CE502 Week 1 Introduction

CE 502
Advanced Probability and Statistics for Civil Engineers
Spring 2022
Taner Yılmaz, PhD
Özyeğin University
Department of Civil Engineering
Özyeğin University – CE 502 Advanced Probability and Statistics for Civil Engineers – Dr. Taner Yılmaz
WEEK 1
Introduction
The Use of Probability and Statistical Methods in

Civil Engineering Applications
References
Ang, A.H-S. and W.H. Tang, Probability Concepts in Engineering: Emphasis on Applications to Civil and Environmental
Engineering, 2nd edition, John Wiley & Sons, 2007.
Haldar, A. and Mahadevan, S. Probability, Reliability, and Statistical Methods in Engineering Design, John Wiley & Sons,
2000.
2
INTRODUCTION
• Uncertainties are unavoidable in real life problems.

• It is important to recognize the presence of all major sources of uncertainty in engineering problems.
• The effects of uncertainties on the design and planning of an engineering system are important, thus
the main aim is to model and formulate the engineering problems under uncertainty.
• The quantification of such uncertainty and the evaluation of its effects on the performance and design
of the system should properly include the concepts and methods of probability and statistics.
Two broad types of uncertainty:

Aleotory uncertainty: Those that are associated with natural randomness,
Epistemic uncertainty: Those that are associated with inaccuracies in our prediction and estimation of
reality.
• These two types of uncertainty may be combined and analyzed as a total uncertainty, or treated
separately.
• In many application areas of engineering and physical sciences, the uncertainty (or error bounds) of
calculated risk or probability is as important as the risk itself.
Statistics is the mathematical quantification of uncertainty (mean, standard deviation, etc of a variable)
Probability theory uses the information from statistics to compute the likelihood of specific events.
Uncertainty in Engineering
Aleotory uncertainty:
- The available data can be incompleteso or insufficient, and it can inherently contain variability.
• Aleotary uncertainty is inherent and may not be reduced or modified.
• The effect of aleotary uncertainty leads to a calculated probability or risk.
• Essentially data-based.
Epistemic uncertainty:
• Engineering plan and design must rely on predictions or estimations based on idealized models
(with unknown degrees of imperfections relative to reality) and these models involve additional
uncertainty.
• Associated with imperfect knowledge of the real world.
• It may be reduced through application of better prediction models and/or improved
experiments.
• Aleotary uncertainty is inherent and may not be reduced or modified.
• The effect of epistemic uncertainty expresses an uncertainty in the estimated probability or risk.
• Essentially knowledge-based.
Aleotary Uncertainty (Uncertainty associated with randomness)
• Many phenomena or engineering processes contain randomness, that is the expected

outcomes are unpredictable (to some degree).
• Such phenomena are characterized by field or experimental data that contain significant
variability that represents the natural randomness even if conducted or measured under
apparently identical conditions.
• There is a range of measured or observed values of the experimental results; moreover
within this range certain values may occur more frequently than others.
• The variability inherent in such data is statistical in nature, and the realization of a
specific value (or a range of values) involves probability.
Examples:
29 years of annual cumulative rainfall intensity in watershed area
On one (horizontal) axis, a range is selected to cover the largest and

smallest values among the set of data and divide this range in
convenient intervals.
On the other (vertical) axis, the number of observations within each

interval or the fraction of total observations are shown as a bar.
(To compare a histogram with a

theoretical frequency distribution)
Empirical Frequency Function

Total area under the frequency
diagram is equal to 1.
6
Examples: The properties of most materials of construction vary widely.
Histogram demonstrating the variability of

water/cement (w/c) ratio of several concrete
specimens (after Thoft-Christensen, 2003)
Modulus of elasticity of construction lumber

(after Galligan and Snodgrass, 1970)
Histogram demonstrating the variability of yield

strength of reinforcing bars (data from Julian, 1957) 7
Examples:
In geotechnical engineering, significant variability in the information pertaining to soil properties
may exist.
Residual friction angle of mudstone

(after Becker et al. 1998) Compressive strength of sandstone under the
foundation of Conferation Bridge in Canada
(after Becker et al. 1998)
Bulk density of residual soils (after Winn et al. 2001)

