ECE ILLINOIS

ECE 313/MATH 362

PROBABILITY WITH ENGINEERING APPLICATIONS

Spring 2015


ECE 313 (also cross-listed as MATH 362) is an undergraduate course on probability theory and statistics with applications to engineering problems primarily chosen from the areas of communications, control, signal processing, and computer engineering.

EE and CompE students must complete one of the two courses ECE 313 or Stat 410.

Prerequisite : Math 286 or Math 410

Exam times : See Exam information.

In an effort to serve you better, this semester we will use the same teaching format used in ECE 313 in Fall 2014. Click on Concept Matrix, Quizzes and exams, and Grading Policies below for more information.


Text : ECE 313 Course Notes (hardcopy sold through ECE Stores, pdf file available.) Corrections to notes.


Summary of office hours times and locations (starting January 26).
  Office hours giving priority to Q&A about lectures and homework (i.e. problems on quizzes).
  Office hours giving priority to concept matrix certification.
Hours Monday Tuesday Wednesday Thursday Friday
12.30-1pm   2013 ECEB      
1-2pm 4036 ECEB
2-3pm 3013 ECEB 3017 ECEB 3034 ECEB 4036 ECEB
3-4pm 4036 ECEB 4036 ECEB
4-6pm    
6-7pm    


Section Meeting time and place Instructor
E 9 MWF
3015 ECE Building
Professor Yuliy Baryshnikov
e-mail: ymb AT illinois dot edu
Office Hours: Wednesdays, 2-3pm, 3034 ECEB
C 10 MWF
3015 ECE Building
Professor Juan Alvarez
e-mail: alvarez AT illinois dot edu
Office Hours: Thursdays, 1-2pm, 4036 ECEB
figures
D 11 MWF
3017 ECE Building
Professor Juan Alvarez
e-mail: alvarez AT illinois dot edu
Office Hours: Fridays, 2-3pm, 4036 ECEB
figures
F 1 MWF
3017 ECE Building
Professor Pramod Viswanath
e-mail: pramodv AT illinois dot edu
Office Hours: Thursdays, 2-3pm, 4036 ECEB
B 2 MWF
3015 ECE Building
Professor Yi Lu
e-mail: yilu4 AT illinois dot edu
Office Hours: Wednesdays, 3-4pm, 3034 ECEB

Graduate Teaching Assistants
Cheng Chen (cchen130 AT illinois dot edu) Office Hours: Monday 2-6pm (3013 ECEB),
Tuesday 12.30-2pm (2013 ECEB), 2-3pm (3017 ECEB), 5-7pm (3017 ECEB).
Di Fan (difan2 AT illinois dot edu) Office Hours: Monday 2-3pm (3013 ECEB),
Tuesday 12.30-2pm (2013 ECEB), 2-5pm (3017 ECEB),
Friday 3-6pm (4036 ECEB).
Lei Jin (leijin3 AT illinois dot edu) Office Hours: Monday 3-6pm (3013 ECEB),
Tuesday 3-7pm (3017 ECEB),
Thursday 3-4pm (4036 ECEB).
Elad Yarkony (yarkony2 AT illinois dot edu) Office Hours: Tuesday 3-7pm (3017 ECEB).


Concept constellation Concept matrix
# Week Concepts (Reading)[ Short videos] Short Answer Questions (SAQ)
and Problems for Quizzes
1-2 1/21-1/30 *How to specify a set of outcomes, events, and probabilities for a given experiment (Ch 1.2)
*set theory (e.g. de Morgan's law, Karnaugh maps for two sets) (Ch 1.2)
*using principles of counting and over counting; binomial coefficients (Ch 1.3-1.4) [ILLINI, SAQ 1.3, SAQ 1.4, PokerIntro, PokerFH2P]
*using Karnaugh maps for three sets (Ch 1.4)[Karnaughpuzzle, SAQ1.2]
SAQs (on p. 20) for Sections 1.2, 1.3, 1.4.
Problems (pp. 21-24) 1.2, 1.4, 1.6, 1.8, 1.10, 1.12.
Quiz 1: Monday, 2/2 (Each quiz is on a Monday and the concept certification deadline is 7pm the next day, a Tuesday.)

