Probability, statistics, & reliability for engineers and scientists:
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| Previous Title: | Ayyub, Bilal M. Probability, statistics, & reliability for engineers |
|---|---|
| Main Authors: | , |
| Format: | Book |
| Language: | English |
| Published: |
Boca Raton, Fla. <<[u.a.]>>
CRC Press
2003
|
| Edition: | 2. ed. |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | 640 S. graph. Darst. |
| ISBN: | 1584882867 |
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| adam_text | Titel: Probability, statistics, reliability for engineers and scientists
Autor: Ayyub, Bilal M
Jahr: 2003
Probability,
Staüistics,
and
Reliability
for Engineers
and
Scientists
Second Edition
Bilal M. Ayyub
Richard H. McCuen
CHAPMAN HALL/CRC
A CRC Press Company
Boca Raton London New York Washington, D.C.
Table of Contents
Chapter 1
Introduction 1
1.1. Introduction 1
1.2. Types of Uncertainty 5
1.3. Introduction to Simulation 9
1.4. Problems 17
1.5. Simulation Projects 19
Chapter 2
Data Description and Treatment 25
2.1. Introduction 26
2.2. Classification of Data 26
2.3. Graphical Description of Data 28
2.4. Histograms and Frequency Diagrams 36
2.5. Descriptive Measures 39
2.6. Applications 46
2.7. Analysis of Simulated Data 49
2.8. Problems 54
2.9. Simulation Projects 60
Chapter 3
Fundamentals of Probability 63
3.1. Introduction 64
3.2. Sample Spaces, Sets, and Events 64
3.3. Mathematics of Probability 69
3.4. Random Variables and their Probability Distributions 83
3.5. Moments 91
3.6. Application: Water Supply and Quality 101
3.7. Simulation and Probability Distributions 102
3.8. Problems 104
3.9. Simulation Projects 109
Chapter 4
Probability Distributions for Discrete Random Variables 111
4.1. Introduction 111
4.2. Bernoulli Distribution 112
4.3. Binomial Distribution 113
4.4. Geometrie Distribution 115
4.5. Poisson Distribution 116
4.6. Negative Binomial and Pascal Probability Distributions 118
4.7. Hypergeometric Probability Distribution 118
4.8. Applications 119
4.9. Simulation of Discrete Random Variables 121
4.10. Problems 127
4.11. Simulation Projects 129
Chapter 5
Probability Distributions for Continuous Random Variables 131
5.1. Introduction 132
5.2. Uniform Distribution 132
5.3. Normal Distribution 134
5.4. Lognormal Distribution 138
5.5. Exponential Distribution 141
5.6. Triangulär Distribution 143
5.7. Gamma Distribution 144
5.8. Rayleigh Distribution 145
5.9. Statistical Probability Distributions 146
5.10. Extreme Value Distributions 149
5.11. Applications 155
5.12. Simulation and Probability Distributions 157
5.13. Problems 160
5.14. Simulation Projects 161
Chapter 6
Multiple Random Variables 165
6.1. Introduction 165
6.2. Joint Random Variables and their Probability Distributions 166
6.3. Functions of Random Variables 182
6.4. Applications 192
6.5. Multivariable Simulation 199
6.6. Problems 209
6.7. Simulation Projects 213
Chapter 7
Simulation 215
7.1. Introduction 216
7.2. Monte Carlo Simulation 221
7.3. Random Numbers 222
7.4. Generation of Random Variables 225
7.5. Generation of Selected Discrete Random Variables 232
7.6. Generation of Selected Continuous Random Variables 238
7.7. Applications 242
7.8. Problems 252
7.9. Simulation Projects 257
Chapter 8
Fundamentals of Statistical Analysis 259
8.1. Introduction 259
8.2. Estimation of Parameters 261
8.3. Sampling Distributions 276
8.4. Applications 280
8.5 Problems 285
8.6. Simulation Project 287
Chapter 9
Hypothesis Testing 289
9.1. Introduction 290
9.2. General Procedure 290
9.3. Hypothesis Tests of Means 295
9.4. Hypothesis Tests of Variances 302
9.5. Tests of Distributions 308
9.6. Applications 319
9.7. Simulation of Hypothesis Test Assumptions 326
9.8. Problems 328
9.9 Simulation Projects 333
Chapter 10
Analysis of Variance 335
