Calendar

Week # Topics key dates
Part 1: Introduction to Probability
1 Events and their Probability, Elementary Operations with Events, Total Probability Theorem, Independence, Bayes' Theorem
2-3 Random Variables and Vectors, Discrete and Continuous Probability Distributions
Mini-quiz 1
4 Functions of Random Variables and Derived Distributions
5-6 Expectation of Random Variables and Functions of Random Variables

Moments of Variables and Vectors

Mini-quiz 2
7 Conditional Second Moment Analysis
8 Selected Distribution Models: Normal, Lognormal, Extreme, Multivariate Normal Distributions
Mini-quiz 3
Part 2: Introduction to System Reliability
9 Time-invariant Second-moment Reliability Analysis and Time-invariant Full-distribution Reliability Analysis Mini-quiz 4
Part 3: Introduction to Statistics
10 Point Estimation of Distribution Parameters: Methods of Moments and Maximum Likelihood, Bayesian Analysis
11 Simple and Multiple Linear Regression Mini-quiz 5
12 Final Exam