概率论与数理统计lec01 11

– 盛骤、谢式千、潘承毅，《概率论与数理统计》（第4版）， 北京：高等教育出版社，2008，ISBN 7-040-23896-9
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精品资料
• 你怎么称呼老师？
• 如果老师最后没有总结一节课的重点的难点，你 是否会认为老师的教学方法需要改进？
• 你所经历的课堂，是讲座式还是讨论式？ • 教师的教鞭
• Probability measures uncertainty formally, quantitatively. It is the mathematical language of uncertainty.
– "It is remarkable that a science which began with the consideration of games of chance should have become the most important object of human knowledge." —— Pierre-Simon Laplace, Théorie Analytique des Probabilités, 1812.
• “不怕太阳晒，也不怕那风雨狂，只怕先生骂我 笨，没有学问无颜见爹娘 ……”
• “太阳当空照，花儿对我笑，小鸟说早早早……”
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Why study probability and statistics?
• The only purposeful impact you will have on your life and in the world will come from decisions you make.
• Statistics is the field that studies how to
• We are able to explicitly include uncertainty
into decision making using probability.
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What do we do when faced with uncertainty?
• How do you design a policy for climate change?
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What is statistics?
• Statistics provide data about uncertain relationships. They are numbers that summarize the results of a study.
• Statistical inference formalizes the process of learning through observation.
• What makes decisions hard? • One thing that makes decisions hard is uncertainty.
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Why study probability and statistics?
What happens if you ignore uncertainty in decision making?
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Examples
• Design of an offshore drilling tower
• How safe is safe enough? • Possibility of hurricane
during useful life
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• Design of an off-shore wind turbine
– Thicker – lasts longer – Thicker – more expensive – Relation between
thickness and life is uncertain. – Therefore, the total cost of the project is uncertain.
• References:
– 茆诗松、程依明、濮晓龙，《概率论与数理统计教程》，北 京：高等教育出版社，2004，ISBN 7-040-14365-2
– R. Johnson, Miller & Freund’s Probability and Statistics for Engineers, 7th Ed. Pearson Education, 2005, ISBN 0-131-43745-6 影印改编版：章栋恩改编，《概率论与数理统计》（第7版） ，北京：电子工业出版社，2005，ISBN 7-121-01931-0
• fatigue life is unknown
• must design to tradeoff initial costs with lifetime and reliability
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What is probability?
• Uncertainty can be assessed or discussed informally using language such as “it is unlikely” or “probably”.
Probability and Statistics
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Textbook and References
• Textbook:
– Jay L. Devore, Probability and statistics for engineering and the sciences (6th ed.), 机械工业出版社, ISBN 7-111-15724-9.
• How do you design a culvert for flood prevention?
– Plan for the “worst case”? – Plan for the “average case?”
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Examples
• Planning and design of airport pavement