10.1. Introduction 335
10.2. Test of Population Means 336
10.3. Multiple Comparisons in the ANOVA Test 345
10.4. Test of Population Variances 349
10.5. Randomized Block Design 351
10.6 Two-Way Analysis of Variance 357
10.7. Applications 370
10.8. Problems 372
10.9. Simulation Projects 377
Chapter 11
Confidence Intervals and Sample Size Determination 379
11.1. Introduction 379
11.2. General Procedure 380
11.3. Confidence Intervals on Sample Statistics 381
11.4. Sample-Size Determination 384
11.5. Applications 387
11.6. Problems 389
11.7. Simulation Projects 391
Chapter 12
Regression Analysis 393
12.1. Introduction 394
12.2. Correlation Analysis 394
12.3. Introduction to Regression 404
12.4. Principle of Least Squares 409
12.5. Reliability of the Regression Equation 412
12.6. Reliability of Point Estimates of the Regression Coefficients 420
12.7. Confidence Intervals of the Regression Equation 423
12.8. Correlation vs. Regression 428
12.9. Applications of Bivariate Regression Analysis 429
12.10. Simulation and Prediction Models 437
12.11. Problems 439
12.12. Simulation Projects 445
Chapter 13
Multiple and Nonlinear Regression Analysis 447
13.1. Introduction 448
13.2. Correlation Analysis 448
13.3. Multiple Regression Analysis 450
13.4. Polynomial Regression Analysis 459
13.5. Regression Analysis of Power Models 464
13.6. Applications 466
13.7. Simulation in Curvilinear Modeling 478
13.8. Problems 481
13.9. Simulation Projects 484
Chapter 14
Reliability Analysis of Components 485
14.1. Introduction 485
14.2. Time to Failure 486
14.3. Reliability of Components 489
14.4. First-Order Reliability Method 491
14.5. Advanced Second-Moment Method 496
14.6. Simulation Methods 509
14.7. Reliability-Based Design 519
14.8. Application: Structural Reliability of a Pressure Vessel 525
14.9. Problems 530
14.10. Simulation Projects 534
Chapter 15
Reliability and Risk Analysis of Systems 535
15.1. Introduction 535
15.2. Reliability of Systems 537
15.3. Risk Analysis 551
15.4. Risk-Based Decision Analysis 557
15.5. Application: System Reliability of a Post-Tensioned Truss 562
15.6. Problems 565
15.7. Simulation Projects 568
Chapter 16
Bayesian Methods 569
16.1. Introduction 569
16.2. Bayesian Probabilities 570
16.3. Bayesian Estimation of Parameters 575
16.4. Bayesian Statistics 584
16.5. Applications 588
16.6. Problems 591
Appendix A
Probability and Statistics Tables 595
A-l. Cumulative Distribution Function of Standard Normal (O(z)) 596
A-2. Critical Values for the Student s t Distribution (tak) 599
A-3. Critical Values for the Chi-Square Distribution (cak = %2
ak) 601
A-4. Critical Values for the F Distribution (faku = /a,v,,v;) 603
A-5. Critical Values for the Pearson Correlation Coefficient for
the Null Hypothesis H0.- p = 0 and Both the One-Tailed Alternative
HA: |p| 0 and the Two-Tailed Alternative HA: p * 0 608
A-6. Uniformly Distributed Random Numbers 609
A-7. Critical Values for the Kolmogorov-Smirnov One-Sample Test 610
A-8. Values of the Gamma Function 611
A-9. Critical Values for the Duncan Multiple Range Test for a 5% Level
of Significance and Selected Degrees of Freedom (dj) and p Groups 612
Appendix B
Taylor Series Expansion 613
B-l. Taylor Series 613
B-2. Common Taylor Series 616
B-3. Applications: Taylor Series Expansion of the Square Root 617
B-4. Problems 618
Appendix C
Data for Simulation Projects 621
C-l. Stream Erosion Study 621
C-2. Traffic Estimation Study 622
C-3. Water Evaporation Study 623
Index 625
|
| adam_txt |
Titel: Probability, statistics, reliability for engineers and scientists
Autor: Ayyub, Bilal M
Jahr: 2003
Probability,
Staüistics,
and
Reliability
for Engineers
and
Scientists
Second Edition
Bilal M. Ayyub
Richard H. McCuen
CHAPMAN HALL/CRC
A CRC Press Company
Boca Raton London New York Washington, D.C.