Optional: [SAQ 1.5]
3 2/2-2/6
*random variables, probability mass functions, and mean of a function of a random variable (LOTUS) (Ch 2.1, first two pages of Ch 2.2) [pmfmean]
*scaling of expectation, variance, and standard deviation (Ch 2.2) [SAQ 2.2]
*conditional probability (Ch 2.3) [team selection][SAQ 2.3]
*independence of events and random variables (Ch 2.4.1-2.4.2)[SimdocIntro][Simdoc-Minhash1]
SAQs (pp. 73-74) for Sections 2.2 & 2.3
Problems (pp. 76-81) 2.2 (quiz won't ask for mean and variance), 2.4, 2.6 (quiz skips parts (d) & (e)) , 2.12, 2.14, 2.16.
Quiz 2: Monday, 2/9
4 2/9-2/13
*binomial distribution (how it arises, mean, variance, mode) (Ch 2.4.3-2.4.4)[SAQ 2.4][bestofseven]
*geometric distribution (how it arises, mean, variance, memoryless property) (Ch. 2.5)[SAQ 2.5]
*Bernoulli process (definition, connection to binomial and geometric distributions) (Ch 2.6)[SAQ 2.6]
*Poisson distribution (how it arises, mean, variance) (Ch 2.7)[SAQ 2.7]
SAQs (p. 74) for Sections 2.4-2.7.
Problems (pp. 82-84) 2.18, 2.20, 2.22, 2.24.
For problems asking for a numerical answer, on a quiz you would only need to indicate how to solve the problems up to the point a calculator is needed.
Quiz 3: Monday, 2/16
5 2/`16-2/20
*Maximum likelihood parameter estimation (definition, how to calculate for continuous and discrete parameters) (Ch 2.8)[SAQ 2.8][hypergeometric]
*Markov and Chebychev inequalities (Ch 2.9)
*confidence intervals (definitions, meaning of confidence level) (Ch 2.9)[SAQ 2.9,Simdoc-Minhash2]
*law of total probability (Ch 2.10) [deuce] [SAQ 2.10]
*Bayes formula (Ch. 2.10)
SAQs (pp. 74-75) for Sections 2.8-2.10.
Problems (pp. 84-87) 2.26, 2.28, 2.30, 2.32, 2.34
Quiz 4: Monday, 2/23
6 2/23-2/27 *Hypothesis testing -- probability of false alarm and probability of miss (Ch. 2.11)
*ML decision rule and likelihood ratio tests (Ch 2.11) [SAQ 2.11]
*MAP decision rules (Ch 2.11)
*union bound (Ch 2.12.1) [SAQ 2.12]
*network outage probability and distribution of capacity (Ch 2.12.2-2.12.3)
*probability of undetected error for coded system (Ch 2.12.4)
SAQs (p. 75) for Sections 2.11 & 2.12
Problems (pp. 87-92) 2.36, 2.38, 2.40, 2.42, 2.44, 2.46 (For 2.38 on quiz, you should realize the intervals overlap, even though you don't have a calculator.)
Quiz 5: Monday, 3/2
Exam 1: Wednesday, March 4
7 3/2-2/6
*cumulative distribution functions (Ch 3.1)[SAQ 3.1]
*probability density functions (Ch 3.2) [SAQ 3.2] [simplepdf]
*uniform distribution (Ch 3.3) [SAQ 3.3]
*exponential distribution (Ch 3.4) [SAQ 3.4]
SAQs (p. 143-144) for Sections 3.1-3.4.
Problems (pp.146-148) 3.2, 3.4, 3.6, 3.8, 3.10.
Quiz 6: Monday, 3/9
8 3/9-3/11 *Poisson processes (Ch 3.5) [SAQ 3.5]
*Erlang distribution (Ch 3.5.3)
