Quantitative Risk Management: Distributions and Techniques

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Multivariate Normal Distribution: Correlation and Covariance

Covers correlation, covariance, empirical estimates, eigenvalues, normality testing, and factor models.

Basics of Risk Analysis and Management

Introduces the basics of risk analysis and management in civil engineering, covering distributions, statistical reminders, and mathematical interpretation techniques.

Copulas: Properties and Applications

Explores copulas in multivariate statistics, covering properties, fallacies, and applications in modeling dependence structures.

Elements of Statistics: Estimation & Distributions

Covers fundamental statistics concepts, including estimation theory, distributions, and the law of large numbers, with practical examples.

Common Distributions: Moment Generating Functions

Explores common probability distributions, special distributions, and entropy concepts.

Principal Component Analysis: Properties and Applications

Explores Principal Component Analysis theory, properties, applications, and hypothesis testing in multivariate statistics.

Multivariate Statistics: Introduction and Methods

Introduces multivariate statistics, focusing on uncovering associations between components in data in vector form.

Copulas: Dependence Modeling

Covers copulas, Sklar's Theorem, types of copulas, and simulation of copulas for risk management.

Elements of Statistics: Probability, Distributions, and Estimation

Covers probability theory, distributions, and estimation in statistics, emphasizing accuracy, precision, and resolution of measurements.

Joint Distributions

Explores joint distributions, marginal laws, covariance, correlation, and variance properties.