Table of Contents
Chapter 1
Introduction 1
1.1. Introduction 1
1.2. Types of Uncertainty 5
1.3. Introduction to Simulation 9
1.4. Problems 17
1.5. Simulation Projects 19
Chapter 2
Data Description and Treatment 25
2.1. Introduction 26
2.2. Classification of Data 26
2.3. Graphical Description of Data 28
2.4. Histograms and Frequency Diagrams 36
2.5. Descriptive Measures 39
2.6. Applications 46
2.7. Analysis of Simulated Data 49
2.8. Problems 54
2.9. Simulation Projects 60
Chapter 3
Fundamentals of Probability 63
3.1. Introduction 64
3.2. Sample Spaces, Sets, and Events 64
3.3. Mathematics of Probability 69
3.4. Random Variables and their Probability Distributions 83
3.5. Moments 91
3.6. Application: Water Supply and Quality 101
3.7. Simulation and Probability Distributions 102
3.8. Problems 104
3.9. Simulation Projects 109
Chapter 4
Probability Distributions for Discrete Random Variables 111
4.1. Introduction 111
4.2. Bernoulli Distribution 112
4.3. Binomial Distribution 113
4.4. Geometrie Distribution 115
4.5. Poisson Distribution 116
4.6. Negative Binomial and Pascal Probability Distributions 118
4.7. Hypergeometric Probability Distribution 118
4.8. Applications 119
4.9. Simulation of Discrete Random Variables 121
4.10. Problems 127
4.11. Simulation Projects 129
Chapter 5
Probability Distributions for Continuous Random Variables 131
5.1. Introduction 132
5.2. Uniform Distribution 132
5.3. Normal Distribution 134
5.4. Lognormal Distribution 138
5.5. Exponential Distribution 141
5.6. Triangulär Distribution 143
5.7. Gamma Distribution 144
5.8. Rayleigh Distribution 145
5.9. Statistical Probability Distributions 146
5.10. Extreme Value Distributions 149
5.11. Applications 155
5.12. Simulation and Probability Distributions 157
5.13. Problems 160
5.14. Simulation Projects 161
Chapter 6
Multiple Random Variables 165
6.1. Introduction 165
6.2. Joint Random Variables and their Probability Distributions 166
6.3. Functions of Random Variables 182
6.4. Applications 192
6.5. Multivariable Simulation 199
6.6. Problems 209
6.7. Simulation Projects 213
Chapter 7
Simulation 215
7.1. Introduction 216
7.2. Monte Carlo Simulation 221
7.3. Random Numbers 222
7.4. Generation of Random Variables 225
7.5. Generation of Selected Discrete Random Variables 232
7.6. Generation of Selected Continuous Random Variables 238
7.7. Applications 242
7.8. Problems 252
7.9. Simulation Projects 257
Chapter 8
Fundamentals of Statistical Analysis 259
8.1. Introduction 259
8.2. Estimation of Parameters 261
8.3. Sampling Distributions 276
8.4. Applications 280
8.5 Problems 285
8.6. Simulation Project 287
Chapter 9
Hypothesis Testing 289
9.1. Introduction 290
9.2. General Procedure 290
9.3. Hypothesis Tests of Means 295
9.4. Hypothesis Tests of Variances 302
9.5. Tests of Distributions 308
9.6. Applications 319
9.7. Simulation of Hypothesis Test Assumptions 326
9.8. Problems 328
9.9 Simulation Projects 333
Chapter 10
Analysis of Variance 335
10.1. Introduction 335
10.2. Test of Population Means 336
10.3. Multiple Comparisons in the ANOVA Test 345
10.4. Test of Population Variances 349
10.5. Randomized Block Design 351
10.6 Two-Way Analysis of Variance 357
10.7. Applications 370
10.8. Problems 372
10.9. Simulation Projects 377
Chapter 11
Confidence Intervals and Sample Size Determination 379
11.1. Introduction 379
11.2. General Procedure 380
11.3. Confidence Intervals on Sample Statistics 381
11.4. Sample-Size Determination 384
11.5. Applications 387
11.6. Problems 389
11.7. Simulation Projects 391
Chapter 12
Regression Analysis 393
12.1. Introduction 394
