ABSTRACT
This chapter presents some of the most important probability concepts used in engineering applications. It deals with unidimensional random variables and introduces three types of variables (discrete, continuous, and mixed) and the corresponding probability mass, density, and distribution functions. The chapter discusses some characteristics of random variables, such as the moment-generating function and the characteristic function. The pmf or pdf of random variables contains all the information about the random variables. One of the graphical methods commonly used by engineers is the probability plot. The basic idea of probability plots, of a biparametric family of distributions, consists of modifying the random variable and the probability drawing scales in such a manner that the cdfs become a family of straight lines.
