subset of
the population.
• Typically, the population is studied through
samples.

Descriptive Statistics
• Central Measures
– Mean
– Mode
– Median
For symmetric distribution, mean = median = mode
• Dispersion Measures
– Variance
– Standard deviation
– Coefficient of variance (Std dev./Mean)

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 The Sample Mean and Variance

Normal distributions with variance of

0.5, 1, and 2

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 Descriptive Statistics (Cont.)
• Skewness
– Mode > mean, negative, skewed to the left
– Mode < mean, positive, skewed to the right

Descriptive Statistics (Cont.)

• Kurtosis (k): measures how closely the data
are distributed around the mode.
• Normal distribution, k =3.0
k>3

k<3

Note: distribution between

shoulder and tail/center

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 Descriptive Statistics (Cont.)
12 Sxy = 0.066

• Measure of correlation 10

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Rxy = 0.008

– Covariance 6

Y
4

0
0 2 4 6 8 10 12

– Correlation Coefficient 30

25
Sxy = 43.42
Rxy = 0.95

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15

Y
10

0
0 5 10 15 20 25 30

Accuracy vs. Precision

Mean

Variance

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 Probability vs. Statistics
Probability Statistics
• Deals with likelihood of • Deals with the collection,
future events. analysis, and interpretation
of data (e.g., past events).

• A theoretical branch of • An applied branch of

mathematics. mathematics.

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