12.2. Correlation Analysis 394
12.3. Introduction to Regression 404
12.4. Principle of Least Squares 409
12.5. Reliability of the Regression Equation 412
12.6. Reliability of Point Estimates of the Regression Coefficients 420
12.7. Confidence Intervals of the Regression Equation 423
12.8. Correlation vs. Regression 428
12.9. Applications of Bivariate Regression Analysis 429
12.10. Simulation and Prediction Models 437
12.11. Problems 439
12.12. Simulation Projects 445
Chapter 13
Multiple and Nonlinear Regression Analysis 447
13.1. Introduction 448
13.2. Correlation Analysis 448
13.3. Multiple Regression Analysis 450
13.4. Polynomial Regression Analysis 459
13.5. Regression Analysis of Power Models 464
13.6. Applications 466
13.7. Simulation in Curvilinear Modeling 478
13.8. Problems 481
13.9. Simulation Projects 484
Chapter 14
Reliability Analysis of Components 485
14.1. Introduction 485
14.2. Time to Failure 486
14.3. Reliability of Components 489
14.4. First-Order Reliability Method 491
14.5. Advanced Second-Moment Method 496
14.6. Simulation Methods 509
14.7. Reliability-Based Design 519
14.8. Application: Structural Reliability of a Pressure Vessel 525
14.9. Problems 530
14.10. Simulation Projects 534
Chapter 15
Reliability and Risk Analysis of Systems 535
15.1. Introduction 535
15.2. Reliability of Systems 537
15.3. Risk Analysis 551
15.4. Risk-Based Decision Analysis 557
15.5. Application: System Reliability of a Post-Tensioned Truss 562
15.6. Problems 565
15.7. Simulation Projects 568
Chapter 16
Bayesian Methods 569
16.1. Introduction 569
16.2. Bayesian Probabilities 570
16.3. Bayesian Estimation of Parameters 575
16.4. Bayesian Statistics 584
16.5. Applications 588
16.6. Problems 591
Appendix A
Probability and Statistics Tables 595
A-l. Cumulative Distribution Function of Standard Normal (O(z)) 596
A-2. Critical Values for the Student's t Distribution (tak) 599
A-3. Critical Values for the Chi-Square Distribution (cak = %2
ak) 601
A-4. Critical Values for the F Distribution (faku = /a,v,,v;) 603
A-5. Critical Values for the Pearson Correlation Coefficient for
the Null Hypothesis H0.- p = 0 and Both the One-Tailed Alternative
HA: |p| 0 and the Two-Tailed Alternative HA: p * 0 608
A-6. Uniformly Distributed Random Numbers 609
A-7. Critical Values for the Kolmogorov-Smirnov One-Sample Test 610
A-8. Values of the Gamma Function 611
A-9. Critical Values for the Duncan Multiple Range Test for a 5% Level
of Significance and Selected Degrees of Freedom (dj) and p Groups 612
Appendix B
Taylor Series Expansion 613
B-l. Taylor Series 613
B-2. Common Taylor Series 616
B-3. Applications: Taylor Series Expansion of the Square Root 617
B-4. Problems 618
Appendix C
Data for Simulation Projects 621
C-l. Stream Erosion Study 621
C-2. Traffic Estimation Study 622
C-3. Water Evaporation Study 623
Index 625 |
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| author | Ayyub, Bilal M. McCuen, Richard H. 1941- |
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| building | Verbundindex |
| bvnumber | BV023526321 |
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| callnumber-raw | TA330.A99 2003 |
| callnumber-search | TA330.A99 2003 |
| callnumber-sort | TA 3330 A99 42003 |
| callnumber-subject | TA - General and Civil Engineering |
| classification_rvk | SK 850 |
| ctrlnum | (OCoLC)915850370 (DE-599)BVBBV023526321 |
| dewey-full | 519.5/0246221 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.5/02462 21 |
| dewey-search | 519.5/02462 21 |
| dewey-sort | 3519.5 42462 221 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| discipline_str_mv | Mathematik |
