Beschreibung |
Stochastics for risk assessment:
Introduction to probability theory with focus on situations characterized by low probabilities. Random events, discrete and continuous random variables and associated distributions. Descriptive statistics, parameter estimation. Risk Assessment by means of FORM and Monte Carlo Simulations. Introduction to reliability theory: Extreme value distributions; stochastic modeling with software tools e.g. MATLAB, Octave, Excel, R. Reliability Analysis of Systems. Catastrophic events + risk problems, Applications |