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Applied Mathematics 2 (Fall 2012)

Course code : BE-MAT2-U5
ECTS Credits : 5 Status : Compulsory
Revised : 20/07 2012 Written : 20/07 2012
Placement : 3. semester Hours per week : 4
Length : 1 semester Teaching Language : Danish

Objective : To provide the participants with both an intuitive and rigorous understanding of probability theory, and to give them an introduction to statistical thinking and methods. This is partly done by exposure to a number of basic probabilistic/ statistical models of widespread application. Important statistical principles for collection and analysis of data are introduced, and methods for model choice, estimation, testing and model verification are presented. The participants learn to handle a number of elementary problems which occur frequently in engineering practice and are thus enabled to critically assess statistical (empirical) investigations and references. This enables the participants to discuss a given scientific method and the possibility to follow a research and development effort.

Principal Content : Axioms of probability theory, conditional probability, independence, Bayes" rule, the binomial distribution, normal approximation to the binomial distribution, sampling with and without replacement, the hypergeometric distribution, discrete random variables, moments with emphasis on mean value and variance, the geometric and negative binomial distributions, the Poisson distribution, continuous random variables, the normal, exponential, and gamma distributions, cumulative distribution function, the chi-squared distribution, the central limit theorem.
Simple methods for graphical and tabular assessments of collected or
measured data. Hypothesis testing, estimation of parameters, and construction of confidence intervals in common situations (especially mean values, variances, and proportions). Introduction to regression analysis and analysis of variance. Model formulation. Model control: goodness-of-fit test and test for independence. Applications of Minitab in the above areas. Examples of applications in the engineering sciences.
Teaching method : The teaching is problem-oriented, based on examples from the engineering sciences. There will be introductory and summing up lectures.
Type of examination : Four hours written examination
External examiner : External
Marking : 7 step scale
Remarks : This course is an integrated part of the study program “Engineering Design & Industrial Innovation” offered by the Department of Mechanical Engineering. It is, however, a general methodological course aimed at all engineering students, regardless of specialization.
Teaching material : Probability & Statistics for Engineers & Scientists: International Edition, by R. E. Walpole, R. H. Myers, S. L. Myers, K. Ye, Pearson 2007, and
- MINITAB Release 14 for Windows CD.
Package ISBN: 9781408230916.
- Lecture notes on CampusNet.
Responsible teacher : Imad Abou-Hayt , iabo@dtu.dk