| edition | 2. ed. |
| format | Book |
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| id | DE-604.BV023526321 |
| illustrated | Illustrated |
| index_date | 2024-07-02T22:34:03Z |
| indexdate | 2024-07-09T21:23:55Z |
| institution | BVB |
| isbn | 1584882867 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-016846556 |
| oclc_num | 915850370 |
| open_access_boolean | |
| owner | DE-521 |
| owner_facet | DE-521 |
| physical | 640 S. graph. Darst. |
| publishDate | 2003 |
| publishDateSearch | 2003 |
| publishDateSort | 2003 |
| publisher | CRC Press |
| record_format | marc |
| spelling | Ayyub, Bilal M. Verfasser aut Probability, statistics, & reliability for engineers and scientists Bilal M. Ayyub ; Richard H. McCuen 2. ed. Boca Raton, Fla. <<[u.a.]>> CRC Press 2003 640 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Engineering mathematics Reliability (Engineering) Reliabilität (DE-588)4213628-3 gnd rswk-swf Mathematik (DE-588)4037944-9 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Ingenieurwissenschaften (DE-588)4137304-2 gnd rswk-swf Statistik (DE-588)4056995-0 gnd rswk-swf Statistik (DE-588)4056995-0 s Ingenieurwissenschaften (DE-588)4137304-2 s Mathematik (DE-588)4037944-9 s DE-604 Reliabilität (DE-588)4213628-3 s Stochastischer Prozess (DE-588)4057630-9 s McCuen, Richard H. 1941- Verfasser (DE-588)12499508X aut Früher u.d.T. Ayyub, Bilal M. Probability, statistics, & reliability for engineers HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016846556&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Ayyub, Bilal M. McCuen, Richard H. 1941- Probability, statistics, & reliability for engineers and scientists Engineering mathematics Reliability (Engineering) Reliabilität (DE-588)4213628-3 gnd Mathematik (DE-588)4037944-9 gnd Stochastischer Prozess (DE-588)4057630-9 gnd Ingenieurwissenschaften (DE-588)4137304-2 gnd Statistik (DE-588)4056995-0 gnd |
| subject_GND | (DE-588)4213628-3 (DE-588)4037944-9 (DE-588)4057630-9 (DE-588)4137304-2 (DE-588)4056995-0 |
| title | Probability, statistics, & reliability for engineers and scientists |
| title_auth | Probability, statistics, & reliability for engineers and scientists |
| title_exact_search | Probability, statistics, & reliability for engineers and scientists |
| title_exact_search_txtP | Probability, statistics, & reliability for engineers and scientists |
| title_full | Probability, statistics, & reliability for engineers and scientists Bilal M. Ayyub ; Richard H. McCuen |
| title_fullStr | Probability, statistics, & reliability for engineers and scientists Bilal M. Ayyub ; Richard H. McCuen |
| title_full_unstemmed | Probability, statistics, & reliability for engineers and scientists Bilal M. Ayyub ; Richard H. McCuen |
| title_old | Ayyub, Bilal M. Probability, statistics, & reliability for engineers |
| title_short | Probability, statistics, & reliability for engineers and scientists |
| title_sort | probability statistics reliability for engineers and scientists |
| topic | Engineering mathematics Reliability (Engineering) Reliabilität (DE-588)4213628-3 gnd Mathematik (DE-588)4037944-9 gnd Stochastischer Prozess (DE-588)4057630-9 gnd Ingenieurwissenschaften (DE-588)4137304-2 gnd Statistik (DE-588)4056995-0 gnd |
| topic_facet | Engineering mathematics Reliability (Engineering) Reliabilität Mathematik Stochastischer Prozess Ingenieurwissenschaften Statistik |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016846556&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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