ECE 313/MATH 362
PROBABILITY WITH ENGINEERING APPLICATIONS
Fall 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 for Q&A about lectures, SAQs, problems, quizzes, exams. No concept matrix certification. | |
Office hours giving priority to concept matrix certification. |
Hours | Monday | Tuesday | Wednesday | Thursday | Friday |
1-2pm | 3020 ECEB and 3034 ECEB |
3034 ECEB | 3034 ECEB | 3034 ECEB | |
2-3pm | 3015 ECEB | ||||
3-4pm | |||||
4-5pm | 335 MEB | ||||
5-6pm | |||||
6-7pm |
Section | Meeting time and place | Instructor |
---|---|---|
A | 9 MWF 3015 ECE Building |
Professor Juan Alvarez
e-mail: alvarez AT illinois dot edu Office Hours: Thursdays, 1-2pm, 3034 ECEB figures and notes |
B | 10 MWF 3015 ECE Building |
Professor Yihong Wu
e-mail: yihongwu AT illinois dot edu Office Hours: Wednesdays, 1-3pm, 3034 ECEB |
C | 11 MWF 3017 ECE Building |
Professor Yihong Wu
e-mail: yihongwu AT illinois dot edu Office Hours: Wednesdays, 1-3pm, 3034 ECEB |
D | 1 MWF 3017 ECE Building |
Dimitrios Katselis e-mail: katselis AT illinois dot edu Office Hours: Thursdays, 3-4pm, 3034 ECEB |
E | 2 MWF 3017 ECE Building |
Peter Kairouz e-mail: kairouz2 AT illinois dot edu Office Hours: Thursdays, 2-3pm, 3034 ECEB |
Fardad Raisali raisali2 AT illinois dot edu |
Office Hours: Mondays, 2-4pm (3015 ECEB), Tuesdays, 1-4pm (3020/3034 ECEB), Tuesdays, 4-5pm (335 MEB), Fridays, 1-3pm (3034 ECEB). |
Maojing Fu mfu2 AT illinois dot edu |
Office Hours: Mondays, 2-6pm (3015 ECEB), Tuesdays 4-7pm (335 MEB), Fridays, 4-5pm (3034 ECEB). |
Ali Yekkehkhany yekkehk2 AT illinois dot edu |
Office Hours: Mondays, 4-6pm (3015 ECEB), Tuesdays 4-7pm (335 MEB), Fridays, 3-4pm (3034 ECEB). |
Ge Yu geyu3 AT illinois dot edu |
Office Hours: Tuesdays, 2-4pm (3020/3034 ECEB), Tuesdays, 5-7pm (335 MEB). |
Course schedule (subject to change) | |||
Week # Quiz date |
Lecture dates |
Concepts (Reading)[ Short videos] | Short Answer Questions (SAQ) and Problems for Quizzes |
---|---|---|---|
1 Mon, 8/31 |
8/24-8/28 |
* 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. Optional: [SAQ 1.5] |
2 Wed, 9/9 |
8/31-9/4 |
* 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. 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)) , 2.12, 2.14, 2.16. NOTE: the matrix deadline this week is Wednesday, Sept 9 at 6pm. |
3 Mon, 9/14 |
9/9-9/11 No lecture 9/7 |
* 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) 2.18, 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 Mon, 9/21 |
9/14-9/16 |
* 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. 75) for Sections 2.5-2.7.
Problems (pp. 84-85) 2.22, 2.24. |
5 Mon, 9/28 |
9/18-9/23 (one lecture to be cancelled this week) |
* Maximum likelihood parameter estimation (definition, how to calculate for continuous and discrete parameters) (Ch 2.8)
[SAQ 2.8]
* 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. 75-76) for Sections 2.8-2.10
Problems (pp. 85-88) 2.26, 2.28, 2.30, 2.32, 2.34 |
6 Mon, 10/12 (skip 10/5) |
9/25-9/30 |
* 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. 76) for Sections 2.11 & 2.12
Problems (pp. 88-93) 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: Wednesday, October 7, 7-8.15pm (no quiz October 5, no matrix certification deadline this week) |
7 Mon, 10/12 (week 6 too) |
10/2-10/7 |
* 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. 145-146) for Sections 3.1-3.4.
Problems (pp.148-150) 3.2, 3.4, 3.6, 3.8, 3.10. |
8 Mon, 10/19 |
10/9-10/14 (one lecture to be cancelled this week) |
* 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] |
SAQs (p 146) for Sections 3.5 & 3.6.1.
Problems (p. 151) 3.12, 3.14. |
9 Mon, 10/26 |
10/16-10/21 |
* 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] * 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) |
SAQs (pp. 146-147) for Sections 3.6.2. -3.8.
Problems (pp. 152-156) 3.16, 3.18, 3.20, 3.22, 3.24, 3.26, 3.28, 3.30, 3.32. |
10 Mon, 11/2 |
10/23-10/28 |
* 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] * joint CDFs (Ch 4.1) [SAQ 4.1] * joint pmfs (Ch 4.2) [SAQ 4.2] |
SAQs (p. 147) for Sections 3.9-3.10
SAQs (p. 220-221) for Sections 4.1-4.2. Problems (pp. 157-159) 3.34, 3.38. |
11 Mon, 11/16 (skip 11/9) |
10/30-11/4 |
* joint pdfs (Ch 4.3)
[SAQ 4.3]
* joint pdfs of independent random variables (Ch 4.4) [SAQ 4.4] * distribution of sums of random variables (Ch 4.5) [SAQ 4.5] |
SAQs (p. 221) for Sections 4.3-4.5.
Problems (p. 223-226) 4.2, 4.4, 4.6, 4.8, 4.10. To shorten the problems on quizzes, Parts 4.2(c), 4.4(c), 4.6(c), 4.10(e) will not be included. Exam 2: Wednesday, November 11, 7-8.15pm (no quiz November 9, no matrix certification deadline this week) |
12 Mon, 11/16 (week 11 too) |
11/6-11/11 |
* more problems involving joint densities (Ch 4.6)
[SAQ 4.6]
* joint pdfs of functions of random variables (Ch 4.7) [SAQ 4.7] |
SAQs (pp. 221-222) for Sections 4.6-4.7.
Problems (pp. 226-227) 4.12, 4.14, 4.16. To shorten the problems on quizzes, Part 4.12(d) will not be included. |
13 Mon, 11/30 |
11/13-11/20 (one lecture to be cancelled between 11/20-12/9) |
* 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. |
11/23-11/27 | Thanksgiving | vacation | |
14 Mon, 12/7 or Wed, 12/9 |
11/30-12/4 (one lecture to be cancelled between 11/20-12/9) |
* 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.230-235) 4.30, 4.32, 4.34, 4.36, 4.38, 4.40, 4.42. |
15 | 12/7-12/9 (one lecture to be cancelled between 11/20-12/9) |
wrap up and review |
Optional Reading:
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