Introduction

Preliminary Data Analysis

1.1 GRAPHICAL REPRESENTATION

1.1.1 Line diagram or bar chart

1.1.2 Dot diagram

1.1.3 Histogram

1.1.4 Frequency polygon

1.1.5 Cumulative relative frequency diagram

1.1.6 Duration curves

1.1.7 Summary of Section 1.1

1.2 NUMERICAL SUMMARIES OF DATA

1.2.1 Measures of central tendency

1.2.2 Measures of dispersion

1.2.3 Measure of asymmetry

1.2.4 Measure of peakedness

1.2.5 Summary of Section 1.2

1.3 EXPLORATORY METHODS

1.3.1 Stem-and-leaf plot

1.3.2 Box plot

1.3.3 Summary of Section 1.3

1.4 DATA OBSERVED IN PAIRS

1.4.1 Correlation and graphical plots

1.4.2 Covariance and the correlation coefﬁcient

1.4.3 Q-Q plots

1.4.4 Summary of Section 1.4

1.5 SUMMARY FOR CHAPTER 1

REFERENCES

PROBLEMS

Basic Probability Concepts

2.1 RANDOM EVENTS

2.1.1 Sample space and events

2.1.2 The null event, intersection, and union

2.1.3 Venn diagram and event space

2.1.4 Summary of Section 2.1

2.2 MEASURES OF PROBABILITY

2.2.1 Interpretations of probability

2.2.2 Probability axioms

2.2.3 Addition rule

2.2.4 Further properties of probability functions

2.2.5 Conditional probability and multiplication rule

2.2.6 Stochastic independence

2.2.7 Total probability and Bayes’ theorems

2.2.8 Summary of Section 2.2

2.3 SUMMARY FOR CHAPTER 2

Random Variables and Their Properties

3.1 RANDOM VARIABLES AND PROBABILITY DISTRIBUTIONS

3.1.1 Random variables

3.1.2 Probability mass function

3.1.4 Probability density function

3.1.6 Summary of Section 3.1

3.2 DESCRIPTORS OF RANDOM VARIABLES

3.2.1 Expectation and other population measures

3.2.2 Generating functions

3.2.3 Estimation of parameters

3.2.4 Summary of Section 3.2

3.3 MULTIPLE RANDOM VARIABLES

3.3.1 Joint probability distributions of discrete variables

3.3.2 Joint probability distributions of continuous variables

3.3.3 Properties of multiple variables

3.3.4 Summary of Section 3.3

3.4 ASSOCIATED RANDOM VARIABLES AND PROBABILITIES

3.4.1 Functions of a random variable

3.4.2 Functions of two or more variables

3.4.3 Properties of derived variables

3.4.4 Compound variables

3.4.5 Summary of Section 3.4

3.5 COPULAS

3.6 SUMMARY FOR CHAPTER 3

Probability Distributions

4.1 DISCRETE DISTRIBUTIONS

4.1.1 Bernoulli distribution

4.1.2 Binomial distribution

4.1.4 Geometric and negative binomial distributions

4.1.5 Log-series distribution

4.2.3 Erlang and gamma distribution

4.2.4 Beta distribution

4.2.5 Weibull distribution

4.3.1 Bivariate normal distribution

4.3.2 Other bivariate distributions

4.4 SUMMARY FOR CHAPTER 4

Model Estimation and Testing

5.1 A REVIEW OF TERMS RELATED TO RANDOM SAMPLING

5.2 PROPERTIES OF ESTIMATORS

5.2.1 Unbiasedness

5.2.2 Consistency

5.2.3 Minimum variance

5.2.4 Efﬁciency

5.2.5 Sufﬁciency

5.2.6 Summary of Section 5.2

5.3 ESTIMATION OF CONFIDENCE INTERVALS

5.3.3 Conﬁdence interval for a proportion

5.3.4 Sampling distribution of differences and sums of statistics

5.3.5 Interval estimation for the variance: chi-squared distribution

5.3.6 Summary of Section 5.3

5.4 HYPOTHESIS TESTING

5.4.1 Procedure for testing

5.4.3 Neyman-Pearson lemma

5.4.4 Tests of hypotheses involving the variance

5.4.5 The F distribution and its use

5.4.6 Summary of Section 5.4

5.5 NONPARAMETRIC METHODS

5.5.1 Sign test applied to the median

5.5.3 Kruskal-Wallis test for paired observations in k samples

5.5.4 Tests on randomness: runs test

5.5.5 Spearman’s rank correlation coefﬁcient

5.5.6 Summary of Section 5.5

5.6 GOODNESS-OF-FIT TESTS

5.6.1 Chi-squared goodness-of-ﬁt test

5.6.2 Kolmogorov-Smirnov goodness-of-ﬁt test

5.6.3 Kolmogorov-Smirnov two-sample test

5.6.4 Anderson-Darling goodness-of-ﬁt test

5.6.6 Summary of Section 5.6

5.7 ANALYSIS OF VARIANCE

5.7.1 One-way analysis of variance

5.7.2 Two-way analysis of variance

5.7.3 Summary of Section 5.7

5.8 PROBABILITY PLOTTING METHODS AND VISUAL AIDS

5.8.1 Probability plotting for uniform distribution

5.8.2 Probability plotting for normal distribution

5.8.3 Probability plotting for Gumbel or EV1 distribution

5.8.4 Probability plotting of other distributions

5.8.5 Visual ﬁtting methods based on the histogram

5.8.6 Summary of Section 5.8

5.9 IDENTIFICATION AND ACCOMMODATION OF OUTLIERS

5.9.1 Hypothesis tests

5.9.2 Test statistics for detection of outliers

5.9.3 Dealing with nonnormal data

5.9.5 Summary of Section 5.9

