Uncertainty in Engineering
MIT OpenCourseWare's introduction to probability and statistics for engineers covers events and probability, total probability and Bayes' theorem, discrete and continuous random variables and vectors, and uncertainty propagation. It moves through second moment representations of uncertainty, random sampling, and parameter estimation methods including method of moments, maximum likelihood, and Bayesian estimation, closing with simple and multiple linear regression. Concepts are illustrated through examples drawn from civil and environmental engineering as well as everyday situations. The course includes lecture materials, assignments, and exams from MIT's Civil and Environmental Engineering department, available free through MIT OpenCourseWare under a Creative Commons license. No certificate is offered, but full course materials are downloadable for self-study or classroom use.