ECE 313/MATH 362
PROBABILITY WITH ENGINEERING APPLICATIONS
Summer 2015
EE and CompE students must complete one of the two courses ECE 313 or Stat 410.
Prerequisite : Math 286 or Math 415
Exam times : See Exam information.
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 |
1-2pm | 3034 ECEB | 3034 ECEB | |||
2-3pm | 3034 ECEB | 3034 ECEB | |||
3-4pm | 3034 ECEB | 3034 ECEB | |||
4-5pm |
Section | Meeting time and place | Instructor |
---|---|---|
X | 10 MTWRF 3017 ECE Building |
Professor Juan Alvarez
e-mail: alvarez AT illinois dot edu Office Hours: Wednesdays and Thursdays, 1-2pm, 3034 ECEB. figures and notes |
Chris Ryu (ryu1 AT illinois dot edu) | Office Hours: | Monday 2-4pm (3034 ECEB), Tuesday 3-5pm (3034 ECEB), Thursday 2-4pm (3034 ECEB), Friday 3-5pm (3034 ECEB). |
Quiz # | Quiz date (tentative) |
Concepts (Notes sections)[Short videos] | Short Answer Questions (SAQ) and Problems for Quizzes |
---|---|---|---|
1 | Monday, June 22 |
* 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 (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. Optional: [SAQ 1.5] |
2 | Thursday, June 25 |
* 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] |
* SAQs (pp. 74-75) for Sections 2.2 & 2.3 * Problems (pp. 77-82) 2.2 (quiz won't ask for mean and variance), 2.4, 2.6 (quiz skips parts (d) & (e)) , 2.10 (quiz skips part (c)), 2.12. |
3 | Monday, June 29 |
* independence of events and random variables (Ch 2.4.1-2.4.2)[SimdocIntro][Simdoc-Minhash1]
* binomial distribution (how it arises, mean, variance, mode) (Ch 2.4.3-2.4.4)[SAQ 2.4][bestofseven] |
* SAQs (p. 75) for Section 2.4. * Problems (pp. 83-84 ) 2.14, 2.16, 2.18, 2.20. 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. |
4 | Thursday, July 2 |
* 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] * Maximum likelihood parameter estimation (definition, how to calculate for continuous and discrete parameters) (Ch 2.8)[SAQ 2.8][hypergeometric] - Skip Section 2.9. |
* SAQs (p. 75) for Sections 2.5-2.8. * Problems (pp. 85-86) 2.22, 2.24, 2.26, 2.27. |
5 | Thursday, July 9 |
* law of total probability (Ch 2.10) [deuce] [SAQ 2.10]
* Bayes formula (Ch. 2.10) * 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) - Skip Subsection 2.12.4. |
* SAQs (p. 76) for Sections 2.10-2.12 * Problems (pp. 87-93) 2.32, 2.34, 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.) Exam 1: Thursday, July 9, 4-5.15pm, 1013 ECEB. |
6 | Monday, July 13 |
* 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] |
* SAQs (p. 145-146) for Sections 3.1-3.3. * Problems (pp.148-150) 3.2, 3.4, 3.6, 3.8. |
7 | Thursday, July 16 |
* exponential distribution (Ch 3.4)
[SAQ 3.4]
* Poisson processes (Ch 3.5) [SAQ 3.5] * 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 3.4-3.6. * Problems (pp. 150-153) 3.10, 3.12, 3.14, 3.16, 3.18, 3.20. |
8 | Monday, July 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) - Skip Sections 3.8.3 and 3.9 |
* SAQs (pp. 146-147) for Sections 3.7-3.8. * Problems (pp. 154-156) 3.22, 3.24, 3.26, 3.28, 3.30, 3.32. |
9 | Thursday, July 23 |
* binary hypothesis testing for continuous type random variables (Ch 3.10) [SAQ 3.10]
* joint CDFs (Ch 4.1)[SAQ 4.1] * joint pmfs (Ch 4.2)[SAQ 4.2] * joint pdfs (Ch 4.3)[SAQ 4.3] * joint pdfs of independent random variables (Ch 4.4)[SAQ 4.4] |
* SAQs (p. 147) for Section 3.10. * SAQs (p. 220-221) for Sections 4.1-4.4. * Problems (p. 156) 3.31. * Problems (p. 223-226) 4.2, 4.4, 4.6, 4.8, 4.10, 4.12. To shorten the problems on quizzes, Parts 4.2(c), 4.4(c), 4.6(c), 4.10(e), 4.12(d) will not be included. Exam 2: Thursday, July 23, 4-5.15pm, 1013 ECEB. |
10 | Monday, July 27 |
* distribution of sums of random variables (Ch 4.5)[SAQ 4.5]
* more problems involving joint densities (Ch 4.6)[SAQ 4.6.] - Skip Section 4.7. |
* SAQs (p. 221) for Sections 4.5-4.6. * Problems (pp. 226-227) 4.14, 4.16. |
11 | Thursday, July 30 |
* 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. |
12 | Tuesday, August 4, 10am |
* 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. |
To compensate for afternoon exams, there will be NO lectures August 4-August 7. Notice that there is a quiz on August 4, and it will be 10am. |
Optional Reading:
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