fellow students and teachers.
does anyone know how to delete this post (if you are not me)?!
23 Matching Annotations
- Apr 2024
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teachbooks.tudelft.nl teachbooks.tudelft.nl
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” Make sure you type in the URL to search
also add user view, e.g.: https://hypothes.is/users/rlanzafame
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view the annotations
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teachbooks.tudelft.nl teachbooks.tudelft.nl
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The action is implemented in shell script build-book.sh
only the MUDE book uses a shell script. The others use the GL CI
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e (see line in script here).
shouldn't reference mude book.
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ly
typo
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tudelft-citg.github.io tudelft-citg.github.io
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d Off
test delete
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CIE42X0 Probabilistic Design is a unit
test public
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teachbooks.tudelft.nl teachbooks.tudelft.nl
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book-draft
change to book/draft
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mude.citg.tudelft.nl mude.citg.tudelft.nl
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uniform is given by
include X in f subscript?
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mude.citg.tudelft.nl mude.citg.tudelft.nl
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lly inspect the empirical PDF and compute the sample coefficient of skewness from a set of observations as g1=∑i=1n(xi−x―)3nσ3 where xi
why g? maybe we use q, to allign with the arbitrary function of random variables from uncertainty propagation?
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mude.citg.tudelft.nl mude.citg.tudelft.nl
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Some simple examples are:
I am going to use q for generic functions in the risk and reliability part. check with Sandra if this will cause issues for observation theory. This reserves g for the specific case where g<0 is defined as failure. will use X for the parameters of q, though (so if a situation with both, could use q1 and q2, or q and h or...?)
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mude.citg.tudelft.nl mude.citg.tudelft.nl
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Xi in the random vector X=[X1X2…Xm]T are normally distributed, then X will have the multivariate normal distribution,
make sure random vector is also included in the fundamental concepts page
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mude.citg.tudelft.nl mude.citg.tudelft.nl
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We use a capital letter to denote a random variable and realizations of that random variable are described with a lower case letter.
add vectors of random variables
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mude.citg.tudelft.nl mude.citg.tudelft.nl
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Fundamental Concepts
Should we organize Fundamental Concepts in a more compact way to make it shorter?
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Textbook
This is an example Annotation. Note that annotations are publicly visible, but you must create an account and be logged in to reply or make your own. You can make highlights but they are only visible to you, not everyone. You can also see all the Annotations on a website by opening the "Public" menu at the top of this dialog pane, selecting "Public" again in the drop-down, then "View group activity." Make sure you type in the URL to search (e.g., mude.citg.tudelft.nl/book-draft/
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mude.citg.tudelft.nl mude.citg.tudelft.nl
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shown. F(x)=∫−∞xf(x)dx The d
check these pages for "X" in the subscript of F and f
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teachbooks.tudelft.nl teachbooks.tudelft.nl
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solved analytically (linear functions and Gaussian random variables). Random variables are limited to continuous parametric distributions and linear measures of dependence (correlation coefficient, multivariate Gaussian). If these requirements are relaxed, we will use simulation to calculate the failure probability numerically (i.e., Monte Carlo simulation).
correct this paragraph if copulas are used
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simple situations with up to two variables (the ‘bivariate’ case
correct this: not limited to two, but focus will be on two at a time
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you should have already done this earlier probability courses with
add "in" earlier…
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groundwater (i.e., one component within the system).
add that this is pumped
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(see Risk and Reliability for Engineers).
add "page" or "introduction"
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- Mar 2024
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mude.citg.tudelft.nl mude.citg.tudelft.nl
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Discrete Fourier Transform (DFT)
I am looking through this page for a ppt and notice there are no figures that illustrate the DFT/fft in Python. We should add something (prepare for PA and WS for the week).
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