ECE 313/MATH 362
PROBABILITY WITH ENGINEERING APPLICATIONS
Spring 2017  Sections B, D, and F
The webpage for section G can be found here.
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.
Text: ECE 313 Course Notes (hardcopy sold through ECE Stores, pdf file available.) Corrections to notes.
Optional Reading: D. V. Sarwate, Probability with Engineering Applications, Powerpoint Slides for ECE 313, Fall 2000
Instructors:
Teaching Assistants:
Summary of office hours times and locations (starting January 23).
Course schedule (subject to change)  
Checkpoint # Date 
Lecture dates 
Concepts (Reading)[ Short videos]  

1 Sun, 1/29 
1/181/27  * 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 1.31.4) [ILLINI, SAQ 1.3, SAQ 1.4, PokerIntro, PokerFH2P] * using Karnaugh maps for three sets (Ch 1.4) [Karnaughpuzzle, SAQ1.2] 

2 Sun, 2/5 
1/302/3  * 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 2.4.12.4.2) [SimdocIntro] [SimdocMinhash1] 

3 Sun, 2/12 
2/62/10  * binomial distribution (how it arises, mean, variance, mode) (Ch 2.4.32.4.4) [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] 

4 Sun, 2/19 
2/132/17  * 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,SimdocMinhash2] * law of total probability (Ch 2.10) [deuce] [SAQ 2.10] * Bayes formula (Ch. 2.10) 

5 Sun, 2/26 
2/202/24  * 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 and its application (Ch 2.12.1) [SAQ 2.12] * network outage probability and distribution of capacity, and more applications of the union bound (Ch 2.12.22.12.4) 

6 Sun, 3/5 
2/273/3  * 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] 

7 Sun, 3/12 No Lecture 3/10, EOH 
3/63/8  * 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] 

8 Sun, 3/26 
3/133/17  * 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) * failure rate functions (Ch 3.9) [SAQ 3.9] * binary hypothesis testing for continuous type random variables (Ch 3.10) [SAQ 3.10] 

3/203/24  Spring vacation  
9 Sun, 4/2 
3/273/31  * joint CDFs (Ch 4.1) [SAQ 4.1] * joint pmfs (Ch 4.2) [SAQ 4.2] * joint pdfs (Ch 4.3) [SAQ 4.3] 

10 Sun, 4/16 (skip 4/9) 
4/34/14  * 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 and 4.7.3 will not be tested for concept certification nor in the exams) 

11 Sun, 4/23 
4/174/21  * correlation and covariance: scaling properties and covariances of sums (Ch 4.8) [SAQ 4.8] * sample mean and variance of a data set, unbiased estimators (Ch 4.8, Example 4.8.7) * minimum mean square error unconstrained estimators (Ch 4.9.2) * minimum mean square error linear estimator (Ch 4.9.3) [SAQ 4.9] 

12 Sun, 4/30 
4/244/28  * 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] 

  5/15/3  wrap up and review 
The ECE 313 FAQ 
About the Concept Matrix 
Homework 
Previous Web Pages 
Reserve Books 
Exams 
Piazza 
COMPASS (for grades) 
Grading Policies 
Powerpoint slides 
