Student guide Faculty of Engineering A.Y. 2010/11

The course introduces the principles underlying the statistical-probabilistic processing of experimental data, and the application to engineering problems--including with the aid of computers--of the principal results of descriptive statistics, probability calculation and analysis of stochastic processes.

Part one: Descriptive statistics

1. Introduction to the analysis of experimental data: precision and significance; scales of measurement; dimensional analysis.

2. Elements of descriptive statistics and applications of computerised statistical analysis.

Part two: Probability calculation

3. The mathematical-axiomatic fundamentals of probability calculation and their frequentist empirical interpretation.

4. Random variables and their transformations: notable distributions; asymptotic results.

5. Elements of parametric and non-parametric statistical inference.

Part three: Introduction to stochastic processes

6. Poisson processes.

7. Discrete and continuous Markov processes.

8. Application to inventory management and to production and reliability analysis.

The examination procedure will be communicated during the course.

Study materials distributed by the lecturers (slides, handouts, …..).

Further reading:

D. M. Cifarelli, Introduzione al Calcolo delle Probabilità, Mc-Graw Hill, 1998

A. Papoulis, S.U. Pillai, Probability, random variables and stochastic processes, McGraw-Hill, 2002

S.M. Ross, Stochastic Processes, John Wiley and Sons, 1996