*scaling rule for pdfs (Ch. 3.6.1)[SAQ 3.6]
*Gaussian (normal) distribution (e.g. using Q and Phi functions) (Ch. 3.6.2) [SAQ 3.6] [matlab help including Qfunction.m]
*the central limit theorem and Gaussian approximation (Ch. 3.6.3) [SAQ 3.6]
SAQs (p 144) for Sections 3.5 & 3.6.
Problems (pp. 148-151) 3.12, 3.14, 3.16, 3.18, 3.20.
Quiz 7: Monday 3/16
No lecture EOH Friday
9 3/16-3/20 *ML parameter estimation for continuous type random variables (Ch. 3.7)[SAQ 3.7]
*the distribution of a function of a random variable (Ch 3.8.1)[SAQ 3.8]
*generating random variables with a specified distribution (Ch 3.8.2)
*the area rule for expectation based on CDF (Ch 3.8.3)
*failure rate functions (Ch 3.9)[SAQ 3.9]
*binary hypothesis testing for continuous type random variables (Ch 3.10) [SAQ 3.10]
SAQs (pp. 144-145) for Sections 3.7-3.10.
Problems (pp. 151-156) 3.22, 3.24, 3.26, 3.28, 3.30, 3.32, 3.34, 3.38.
Quiz 8: Monday 3/30
3/23-3/27 Spring Break
10 3/30-4/3 *joint CDFs (Ch 4.1)[SAQ 4.1]
*joint pmfs (Ch 4.2)[SAQ 4.2]
*joint pdfs (Ch 4.3)[SAQ 4.3]
SAQs (p. 220-221) for Sections 4.1-4.3.
Problems (p. 223-224) 4.2, 4.4, 4.6.
To shorten the problems on quizzes, Parts 4.2(c), 4.4(c), 4.6(c) will not be included.
Quiz 9: Monday 4/6
11 & 12 4/6-4/17 *joint pdfs of independent random variables (Ch 4.4)[SAQ 4.4]
*distribution of sums of random variables (Ch 4.5)[SAQ 4.5]
*more problems involving joint densities (Ch 4.6)[SAQ 4.6]
*joint pdfs of functions of random variables (Ch 4.7)[SAQ 4.7] (Section 4.7.2 will not be tested for concept certification nor in the exams)
SAQs (pp. 221-222) for Sections 4.4-4.6 (not 4.7).
Problems (pp. 225-227) 4.8, 4.10, 4.12, 4.14, 4.16.
NO QUIZ 4/13, instead Quiz 10: Monday 4/20
To shorten the problems on quizzes, Parts 4.10(e), 4.12(d) will not be included.
No certification 4/14, instead 4/21.
Exam 2: Wednesday, 4/15
13 4/20-4/24 *correlation and covariance (e.g. scaling properties) (Ch 4.8)[SAQ 4.8]
*minimum mean square error unconstrained estimators (Ch 4.9.2)
*minimum mean square error linear estimator (Ch 4.9.3)[SAQ 4.9]
SAQs (p. 222) for Sections 4.8, 4.9.
Problems (p. 227-230) 4.18, 4.20, 4.22, 4.24, 4.26, 4.28.
Quiz 11: Monday 4/27
14 4/27-5/1 *law of large numbers (Ch 4.10.1)
*central limit theorem (Ch 4.10.2)[SAQ 4.10]
*joint Gaussian distribution (Ch 4.11) (e.g. five dimensional characterizations)[SAQ 4.11]
SAQs (p.222) for Sections 4.10-4.11
Problems (pp.230-234) 4.30, 4.32, 4.34, 4.36, 4.38, 4.40, 4.42
Quiz 12: Monday 5/4
15 5/4-5/6 wrap up and review

Optional Reading:



More Detailed Information

The ECE 313 FAQ

About the Concept Matrix

Homework

Previous Web Pages

Reserve Books

Quizzes and exams

Piazza

COMPASS (for grades)

Grading Policies

Powerpoint slides