EMSE Engineering Management and Systems Engineering

Dr. Johan René van Dorp
Professor

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EMSE 6115

Syllabus

Introduction

Lecture Notes

R - Files

Python - Files

Example Exam Questions

Solutions -
Dekking


Solutions -
Devore

LA

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Uncertainty Analysis for Engineers :

SESSION 1: Homework Set 1.pdf, HW Set 1 Part c - Template.xlsx
Chapter 1: Why Probability and Statistics? Chapter 1.pdf, Chapter 1.xlsx, How Iris Recognition Works: http://www.cl.cam.ac.uk/~jgd1000/irisrecog.pdf
Chapter 2: Outcomes, Events, and Probability. Chapter 2.pdf
Chapter 3: Conditional Probability and Independence. Chapter 3.pdf, ProbTableExample.xlsx

SESSION 2:
Chapter 4: Discrete Random Variables. Chapter 4.pdf, Examples Chapter 4.xls, Discrete Distribution Examples.xlsx
Chapter 5: Continuous Random Variables.
Chapter 5.pdf, Chapter 5 Examples.xls
Chapter 6: Simulation. Chapter 6.pdf, SamplerTemplate.xlsx, Uniform Sampler.xlsm, Bernouilli Sampler.xlsm, QE 6.2 Sampler.xlsm, Exponential Sampler.xlsm, QE 6.3 Sampler.xlsm, Jury Rule Simulation.xlsm, Jury Rules.MPJ

SESSION 3: Homework Set 2.pdf, TriangularTemplate.xlsx
Extra Notes on Sampling.pdf, SamplerTemplate.xlsx,
Chapter 7: Expectation and Variance. Chapter 7.pdf
Chapter 8: Computation with Random Variables. Chapter 8.pdf, Examples Chapter 8.xlsx

SESSION 4:
Chapter 9: Joint Distributions and Independence. Chapter 9.pdf, Example S and M.xlsx, Intro Reliability Engineering.pdf, Series_and_Parrallel_System_Simulator.xlsx,

Series_and_Parrallel_System_Simulator - Template.xlsx

SESSION 5: Homework Set 3.pdf, Reliability Engineering Question, System_Simulator - Template.xlsx
Chapter 10: Covariance and Correlation. Chapter 10.pdf
Chapter 11: More Computation with Random Variables. Chapter 11.pdf, Examples Chapter 11.xlsx

SESSION 6:
Chapter 11: More Computation with Random Variables.
Chapter 11.pdf, Examples Chapter 11.xlsx

Chapter 13:
The Law of Large Numbers. Chapter 13.pdf, Examples Chapter 13.xlsm, NormalSampleExample.xlsm, Gamma LOLN.xlsx, Expo LOLN.xlsx, Uniform LOLN.xlsx, Normal LOLN.xlsx, Cauchy LOLN.xlsx, Pareto LOLN.xlsx

SESSION 7:
Chapter 14: The Central Limit Theorem. Chapter 14.pdf, Chapter 14.xlsx, MIDTERM REVIEW

SESSION 8: MIDTERM EXAM MONDAY JUNE 13, 2022

SESSION 9: Homework Set 4.pdf, Minitab CLT Question.pdf
Chapter 15: Exploratory Data Analysis: Graphical Summaries.
Chapter 15.pdf, Examples Chapter 15.xlxs, OLD-FAITHFULL.MPJ, FailureTimes.MPJ

Chapter 16:
Exploratory Data Analysis: Numerical Summaries.
Chapter 16.pdf, Examples Chapter 16.xlsx, Old Faithfull - Box Plot.MPJ, Software - Box Plot.MPJ

SESSION 10: Homework Set 5.pdf
Chapter 19: Unbiased Estimators. Chapter 19.pdf, Examples Chapter 19.xlsm

Chapter 20: Efficiency and Mean Squared Error. Chapter 20.pdf, Examples Chapter 20 - Sample Mean and Sample Variance.xlsm, Examples Chapter 20 - MSE.xlsm

SESSION 11:
Chapter 23: Confidence Intervals for the Mean. Chapter 23.pdf, Examples Chapter 23.xls, NormalConf - Var Known.xlsm, NormalConf - Var UnKnown.xlsm

Chapter 24: More on Confidence Intervals. Chapter 24.pdf, Examples Chapter 24.xlsx, NormalConf One-Sided Upper - Var UnKnown.xlsm, NormalConf One-Sided Lower - Var UnKnown.xlsm

SESSION 12: Homework Set 6.pdf
Chapter 25: Testing Hypotheses: Essentials. Chapter 25.pdf, Examples Chapter 25.xlsx
Chapter 26: Testing Hypotheses: Elaboration. Chapter 26.pdf, Examples Chapter 26.xlsx

SESSION 13:
Chapter 27: The t-test. Chapter 27.pdf, Examples Chapter 27.xlsx
Chapter 28: Comparing Two Samples: Chapter 28.pdf, LeanAngle.xlsx

SESSION 14: Final-Review

SESSION 15: FINAL EXAM WEDNESDAY JULY 6, 2022


School of Engineering and Applied Science
The George Washington University
800, 22nd Street, Suite 2800
Washington, DC 20052
Email:  dorpjr@gwu.edu
Phone: (202) 994-6638