Igor Rychlik Jesper Rydén Rychlik Probability and Risk Analysis

Probability and Risk Analysis

von Igor Rychlik Jesper Rydén

An Introduction for Engineers

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Beschreibung

This book presents notions and ideas from the foundations of a statistical treatment of risks. Bayesian methods are frequently used in that area, hence a reasonable proportion of the presentation is devoted to such approaches. Modern statistical tools, namely Poisson regression, analysis of deviance, extreme-value theory and threshold methods are also used to identify and solve practical problems. The knowledge of such tools facilitates the understanding of the role of probability in risk analysis and proper use of outputs given by software packages.

The book is written with a student in mind who has studied elementary undergraduate courses in engineering mathematics, perhaps including an introductory course in statistics. The text emphasizes an understanding of the theory and methods presented. Hence, comments are given verbally and an intuitive reasoning is frequent. This is not just another new textbook on elementary probability and statistics, but focuses strongly on applications within the field of risk and safety analysis.


This book presents notions and ideas at the foundations of a statistical treatment of risks. The text is unlike that found in traditional mathematics literature and differs from typical textbooks in its verbal approach to many explanations and examples. The text is written for students who have studied elementary undergraduate courses in engineering mathematics, perhaps including a minor course in statistics. The focus is on statistical applications within the field of engineering risk and safety analysis. Coverage includes Bayesian methods. The knowledge of such tools facilitates the understanding of the role of probability in risk analysis and proper use of outputs given by software packages.


Focuses on statistical applications within the field of engineering risk and safety analysis Coverage includes Bayesian methods Statistical treatment of risks for engineering students which requires only elementary engineering math Differs from typical textbooks in its verbal approach to many explanations and examples

Autor*in

Igor Rychlik

Themen in »Probability and Risk Analysis«

Analysis Fitting Random variable Software algorithm best fit data analysis mathematics safety statistics quality control, reliability, safety and risk

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From the reviews:

"This is a textbook for students with basic (undergraduate courses) mathematical knowledge. In the first part, elementary statistical methods are explained including basic ideas of Bayesian inference and point processes. The second part is devoted to probabilistic assessment of risk in engineering problems. … Each chapter ends with a section on exercises, short solutions are given in appendix." (Daniela Jarušková, Zentralblatt MATH, Vol. 1145, 2008)


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Details

ISBN: 9783540395218
Verlag: Springer Berlin
Erscheinung: 07.10.2006

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