8
Examples:
Significant variabilities are present in the loads acting on structures.
Wind-induced pressure fluctuations on tall buildings observed

during two hurricanes (after Lam Put, 1971)
9
Variability of earthquake-induced shear stresses in soils (after Donovan, 1972)
9
Examples: There can be variabilities regarding the information used in transportation engineering.
Empirical frequency distribution of origin- Histogram of the estimated impact speed of

destination trip lengths in Sioux Falls, SD (U.S. passenger car accidents (after Viner, 1972)
Dept. of Comm. 1965)
Histograms of the measured roughness profiles of

a rough road and a smooth roads, in terms of the
respective root-mean-square (rms) values (after
Rouillard et al. 2000)
10
10
Examples:
Engineered structures can sometimes fail and cause economic losses as well as loss of human lives.
Statistics of dam failures in the U.S. as a function

of life (in years) after completion (after van Gelder,
2000)
11
11
Examples:
The variabilities of information in construction engineering and construction management may exist
as well.
Histograms of completion times in house building Distribution of bid prices in highway construction
(after Forbes, 1969) (after Cox, 1969)
12
12
Examples: In environmental engineering;
For example, the water quality depends on stream pressure and dissolved oxygen deficit.
Dissolved oxygen deficit in Ohio river Histograms of weekly maximum temperature of four
(after Kothandaraman and Ewing, 1969) streams (after Mohseni et al. 2002)
13
13
When two (or more) variables are involved, each variable may have its own variability, whereas there
may also be joint variability of the two variables.
Observed data of pairs of values can be demonstrated in two-dimensional graph in the form of a
scattergram of the observed data points.
Examples:
Tensile strength of concrete vs temperature (after dos

Modulus of elasticity vs strength of Sontos et al. 2002)
timber (after Littleford, 1967)
• Illustrating a large number of examples shown (in the forms of histograms and scattergrams) above
is to demonstrate clearly that variability of engineering information is present and unavoidable in
many areas of engineering applications.
• We might emphasize that the variability exhibited in any histogram is due to randomness in nature,
thus is an aleotary type of uncertainty.
14
14
Examples:
Mean annual discharge vs. drainage area

Plasticity index vs. liquid limit of solids
of streams (after Todd and Meyer, 1971)
(after Winn et al., 2001)
Calculated vs. observed wind speeds Traffic conflicts vs. volüme (after
15
(after Matsui et al., 2002) Katamine, 2000)
15
Epistemic Uncertainty (Uncertainty associated with randomness)
In engineering, idealized models are used in analysis and predictions for the real world problems to make
decisions or to make plans and develop criteria for the design of an engineering system.
Idealized models:
• Mathematical formulas,
• Equations,
• Numerical algorithms,
• Computer programs
• And even laboratory models (imperfect representations of the real worlds) (e.g. scaled models)
The results of analysis and estimations obtained on the basis of such models are inaccurate and thus
contain uncertainty. These uncertainties are knowledge based and are of the epistemic type.
Quite often, epistemic uncertainty may be more significant than the aleotary uncertainty.
• In performing an estimation with an idealized model, the objective is generally to obtain a specific
quantity of interest, such as mean or median value (central value).
• Generally epistemic uncertainty in estimating mean or median value is considered, on the other hand
such uncertainty exist in other parameters but they are usually of second-order importance.
16
16
Design and Decision Making under Uncertainty
How should engineering designs be formulated?
• Conservative designs: Assuming the worst case scenario (e.g. the highest possible flood)
The system performance and safety can be good, however the degree of conservativeness is lacking a
systematic basis. The resulting design may be excessively costly.
• Insufficient conservatism: It may be inexpensive but will sacrifice performance or safety.
The optimal design decision must be based on a trade-off between cost and benefit, in order to achieve a
balance between cost and system performance.
As the available information and evaluative models are imperfect or insufficient, (contains uncertainties)
we need to evaluate this trade-off by using the concepts of probability and risk.
17
17

CE502 Week 1 Introduction

Uploaded by

Document Information

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

CE502 Week 1 Introduction

Uploaded by

Copyright:

Available Formats

CE 502

Advanced Probability and Statistics for Civil Engineers

Taner Yılmaz, PhD

The Use of Probability and Statistical Methods in

• Uncertainties are unavoidable in real life problems.

Two broad types of uncertainty:

• Many phenomena or engineering processes contain randomness, that is the expected

On one (horizontal) axis, a range is selected to cover the largest and

On the other (vertical) axis, the number of observations within each

(To compare a histogram with a

Empirical Frequency Function

Histogram demonstrating the variability of

Modulus of elasticity of construction lumber

Histogram demonstrating the variability of yield

Residual friction angle of mudstone

Bulk density of residual soils (after Winn et al. 2001)

Wind-induced pressure fluctuations on tall buildings observed

Empirical frequency distribution of origin- Histogram of the estimated impact speed of

Histograms of the measured roughness profiles of

Statistics of dam failures in the U.S. as a function

Tensile strength of concrete vs temperature (after dos

Mean annual discharge vs. drainage area

You might also like