5.10 SUMMARY OF CHAPTER 5

Methods of Regression and Multivariate Analysis

6.1 SIMPLE LINEAR REGRESSION

6.1.1 Estimates of the parameters

6.1.2 Properties of the estimators and errors

6.1.3 Tests of signiﬁcance and conﬁdence intervals

6.1.4 The bivariate normal model and correlation

6.1.5 Summary of Section 6.1

6.2 MULTIPLE LINEAR REGRESSION

6.2.1 Formulation of the model

6.2.2 Linear least squares solutions using the matrix method

6.2.3 Properties of least squares estimators and error variance

6.2.4 Model testing

6.2.5 Model adequacy

6.2.6 Residual plots

6.2.7 Inﬂuential observations and outliers in regression

6.2.8 Transformations

6.2.9 Conﬁdence intervals on mean response and prediction

6.2.10 Ridge regression

6.2.11 Other methods and discussion of Section 6.2

6.3 MULTIVARIATE ANALYSIS

6.3.1 Principal components analysis

6.3.2 Factor analysis

6.3.3 Cluster analysis

6.3.4 Other methods and summary of Section 6.3

6.4 SPATIAL CORRELATION

6.4.1 The estimation problem

6.4.2 Spatial correlation and the semivariogram

6.4.3 Some semivariogram models and physical aspects

6.4.5 Summary of Section 6.4

6.5 SUMMARY OF CHAPTER 6

Frequency Analysis of Extreme Events

7.1 ORDER STATISTICS

7.1.1 Deﬁnitions and distributions

7.1.2 Functions of order statistics

7.1.3 Expected value and variance of order statistics

7.1.4 Summary of Section 7.1

7.2 EXTREME VALUE DISTRIBUTIONS

7.2.1 Basic concepts of extreme value theory

7.2.2 Gumbel distribution

7.2.3 Fr´echet distribution

7.2.4 Weibull distribution as an extreme value model

7.2.5 General extreme value distribution

7.2.6 Contagious extreme value distributions

7.2.7 Use of other distributions as extreme value models

7.2.8 Summary of Section 7.2

7.3 ANALYSIS OF NATURAL HAZARDS

7.3.1 Floods, storms, and droughts

7.3.2 Earthquakes and volcanic eruptions

7.3.3 Winds

7.3.4 Sea levels and highest sea waves

7.3.5 Summary of Section 7.3

7.4 SUMMARY OF CHAPTER 7

Simulation Techniques for Design

8.1 MONTE CARLO SIMULATION

8.1.1 Statistical experiments

8.1.2 Probability integral transform

8.1.3 Sample size and accuracy of Monte Carlo experiments

8.1.4 Summary for Section 8.1

8.2 GENERATION OF RANDOM NUMBERS

8.2.1 Random outcomes from standard uniform variates

8.2.2 Random outcomes from continuous variates

8.2.3 Random outcomes from discrete variates

8.2.4 Random outcomes from jointly distributed variates

8.2.5 Summary of Section 8.2

8.3 USE OF SIMULATION

8.3.1 Distributions of derived design variates

8.3.2 Sampling statistics

8.3.3 Simulation of time- or space-varying systems

8.3.4 Design alternatives and optimal design

8.3.5 Summary of Section 8.3

8.4 SENSITIVITY AND UNCERTAINTY ANALYSIS

8.5 SUMMARY AND DISCUSSION OF CHAPTER 8

Risk and Reliability Analysis

9.1 MEASURES OF RELIABILITY

9.1.1 Factors of safety

9.1.2 Safety margin

9.1.3 Reliability index

9.1.4 Performance function and limiting state

9.1.5 Further practical solutions

9.1.6 Summary of Section 9.1

9.2 MULTIPLE FAILURE MODES

9.2.1 Independent failure modes

9.3.2 Bayesian revision of reliability

9.3.3 Summary of Section 9.3

9.4 TEMPORAL RELIABILITY

9.4.1 Failure process and survival time

9.4.2 Hazard function

9.4.3 Reliable life

9.4.4 Summary of Section 9.4

9.5 RELIABILITY-BASED DESIGN

9.6 SUMMARY FOR CHAPTER 9

Bayesian Decision Methods and
Parameter Uncertainty

10.1 BASIC DECISION THEORY

10.1.1 Bayes’ rules

10.1.2 Decision trees

10.1.3 The minimax solution

10.1.4 Summary of Section 10.1

10.2 POSTERIOR BAYESIAN DECISION ANALYSIS

10.2.1 Subjective probabilities

10.2.2 Loss and utility functions

10.2.3 The discrete case

10.2.4 Inference with conditional binomial and prior beta

10.2.5 Poisson hazards and gamma prior

10.2.6 Inferences with normal distribution

10.2.7 Likelihood ratio testing

10.2.8 Summary of Section 10.2

10.3 MARKOV CHAIN MONTE CARLO METHODS

10.4 JAMES-STEIN ESTIMATORS

10.5 SUMMARY AND DISCUSSION OF CHAPTER 10

A.1 CHEBYSHEV INEQUALITY

A.2 CONVEX FUNCTION AND JENSEN INEQUALITY

A.3 DERIVATION OF POISSON DISTRIBUTION

A.4 DERIVATION OF THE NORMAL DISTRIBUTION

A.5 MGF OF NORMAL DISTRIBUTION

A.6 CENTRAL LIMIT THEOREM

A.7 PDF OF STUDENT’S T DISTRIBUTION

A.8 PDF OF THE F DISTRIBUTION

A.9 WILCOXON SIGNED-RANK TEST: MEAN AND VARIANCE
OF THE TEST STATISTIC

A.10 SPEARMAN’S RANK CORRELATION COEFFICIENT

Index